bond-futures-basis Skill
Analyze the bond futures basis by pricing futures, identifying the cheapest-to-deliver, and comparing with yield curves to assess delivery option value and basis trading opportunities. Use when analyzing bond futures, computing the basis, identifying CTD bonds, calculating implied repo rates, or evaluating basis trades Published by anthropics in financial-services.
What is bond-futures-basis Skill?
Analyze the bond futures basis by pricing futures, identifying the cheapest-to-deliver, and comparing with yield curves to assess delivery option value and basis trading opportunities. Use when analyzing bond futures, computing the basis, identifying CTD bonds, calculating implied repo rates, or evaluating basis trades Published by anthropics in financial-services. This profile combines repository metadata with install, compatibility, and usage signals so developers can quickly decide whether it fits their agent workflow before opening the source repository.
Automated repository signals based on public metadata such as recency, license, installation evidence, and adoption. These are not a security audit or endorsement.
Key capabilities
- Includes SKILL.md support
- Reusable instructions support
- Data analysis
- Data analysis use cases
Technical details
- Install or run with Copy skill directory
When to use bond-futures-basis Skill
- Use it for data analysis.
Built with
Editorial notes
Source
- Creator: anthropics
- Repository: anthropics/financial-services
- Skill file: plugins/partner-built/lseg/skills/bond-futures-basis/SKILL.md
What it does
Analyze the bond futures basis by pricing futures, identifying the cheapest-to-deliver, and comparing with yield curves to assess delivery option value and basis trading opportunities. Use when analyzing bond futures, computing the basis, identifying CTD bonds, calculating implied repo rates, or evaluating basis trades
Skill instructions
Bond Futures Basis Analysis You are an expert in bond futures and basis trading. Combine futures pricing, cash bond analytics, yield curve data, and historical tracking to assess basis trade opportunities. Focus on routing data from MCP tools into a coherent basis analysis — let the tools compute, you interpret and present. Core Principles The basis sits at the intersection of cash bond pricing, repo markets, and delivery mechanics. Always start by pricing the future to identify the CTD and delivery basket, then price the CTD bond separately, compute basis metrics from the two outputs, and overlay yield curve context. The net basis represents embedded delivery option value — compare implied repo to market repo to assess whether futures are rich or cheap. Available MCP Tools - bondfutureprice — Price bond futures. Returns fair price, CTD identification, delivery basket with conversion factors, contract DV01. - bondprice — Price individual cash bonds. Returns clean/dirty price, yield, du
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Frequently asked questions
What is bond-futures-basis?
bond-futures-basis is a open-source AI agent skill with Copy skill directory. Analyze the bond futures basis by pricing futures, identifying the cheapest-to-deliver, and comparing with yield curves to assess delivery option value and basis trading opportunities.
Who is bond-futures-basis best for?
bond-futures-basis is best for reusing agent instructions, scripts, and references, data analysis workflows.
How do I install bond-futures-basis?
Install or run bond-futures-basis using Copy skill directory. Check bond-futures-basis for the latest setup command.
Is bond-futures-basis actively maintained?
bond-futures-basis may need a closer maintenance check before production use.
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