[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"skill:01M718DJA4KMWR0XAHS9V047X2":3,"skill-same:01M718DJA4KMWR0XAHS9V047X2":63},{"skillNo":4,"name":5,"nameZh":6,"description":7,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":16,"categories":17,"keywords":18,"publishedAt":36,"linkOnly":37,"markdownContent":38,"markdownBody":39,"frontMatter":40,"refName":41,"commitSha":42,"skillDirectory":43,"forksCount":44,"repositoryHtmlUrl":45,"repositoryHomepageUrl":6,"ownerHtmlUrl":46,"ownerBlogUrl":47,"ownerDescription":6,"updatedAt":48,"install":49,"resources":62},"01M718DJA4KMWR0XAHS9V047X2","bond-futures-basis",null,"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.","anthropics\u002Ffinancial-services","anthropics","https:\u002F\u002Favatars.githubusercontent.com\u002Fu\u002F76263028?v=4","01M697XGDPXJAVQ8391V2BCYTE","Anthropic","01M7188Y8CSYMMZ40A4B4N518V",41249,"Apache-2.0","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fpartner-built\u002Flseg\u002Fskills\u002Fbond-futures-basis\u002FSKILL.md",[],[19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35],"bond futures basis","futures","trading","analyzing","delivery","with","analyze","when","curves","use","assess","option","pricing","repo","value","deliver","yield","2026-11-10 10:12:30",false,"---\nname: bond-futures-basis\ndescription: 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.\n---\n\n# Bond Futures Basis Analysis\n\nYou are an expert in bond futures and basis trading. Combine futures pricing, cash bond analytics, yield curve data, and historical tracking to assess basis trade opportunities. Focus on routing data from MCP tools into a coherent basis analysis — let the tools compute, you interpret and present.\n\n## Core Principles\n\nThe basis sits at the intersection of cash bond pricing, repo markets, and delivery mechanics. Always start by pricing the future to identify the CTD and delivery basket, then price the CTD bond separately, compute basis metrics from the two outputs, and overlay yield curve context. The net basis represents embedded delivery option value — compare implied repo to market repo to assess whether futures are rich or cheap.\n\n## Available MCP Tools\n\n- **`bond_future_price`** — Price bond futures. Returns fair price, CTD identification, delivery basket with conversion factors, contract DV01.\n- **`bond_price`** — Price individual cash bonds. Returns clean\u002Fdirty price, yield, duration, DV01, convexity.\n- **`interest_rate_curve`** — Government yield curves. Two-phase: list available curves, then calculate. Use short end as repo rate proxy.\n- **`tscc_historical_pricing_summaries`** — Historical OHLC data for futures and bonds. Use to track basis evolution over time.\n- **`credit_curve`** — Credit spread curves. Use for sovereign credit context when relevant.\n\n## Tool Chaining Workflow\n\n1. **Price the Future:** Call `bond_future_price` with the contract RIC. Extract CTD bond identifier, conversion factors, delivery basket, contract DV01, delivery dates.\n2. **Price the CTD Bond:** Call `bond_price` for the CTD identified in step 1. Extract clean\u002Fdirty price, yield, duration, DV01.\n3. **Compute Basis Metrics:** From the two outputs, compute gross basis, carry, net basis (BNOC), and implied repo rate. Compare implied repo to market short-term rate.\n4. **Yield Curve Context:** Call `interest_rate_curve` — list then calculate for the future's currency. Use short-end rate as repo proxy for the implied repo comparison.\n5. **Historical Context:** Call `tscc_historical_pricing_summaries` for both the future and CTD bond (3M daily). Assess basis trend, volatility, and current percentile.\n6. **Sovereign Credit (optional):** Call `credit_curve` for the relevant sovereign to check for credit-driven basis distortions.\n\n## Output Format\n\n### Future Summary\n| Field | Value |\n|-------|-------|\n| Contract | ... |\n| Fair Price | ... |\n| CTD Bond | ... |\n| Conversion Factor | ... |\n| Contract DV01 | ... |\n\n### CTD Bond Analytics\n| Field | Value |\n|-------|-------|\n| Clean Price | ... |\n| YTM | ... |\n| Duration | ... |\n| DV01 | ... |\n\n### Basis Calculation\n| Metric | Value |\n|--------|-------|\n| Gross Basis | ... ticks |\n| Carry | ... ticks |\n| Net Basis | ... ticks |\n| Implied Repo | ...% |\n| Market Repo (approx) | ...% |\n| Assessment | Rich \u002F Fair \u002F Cheap |\n\n### Historical Basis Context\n| Metric | Current | 3M Avg | 6M Avg | Percentile |\n|--------|---------|--------|--------|------------|\n| Net Basis | ... | ... | ... | ...th |\n| Implied Repo | ... | ... | ... | ...th |\n\nLead with the basis trade assessment (long\u002Fshort\u002Fneutral) and implied repo comparison. Follow with detailed analytics tables.\n","# Bond Futures Basis Analysis\n\nYou are an expert in bond futures and basis trading. Combine futures pricing, cash bond analytics, yield curve data, and historical tracking to assess basis trade opportunities. Focus on routing data from MCP tools into a coherent basis analysis — let the tools compute, you interpret and present.\n\n## Core Principles\n\nThe basis sits at the intersection of cash bond pricing, repo markets, and delivery mechanics. Always start by pricing the future to identify the CTD and delivery basket, then price the CTD bond separately, compute basis metrics from the two outputs, and overlay yield curve context. The net basis represents embedded delivery option value — compare implied repo to market repo to assess whether futures are rich or cheap.\n\n## Available MCP Tools\n\n- **`bond_future_price`** — Price bond futures. Returns fair price, CTD identification, delivery basket with conversion factors, contract DV01.\n- **`bond_price`** — Price individual cash bonds. Returns clean\u002Fdirty price, yield, duration, DV01, convexity.\n- **`interest_rate_curve`** — Government yield curves. Two-phase: list available curves, then calculate. Use short end as repo rate proxy.\n- **`tscc_historical_pricing_summaries`** — Historical OHLC data for futures and bonds. Use to track basis evolution over time.\n- **`credit_curve`** — Credit spread curves. Use for sovereign credit context when relevant.\n\n## Tool Chaining Workflow\n\n1. **Price the Future:** Call `bond_future_price` with the contract RIC. Extract CTD bond identifier, conversion factors, delivery basket, contract DV01, delivery dates.\n2. **Price the CTD Bond:** Call `bond_price` for the CTD identified in step 1. Extract clean\u002Fdirty price, yield, duration, DV01.\n3. **Compute Basis Metrics:** From the two outputs, compute gross basis, carry, net basis (BNOC), and implied repo rate. Compare implied repo to market short-term rate.\n4. **Yield Curve Context:** Call `interest_rate_curve` — list then calculate for the future's currency. Use short-end rate as repo proxy for the implied repo comparison.\n5. **Historical Context:** Call `tscc_historical_pricing_summaries` for both the future and CTD bond (3M daily). Assess basis trend, volatility, and current percentile.\n6. **Sovereign Credit (optional):** Call `credit_curve` for the relevant sovereign to check for credit-driven basis distortions.\n\n## Output Format\n\n### Future Summary\n| Field | Value |\n|-------|-------|\n| Contract | ... |\n| Fair Price | ... |\n| CTD Bond | ... |\n| Conversion Factor | ... |\n| Contract DV01 | ... |\n\n### CTD Bond Analytics\n| Field | Value |\n|-------|-------|\n| Clean Price | ... |\n| YTM | ... |\n| Duration | ... |\n| DV01 | ... |\n\n### Basis Calculation\n| Metric | Value |\n|--------|-------|\n| Gross Basis | ... ticks |\n| Carry | ... ticks |\n| Net Basis | ... ticks |\n| Implied Repo | ...% |\n| Market Repo (approx) | ...% |\n| Assessment | Rich \u002F Fair \u002F Cheap |\n\n### Historical Basis Context\n| Metric | Current | 3M Avg | 6M Avg | Percentile |\n|--------|---------|--------|--------|------------|\n| Net Basis | ... | ... | ... | ...th |\n| Implied Repo | ... | ... | ... | ...th |\n\nLead with the basis trade assessment (long\u002Fshort\u002Fneutral) and implied repo comparison. Follow with detailed analytics tables.\n",{"name":5,"description":7},"main","60565064557ca77b12f62aa7877f365d111c129d","plugins\u002Fpartner-built\u002Flseg\u002Fskills\u002Fbond-futures-basis",5750,"https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services","https:\u002F\u002Fgithub.com\u002Fanthropics","https:\u002F\u002Fanthropic.com","2026-11-13 03:13:59",{"source":8,"skillName":5,"commands":50,"prompt":60,"zipAvailable":61},[51,54,57],{"tool":52,"command":53},"npx","npx skills add anthropics\u002Ffinancial-services --skill bond-futures-basis",{"tool":55,"command":56},"bunx","bunx skills add anthropics\u002Ffinancial-services --skill bond-futures-basis",{"tool":58,"command":59},"pnpm","pnpm dlx skills add anthropics\u002Ffinancial-services --skill bond-futures-basis","安装技能，技能地址：https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fpartner-built\u002Flseg\u002Fskills\u002Fbond-futures-basis\u002FSKILL.md",true,[],[64,87,110,132,161,179],{"skillNo":65,"name":66,"nameZh":6,"description":67,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":68,"categories":69,"keywords":70,"publishedAt":36},"01M718K18RVV0Z7T7JR4DDYCR9","value-creation-plan","Structure post-acquisition value creation plans with revenue, cost, and operational levers mapped to an EBITDA bridge. Includes 100-day priorities, KPI targets, and accountability frameworks. Use when planning post-close execution, preparing operating partner materials, or building a board-ready value creation roadmap. Triggers on \"value creation plan\", \"100-day plan\", \"post-close plan\", \"EBITDA bridge\", \"operating plan\", or \"value creation levers\".","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fvertical-plugins\u002Fprivate-equity\u002Fskills\u002Fvalue-creation-plan\u002FSKILL.md",[],[33,71,72,73,74,75,76,77,78,79,80,81,82,28,83,26,84,24,85,86],"creation","value creation plan","plan","operating","ready","bridge","planning","frameworks","kpi","triggers","execution","plans","roadmap","materials","cost","acquisition",{"skillNo":88,"name":89,"nameZh":6,"description":90,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":91,"categories":92,"keywords":93,"publishedAt":36},"01M718JXVXRBT0736V7KDW3EHC","unit-economics","Analyze unit economics for PE targets — ARR cohorts, LTV\u002FCAC, net retention, payback periods, revenue quality, and margin waterfall. Essential for software\u002FSaaS, recurring revenue, and subscription businesses. Use when evaluating revenue quality, building a cohort analysis, or assessing customer economics. Triggers on \"unit economics\", \"cohort analysis\", \"ARR analysis\", \"LTV CAC\", \"net retention\", \"revenue quality\", or \"customer economics\".","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fvertical-plugins\u002Fprivate-equity\u002Fskills\u002Funit-economics\u002FSKILL.md",[],[94,95,96,97,98,99,100,101,80,102,28,26,103,104,25,105,106,107,108,109],"unit","economics","unit economics","cohort analysis","recurring","essential","for","retention","recurring revenue","saas","analysis","targets","arr","customer","revenue","cohort",{"skillNo":111,"name":112,"nameZh":6,"description":113,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":114,"categories":115,"keywords":116,"publishedAt":36},"01M718JV1463SCF8XND52PRN03","returns-analysis","Build quick IRR\u002FMOIC sensitivity tables for PE deal evaluation. Models returns across entry multiple, leverage, exit multiple, growth, and hold period scenarios. Use when sizing up a deal, stress-testing assumptions, or preparing IC returns exhibits. Triggers on \"returns analysis\", \"IRR sensitivity\", \"MOIC table\", \"what's the return at\", \"model the returns\", or \"back of the envelope\".","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fvertical-plugins\u002Fprivate-equity\u002Fskills\u002Freturns-analysis\u002FSKILL.md",[],[117,104,118,119,120,121,122,100,123,124,125,80,126,28,26,127,128,129,130,131],"returns analysis","returns","back","leverage","quick","model","sensitivity","testing","up","exit","growth","across","deal","build","models",{"skillNo":133,"name":134,"nameZh":6,"description":135,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":136,"categories":137,"keywords":146,"publishedAt":36},"01M718JRJYHENXRTAS2WES2J4E","portfolio-monitoring","Track and analyze portfolio company performance against plan. Ingests monthly\u002Fquarterly financial packages (Excel, PDF), extracts KPIs, flags variances to budget, and produces summary dashboards. Use when reviewing portfolio company financials, preparing board materials, or monitoring covenant compliance. Triggers on \"review portfolio company\", \"monthly financials\", \"how is [company] performing\", \"covenant check\", or \"portfolio update\".","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fvertical-plugins\u002Fprivate-equity\u002Fskills\u002Fportfolio-monitoring\u002FSKILL.md",[138,143],{"categoryNo":139,"categoryName":140,"taxonomyType":141,"taxonomyTypeDesc":142},"01JBSEEDCAT000000000000002","文档处理","SCENARIO","使用场景",{"categoryNo":144,"categoryName":145,"taxonomyType":141,"taxonomyTypeDesc":142},"01JBSEEDCAT000000000000004","电子表格",[147,148,149,150,151,152,153,154,80,28,26,155,156,25,84,157,158,73,159,160],"portfolio monitoring","monitoring","portfolio","financials","PDF","xlsx","performance","company","review","check","packages","track","covenant","how",{"skillNo":162,"name":163,"nameZh":6,"description":164,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":165,"categories":166,"keywords":167,"publishedAt":36},"01M718JPCC86RSTX0ZH4XK26J7","ic-memo","Draft a structured investment committee memo for PE deal approval. Synthesizes due diligence findings, financial analysis, and deal terms into a professional IC-ready document. Use when preparing for investment committee, writing up a deal, or creating a formal recommendation. Triggers on \"write IC memo\", \"investment committee memo\", \"deal write-up\", \"prepare IC materials\", or \"recommendation memo\".","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fvertical-plugins\u002Fprivate-equity\u002Fskills\u002Fic-memo\u002FSKILL.md",[],[168,169,170,75,171,100,172,125,80,173,28,174,26,104,84,175,129,176,177,178],"ic memo","memo","recommendation memo","professional","recommendation","writing","document","draft","write","financial analysis","investment",{"skillNo":180,"name":181,"nameZh":6,"description":182,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":183,"categories":184,"keywords":188,"publishedAt":36},"01M718JK2B01WZQPFHVHKY25PD","deal-sourcing","PE deal sourcing workflow — discover target companies, check CRM for existing relationships, and draft personalized founder outreach emails. Use when sourcing new deals, prospecting companies in a sector, or reaching out to founders. Triggers on \"find companies\", \"source deals\", \"draft founder email\", \"check if we've seen this company\", or \"outreach to founder\".","https:\u002F\u002Fgithub.com\u002Fanthropics\u002Ffinancial-services\u002Fblob\u002Fmain\u002Fplugins\u002Fvertical-plugins\u002Fprivate-equity\u002Fskills\u002Fdeal-sourcing\u002FSKILL.md",[185],{"categoryNo":186,"categoryName":187,"taxonomyType":141,"taxonomyTypeDesc":142},"01JBSEEDCAT000000000000005","邮件与沟通",[189,190,129,191,192,193,100,154,80,194,195,196,28,197,26,198,199,156,175,200],"sourcing","deal sourcing","target","discover","email","emails","prospecting","new","Existing","workflow","founders","find"]