bond-futures-basis
See whether bond futures look rich, fair, or cheap.
What it does
Assess bond futures basis trade opportunities by combining futures pricing, cash bond analytics, yield curves, and historical data into a cited analytical report.
When to use it
Use when analyzing bond futures, computing basis, identifying cheapest-to-deliver bonds, calculating implied repo rates, or evaluating basis trades.
How to use it
Give it a futures contract RIC; it returns a long, short, or neutral basis trade assessment with an implied repo comparison and detailed analytics tables.
What you provide
- the futures contract RIC
What you need · 0
No setup requirements listed.
Access · 5
This skill
bond_future_price
Retrieves bond futures pricing
bond_price
Retrieves cash bond analytics
interest_rate_curve
Retrieves government yield curves
tscc_historical_pricing_summaries
Retrieves historical futures and bond prices