Bond Futures Basis

This tackles bond futures basis analysis by chaining together futures pricing, cash bond analytics, and yield curve data to identify cheapest-to-deliver bonds and compute gross basis, net basis, and implied repo rates. You get a structured workflow that prices the future, prices the CTD bond separately, calculates basis metrics from both outputs, then compares implied repo to market rates to assess whether the future is rich or cheap. It pulls historical data to show where the current basis sits relative to recent ranges. The skill is pretty comprehensive about the mechanics, walking through conversion factors and delivery baskets, but you'll need access to the underlying MCP tools for bond and futures pricing to make it work.