Use case · Team reporting
I want a SOFR and Treasury brief in the team's inbox every morning, without pulling the data myself.
You've already had Claude build the brief: economic indicators, the SOFR swap curve with a slider, SOFR forwards, a year of Treasuries. It looks right. What isn't solved is the data. Where it comes from each morning, whether it's today's, and what happens on the day the pull fails. An assistant that gets the maths right on the wrong numbers is worse than no brief at all.
Last updated: October 2026 · Based on real workflows from BlueGamma customers
Connect the BlueGamma MCP connector to Claude and the brief pulls SOFR swap rates, the SOFR forward curve, the latest fixing and US Treasury yields, spot and forward, from BlueGamma every time it runs, each one timestamped. Schedule it as a routine, add a check that holds it back if the data didn't refresh, and send it to the team daily or to executives weekly. BlueGamma is an interest rate data and pricing platform used by 100+ financial institutions for swap rates, forward curves and cap pricing across 30+ currencies.
How the morning update usually gets made
Every way of getting rates in front of a team works on the first morning. The difference shows up on the fortieth.
Download, paste, chart, send
Someone opens a website, downloads the curve, pastes it into the deck and sends it round. It works until they're on leave, in a meeting at eight, or busy with something that actually needs them.
Ask an assistant for today's rates
Without a data source, an AI answers from memory or a web search. The numbers look plausible, carry no timestamp, and nobody reading the brief can tell whether they're from this morning or last quarter.
Scrape a public page
It's free until the page changes its layout. Then the brief either breaks or, worse, keeps sending yesterday's numbers with today's date on them.
Send everyone to the source
Logins for people who want three numbers and a chart before their first meeting. Most of them won't open it, and the ones who do won't all look at the same curve.
How it works
Set it up once in Claude. After that, the only thing you touch is the layout.
Connect BlueGamma to Claude
Add the BlueGamma MCP connector in Claude (Settings → Connectors → add connector). It's read-only: BlueGamma sends data to Claude and reads nothing back, which makes the request to IT a short one.
Describe the brief once
Tell Claude what the team should see: the SOFR swap curve from 1Y to 30Y, the SOFR forward curve, the latest SOFR fixing, the 2Y and 10Y Treasury against a year ago, and where the 10Y is priced three years forward. Let it draft the layout, then make it yours. How the brief reads matters as much as what it says.
Stamp every number
Each run pulls the previous close from BlueGamma, and every curve comes back with its timestamp. Print the as-of time at the top of the brief so nobody has to wonder which day they're looking at.
Add the guard
Before anything is sent, have Claude check that every pull succeeded and the as-of date is the latest business day. If not, the brief stays unsent and you get a message instead. Rerun it, and it goes out.
Schedule it
Save it as a routine: daily before the team starts, or weekly for executives. Pull the same curves into your model with the Excel add-in, and the brief and the spreadsheet never disagree about where SOFR is.
"I'd rather just have like a plug in and just pull the data in straight from the source."
Head of finance at a US real-estate developer, September 2026
"The calculation might be right, but they're using the wrong data… the math can't be wrong."
The same head of finance, on what an AI-built model has to get right
"If… the data doesn't get updated… or it doesn't pull at all, it flags it and it doesn't generate the report and send it out to the distribution list."
The same head of finance, on the guard in their brief, October 2026
For this job specifically: how the options compare
Just the job of getting a correct, current rates brief in front of a team every morning, not a full vendor comparison.
| Download and paste | Assistant on its own | Scraped public page | BlueGamma + Claude | |
|---|---|---|---|---|
| Numbers you can trace | Yes, if someone noted where from | No source, no timestamp | Until the page changes | Every figure from a named curve, timestamped |
| Runs without someone in the seat | No | Yes | Yes | Yes, as a scheduled routine |
| Fails loudly, not silently | Fails by not happening | Never knows it failed | Often sends stale data | Held back with a message to you |
| Forward curves, not just history | If you download them too | Unreliable | Rarely published | SOFR forwards and forward Treasury yields |
| Same numbers in the model | Only if pasted twice | No | No | Same curves via the Excel add-in |
Where this comes from
The pattern behind this guide, from a real borrower's workflow.
The head of finance at a US real-estate developer had built a rates brief with Claude for their team and executives: an economic indicators section, a rate sheet, the SOFR swap curve with a slider, SOFR forwards and a year of Treasuries. What they wanted next was the data straight from the source rather than a download, and a brief that could not quietly send the wrong numbers. The guard was already there: one morning a data pull failed, the brief stayed unsent, a message went to them instead, and the rerun went out clean. The source was the missing piece. Once IT approved the BlueGamma MCP connector, they chose it to feed the brief, and found end-of-day data was all it needed.
FAQs
Through the BlueGamma MCP connector, Claude can pull swap rates and their history, forward curves, fixings, government bond yields including forward yields, cap prices and FX, across 30+ currencies. For a US brief that usually means the SOFR swap curve, the SOFR forward curve, the latest SOFR fixing and US Treasury yields. The connector is read-only: BlueGamma sends data to Claude and reads nothing back.
Without a connected source, an assistant answers from what it remembers or what a web search turns up. The numbers look plausible, carry no timestamp, and nobody reading the brief can tell whether they are from this morning or last quarter. Connecting BlueGamma means every figure in the brief comes from a named curve as of a stated time, so the analysis can be wrong but the inputs cannot quietly be.
Build the check into the routine. Before the brief is assembled, have Claude confirm that every pull succeeded and that the as-of date is the latest business day. If either fails, nothing goes to the distribution list and you get a message instead, so you can rerun it. A brief that skips a day is a nuisance; one that sends last week's curve to the whole team is a problem.
Yes. Alongside the SOFR forward curve, BlueGamma returns forward government bond yields: ask for a maturity with a forward start, such as the 10-year Treasury yield three years from now. That answers the question a real estate or project finance team actually asks of a rates brief, which is what refinancing will look like when the asset stabilises, not just where yields have been.
Usually, yes. A morning brief reports the previous close, and every curve BlueGamma returns carries its timestamp, so the brief can say exactly what it is showing. Live intraday rates matter on the day you execute a hedge or close a loan, which is a different job, covered in the live rates at deal closing guide.
A client market update is a deliverable: a branded dashboard or PDF an adviser sends to clients, covered in the automated client market update guide. This is an internal brief: a short, consistent read for your own team and executives, built and scheduled in Claude, that keeps everyone working from the same curve. The data is the same; the audience and the format are not.
Connect it tonight. Read it tomorrow morning.
The 14-day trial includes the MCP connector, forward curves, Treasury yields and the Excel add-in. Point your brief at BlueGamma and see what it sends.
What each step runs on
The features and live data each step above uses.
Related use cases
Other jobs the same teams run on BlueGamma.