القائمة
Use when financial-services work requires analyze the bond futures basis with CTD identification, implied repo rate, and basis trade assessment.
التثبيت باستخدام Codex أو Claude انسخ هذا Prompt والصقه في Codex أو Claude أو مساعد آخر ليراجع صفحة Skill ويثبّتها لك.
استنادا إلى تصنيف SOC المهني
Use when financial-services work requires processes an earnings event end to end — reads the call transcript and filings, updates the coverage model, and drafts the post-earnings note. Use when a covered name reports; for a single name interactively, or fanned out across a coverage list as a managed agent..
Use when financial-services work requires reconciles general ledger to subledger across asset classes for a trade date — finds breaks, traces root cause, and routes the exception report for sign-off. Use for daily or month-end recon runs; not for journal-entry posting (use month-end-closer for that)..
Use when financial-services work requires parses an onboarding document packet, runs the firm's KYC/AML rules engine, screens against sanctions and PEP lists, and flags gaps for escalation. Use for new-client onboarding or periodic refresh — not for transaction monitoring..
Use when financial-services work requires produces sector or thematic market research — industry overview, competitive landscape, trading-comps spread of the peer set, and a thematic ideas shortlist — packaged as a research note with optional slides. Use when an analyst or PM asks for a primer on a sector or theme; not for single-name coverage updates (use earnings-reviewer for that)..
Use when financial-services work requires builds a briefing pack before a client or prospect meeting — relationship history from CRM, holdings and recent activity, market context, and a suggested agenda. Use ahead of any client meeting; pairs with a calendar event..
Use when financial-services work requires builds DCF, LBO, three-statement, and trading-comps models live in Excel from a ticker and assumption set. Use when you need a clean model from scratch — not for updating an existing coverage model (use earnings-reviewer for that)..
| name | fsi-command-analyze-bond-basis |
| description | Use when financial-services work requires analyze the bond futures basis with CTD identification, implied repo rate, and basis trade assessment. |
| version | 0.1.0 |
| author | Changhochien |
| license | MIT |
| platforms | ["linux","macos","windows"] |
| metadata | {"hermes":{"tags":["analyze-bond-basis","command","financial-services","lseg"],"related_skills":[]}} |
This is the Hermes profile equivalent of the original Cowork slash command /analyze-bond-basis from lseg. Invoke it explicitly with /skill fsi-command-analyze-bond-basis or ask in natural language for this workflow.
/analyze-bond-basis or a analyze bond basis financial-services workflow.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.
/skill fsi-command-analyze-bond-basis