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Analyzes bond futures basis for given RIC: identifies CTD bond, computes gross/net basis and implied repo rate, assesses basis trade opportunities.
npx claudepluginhub neelbelsare/claude-for-financial-services --plugin lsegHow this command is triggered — by the user, by Claude, or both
Slash command
/lseg:analyze-bond-basis <bond future RIC e.g. FGBLc1>The summary Claude sees in its command listing — used to decide when to auto-load this command
# Analyze Bond Futures Basis > This command uses LSEG bond future pricing, bond pricing, yield curves, and historical data tools. See [CONNECTORS.md](../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 ...
/analyze-bond-basisAnalyzes bond futures basis for given RIC: identifies CTD bond, computes gross/net basis and implied repo rate, assesses basis trade opportunities.
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Share bugs, ideas, or general feedback.
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.
Ask the user for:
Call bond_future_price with the future RIC.
Extract: fair price, CTD bond identifier, delivery basket with conversion factors, contract DV01, delivery dates.
Call bond_price for the CTD identifier from Step 2.
Extract: clean/dirty price, yield, duration, DV01, accrued interest, coupon.
Compute: gross basis, invoice price, carry, net basis.
Call interest_rate_curve (list then calculate) for the future's currency. Use short-end rate as repo proxy.
Compute implied repo rate and compare to market repo.
Call tscc_historical_pricing_summaries for both the future and CTD bond with tenor: "3M", interval: "P1D".
Assess: basis trend, volatility, and historical range.
Call credit_curve for the relevant sovereign (e.g., "DE" for Bund, "US" for Treasury).
Present: future summary table, CTD bond analytics, basis calculation table (gross/net basis, implied repo vs market repo), historical context, and trade recommendation (long basis / short basis / neutral).
Lead with the basis trade assessment (long/short/neutral) and implied repo comparison. Follow with detailed analytics tables.