Analyze Bond Futures Basis

This command uses LSEG bond future pricing, bond pricing, yield curves, and historical data tools. See CONNECTORS.md for available tools.

Analyze the bond futures basis by pricing the future, identifying the cheapest-to-deliver bond, computing gross and net basis, and assessing basis trade opportunities.

See the bond-futures-basis skill for domain knowledge on basis mechanics and trading strategies.

Workflow

1. Gather Input

Ask the user for:

• Bond future RIC (required) — e.g., FGBLc1 (Euro Bund), TYc1 (US 10Y Note), FFIc1 (UK Gilt)
• Market data date (optional, defaults to today)

2. Price the Bond Future

Call bond_future_price with the future RIC.