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.
Install
npx skills add anthropics/financial-services --skill bond-futures-basisnpx skills add anthropics/financial-services --skill bond-futures-basis -a claude-code -gnpx skills add anthropics/financial-services --skill bond-futures-basis -a codex -ggemini skills install https://github.com/anthropics/financial-services.git --path plugins/partner-built/lseg/skills/bond-futures-basisgh skill install anthropics/financial-services bond-futures-basisgit clone --depth 1 https://github.com/anthropics/financial-services /tmp/anthropics__financial-services
mkdir -p ~/.claude/skills ~/.agents/skills
cp -R /tmp/anthropics__financial-services/plugins/partner-built/lseg/skills/bond-futures-basis ~/.claude/skills/bond-futures-basis # Claude Code
cp -R /tmp/anthropics__financial-services/plugins/partner-built/lseg/skills/bond-futures-basis ~/.agents/skills/bond-futures-basis # Codex, Cursor, Gemini CLI, Copilot, OpenCode