bond-futures-basis

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.

Quality

83%

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Securityby

Passed

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Quality

Content

75%Weight 40%Scale 1-5

Reviews the quality of instructions and guidance provided to agents. Good implementation is clear, handles edge cases, and produces reliable results.

A well-structured, actionable MCP tool-chaining skill with a clear workflow and output format. It could be tightened by removing conceptual recap and made more complete by giving the basis calculation formulas rather than only naming the metrics.

Suggestions

Trim the 'Core Principles' conceptual recap (e.g. what net basis represents) since the skill already assumes expertise; keep only tool-routing framing.

Add the formulas or explicit computation steps for gross basis, carry, net basis (BNOC), and implied repo rate in the 'Compute Basis Metrics' step, rather than just naming them.

Add a brief error-recovery note for the workflow (e.g. what to do if a tool call returns no CTD or a missing curve) to give it explicit checkpoints.

Dimension	Reasoning	Score
Conciseness	Mostly lean and tool-focused, but the 'Core Principles' paragraph restates concepts an expert (the skill itself declares 'You are an expert') already knows, e.g. 'The net basis represents embedded delivery option value'; trimming would reach the lean anchor.	4 / 5
Actionability	Concrete, executable tool-chaining guidance with named MCP tools and explicit fields to extract per step; the main gap is that basis math (gross basis, carry, BNOC, implied repo) is named but no formulas are given, leaving the computation underspecified.	4 / 5
Workflow Clarity	A clear six-step sequenced workflow with an explicitly marked optional step; being read-only analytics it does not trigger the destructive/batch validation cap, though it lacks explicit error-recovery checkpoints for tool failures.	4 / 5
Progressive Disclosure	Well-organized into clear sections (Core Principles, Available MCP Tools, Tool Chaining Workflow, Output Format) and self-contained with no bundle files present; slightly over the ~50-line simple-skill threshold and the output tables could in principle be split out, so it sits just below a 5.	4 / 5
	Total	16 / 20 Passed

Description

92%Weight 40%Scale 1-5

Based on the skill's description, can an agent find and select it at the right time? Clear, specific descriptions lead to better discovery.

A strong, third-person description that states concrete capabilities and provides an explicit 'Use when...' trigger clause with domain-specific terms. Minor room for additional natural synonyms in the trigger list.

Dimension	Reasoning	Score
Specificity	Lists multiple concrete actions — 'pricing futures, identifying the cheapest-to-deliver, and comparing with yield curves to assess delivery option value and basis trading opportunities' — covering the domain comprehensively, matching the score-5 anchor.	5 / 5
Completeness	Explicitly answers both 'what' (analyze basis by pricing futures, identifying CTD, comparing yield curves) and 'when' ('Use when analyzing bond futures, computing the basis, identifying CTD bonds, calculating implied repo rates, or evaluating basis trades') with concrete trigger phrases.	5 / 5
Trigger Term Quality	Natural domain terms are well covered ('bond futures', 'computing the basis', 'CTD bonds', 'implied repo rates', 'basis trades'), but a few common synonyms or file/contract variations a user might say are absent, so it sits just below comprehensive.	4 / 5
Distinctiveness Conflict Risk	Occupies a clear niche (bond futures basis / CTD / implied repo) with distinct triggers and minimal overlap risk with other skills.	5 / 5
	Total	19 / 20 Passed

Validation

100%

Warnings & errors only

Checks the skill against the spec for correct structure and formatting. All validation checks must pass before discovery and implementation can be scored.

Validation — 16 / 16 Passed

Validation for skill structure

No warnings or errors.

Repository: anthropics/financial-services
Path: plugins/partner-built/lseg/skills/bond-futures-basis/SKILL.md
Commit: 69cbc81

Reviewed: 11 days ago

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