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bond-futures-basis

Price bond futures, identify cheapest-to-deliver bonds, and compare yield curves.

Updated May 9, 2026
Search Tags:#market analysis#yield curve#bond futures#basis trading#repo rate
One-click install
npx skills add https://github.com/mahyarmalekii/MarketIntel --skill bond-futures-basis-mahyarmalekii
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: bond-futures-basis
Source: https://github.com/mahyarmalekii/MarketIntel/tree/main/backend/financial-services/plugins/partner-built/lseg/skills/bond-futures-basis
Command: npx skills add https://github.com/mahyarmalekii/MarketIntel --skill bond-futures-basis-mahyarmalekii

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires bond_future_price, bond_price, interest_rate_curve, tscc_historical_pricing_summaries, credit_curve, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill provides a comprehensive analysis of bond futures basis, allowing users to evaluate delivery option value and trading opportunities efficiently.

Core Features & Use Cases

  • Bond Futures Pricing: Calculate fair prices, identify cheapest-to-deliver bonds, and compute implied repo rates.
  • Basis Trading Analysis: Assess delivery option value and trading opportunities using yield curve context and historical pricing data.
  • Use Case: Ideal for bond market professionals who need to analyze bond futures basis for investment strategies and trading decisions.

Quick Start

Analyze the bond futures basis for the contract 'BTF' with the bond-futures-basis skill.

Frequently Asked Questions about bond-futures-basis

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I analyze bond futures basis and identify the cheapest-to-deliver bonds?▼

To analyze bond futures basis, you need to price bond futures, identify the cheapest-to-deliver bonds, and compare them against yield curves to assess delivery option value and trading opportunities.

What is the best way to calculate implied repo rates for bond futures basis trading?▼

Calculating implied repo rates requires bond pricing and yield curve analysis tools to evaluate the bond futures basis, pinpoint the cheapest-to-deliver bonds, and uncover potential trading opportunities.

How does yield curve context affect bond futures basis and delivery option value?▼

Yield curve context directly impacts bond futures basis by determining the fair pricing of futures and the relative value of delivery options, allowing you to track basis trends using historical pricing data.

Can I track historical basis trends using historical pricing summaries and credit curve data?▼

Yes, you can track historical basis trends by leveraging historical pricing summaries alongside bond pricing and interest rate curve dependencies to evaluate delivery option value over time.

Do I need interest rate curve and bond pricing tools to evaluate bond futures basis?▼

Yes, evaluating bond futures basis requires bond pricing, interest rate curve, and credit curve dependencies to accurately price futures and assess delivery option value for trading decisions.

When should I not use bond futures basis analysis for my investment strategies?▼

You should not use bond futures basis analysis in isolation if you lack accurate yield curve or historical pricing data, as these are required to properly assess delivery option value and trading opportunities.

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