fixed-income-weekly-brief

To generate a fixed-income weekly report, simply prompt the tool to compile liquidity, rates, credit, and NCD data. It automatically retrieves datasets, computes week-over-week changes and term spreads, and outputs a standardized Markdown brief.

Bond market analysis requires retrieving datasets from gildata-aidata. The tool pulls weekly indicators covering liquidity, government bond yield curves, futures, credit spreads, local government bonds, bank capital instruments, and ABS to generate the report.

Yes, you can analyze term spreads and liquidity indicators. The tool evaluates week-over-week changes in BP/% for liquidity rates like DR, R, and SHIBOR, and calculates term spreads such as 10Y-1Y, 10Y-2Y, and 30Y-10Y to frame curve shapes.

Yes, the weekly brief generation works with short prompts. Even a simple query like asking how the bond market is this week triggers the tool to compile data, compute metrics, and fill a strict Markdown report template without fabricating missing values.

The standardized Markdown output includes core viewpoints, market playback, data tables, policy and news recap, and forward-looking strategy sections. It synthesizes credit, NCD, local government bonds, bank capital instruments, and ABS data into a coherent research brief.