Bond Futures Basis
anthropics/financial-services/plugins/partner-built/lseg/skills/bond-futures-basisby anthropics574ed3624aebNo license39K starsListed Oct 8, 2026Updated Oct 8, 2026Repository updated 2 weeks ago
Analyze the bond futures basis by pricing futures, identifying the cheapest-to-deliver, and comparing with yield curves to assess delivery option value and basis trading opportunities. Use when analyzing bond futures, computing the basis, identifying CTD bonds, calculating implied repo rates, or evaluating basis trades.
- 574ed3624aebCurrentcommit 574ed36Published Oct 8, 2026
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