Getting it into your agent
One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.
npx skills add leecyno1/boutique-skills --skill anthropic-fs-lseg-bond-futures-basisgit clone --depth 1 https://github.com/leecyno1/boutique-skillsWrote this? Show the measurements
A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.
[](https://agentmods.dev/skills/leecyno1/boutique-skills/anthropic-fs-lseg-bond-futures-basis)<a href="https://agentmods.dev/skills/leecyno1/boutique-skills/anthropic-fs-lseg-bond-futures-basis"><img src="https://agentmods.dev/badge/skills/leecyno1/boutique-skills/anthropic-fs-lseg-bond-futures-basis/github.svg" alt="Measured on agentmods" height="20"></a>Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.
<a href="https://agentmods.dev/skills/leecyno1/boutique-skills/anthropic-fs-lseg-bond-futures-basis"><img src="https://agentmods.dev/badge/skills/leecyno1/boutique-skills/anthropic-fs-lseg-bond-futures-basis.svg" alt="Reviewed on agentmods" width="80" height="20"></a>What it costs to keep this loaded
Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.
| Model | Per session | Once invoked |
|---|---|---|
| Fable 5.1 | $0.00062 | $0.00819 |
| Opus 5 | $0.00031 | $0.00409 |
| Sonnet 5 | $0.00012 | $0.00164 |
| Haiku 4.5 | $0.00006 | $0.00082 |
Grade A, and why
bond-futures-basis scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 9d ago.
A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.
Nothing flagged
None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.
This is a copy
100% identical to bond-futures-basis — 0 lines differ, which has more behind it and is treated as the original. This page carries a canonical link to it rather than competing with it.
How it starts
The opening of the file, as written. The whole thing — 67 lines — stays where its author put it; the contents beside it link to each section on GitHub.
Bond Futures Basis Analysis
You 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.
Core Principles
The 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.
Available MCP Tools
bond_future_price— Price bond futures. Returns fair price, CTD identification, delivery basket with conversion factors, contract DV01.bond_price— Price individual cash bonds. Returns clean/dirty price, yield, duration, DV01, convexity.interest_rate_curve— Government yield curves. Two-phase: list available curves, then calculate. Use short end as repo rate proxy.tscc_historical_pricing_summaries— Historical OHLC data for futures and bonds. Use to track basis evolution over time.credit_curve— Credit spread curves. Use for sovereign credit context when relevant.
Tool Chaining Workflow
- Price the Future: Call
bond_future_pricewith the contract RIC. Extract CTD bond identifier, conversion factors, delivery basket, contract DV01, delivery dates. - Price the CTD Bond: Call
bond_pricefor the CTD identified in step 1. Extract clean/dirty price, yield, duration, DV01. - 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.
- 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. - Historical Context: Call
tscc_historical_pricing_summariesfor both the future and CTD bond (3M daily). Assess basis trend, volatility, and current percentile. - Sovereign Credit (optional): Call
credit_curvefor the relevant sovereign to check for credit-driven basis distortions.
What this file has done since we first saw it
Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.
- 9d ago First seen · 67 lines · 62 tokens per session scan A 685ac17d3cbf
bond-futures-basis is a skill published in the GitHub repository leecyno1/boutique-skills (5 stars, last pushed today), licensed MIT. It adds 62 tokens to every session and 819 once invoked, about $0.0003 per session on Opus 5. A static security scan graded it A with 0 findings. It is 100% identical to bond-futures-basis, differing in 0 lines, and is treated as a copy.
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