LEADER is NOT a system variable.
The use of LEADER is to output a length of null characters within the output file. The RS232 software interprets this command during a RS232 communication session.
The statement is a CNC output command therefore the syntax should be as below:
%MACRO=...
...
<LEADER=####>
...
%ENDM
where #### is the number of null characters required to be output.
It should be noted that it is also possible to insert the statement in an output file using the Editor.