SuperAPI AI Directory
Partner with us中文AI newsFavorites
Skillsfixed-income-daily-brief

fixed-income-daily-brief

Writing & research

View repository

Updated 10-15 19:55

About this skill

Fixed Income Daily Report Generation Skill

Skill Overview

This skill is intended for securities fixed income analysts and automatically generates a standardized fixed income market daily report. Through gildata-aidata professional financial data services to obtain authoritative data, covering funding liquidity, rate bonds, credit bonds, negotiable certificates of deposit, local government bonds, tier-2 capital bonds, perpetual bonds, ABS, central bank operations, and important policy public opinion, and outputs a professional, structured Markdown-format daily report.

Trigger Scenarios

  • The user requests generation of a fixed income daily report, bond market daily report, bond daily report, rates daily report, or funding liquidity daily report
  • The user asks about "today's bond market conditions", "how is funding liquidity", or "bond market review"
  • The user needs a daily fixed income market review and outlook
  • The user requests generation of a fixed income morning report, bond market morning report, or fixed income evening report
  • It should also be triggered even if the user's expression is as brief as "fixed income daily report", "bond market daily report", or "today's bond market"

Data Acquisition Process

Step 1: Obtain the current date

Use time tool to obtain the current date and determine the trading day covered by the report.

Step 2: Funding liquidity data

Use finx gildata-aidata MacroIndustryEDB to obtain core funding liquidity indicators:

# 获取DR系列利率（银行间质押式回购利率）
finx gildata-aidata MacroIndustryEDB --body '{"query": "DR001 DR007 DR014 银行间质押式回购利率"}'

# 获取R系列利率（存款类金融机构质押式回购利率）
finx gildata-aidata MacroIndustryEDB --body '{"query": "R001 R007 R014 质押式回购利率"}'

# 获取SHIBOR利率
finx gildata-aidata MacroIndustryEDB --body '{"query": "SHIBOR 隔夜 7天 14天 1个月"}'

# 获取同业拆借利率
finx gildata-aidata MacroIndustryEDB --body '{"query": "同业拆借利率 隔夜 7天"}'

Step 3: Government bond yield curve

Use finx gildata-aidata MostActiveRateBondQuotation to obtain quotes for the most active rate bonds:

# 获取利率债最活跃券收益率
finx gildata-aidata MostActiveRateBondQuotation --body '{"query": "国债 活跃券 收益率 1年 3年 5年 7年 10年 30年"}'

Use finx gildata-aidata BondDailyClosingQuotes to obtain government bond futures data:

# 获取国债期货行情
finx gildata-aidata BondDailyClosingQuotes --body '{"query": "国债期货 TS TF T TL 2年期 5年期 10年期 30年期"}'

Step 4: Central bank open market operations

Use finx gildata-aidata MacroIndustryEDB to obtain central bank operation data:

# 获取央行公开市场操作数据
finx gildata-aidata MacroIndustryEDB --body '{"query": "央行公开市场操作 逆回购 MLF 投放 回笼"}'

# 获取LPR报价
finx gildata-aidata MacroIndustryEDB --body '{"query": "LPR 贷款市场报价利率 1年期 5年期"}'

Step 5: Credit bond market

Use finx gildata-aidata BondDailyClosingQuotes to obtain credit bond quotes:

# 获取信用债收益率和利差
finx gildata-aidata BondDailyClosingQuotes --body '{"query": "信用债 城投债 产业债 收益率 信用利差 AAA AA+ AA"}'

Step 6: Negotiable certificates of deposit

Use finx gildata-aidata NCDIssueRate to obtain issuance rates for negotiable certificates of deposit:

# 获取同业存单发行利率
finx gildata-aidata NCDIssueRate --body '{"query": "同业存单发行利率 AAA 1M 3M 6M 1Y"}'

Step 7: Local government bond market

Use finx gildata-aidata BondDailyClosingQuotes to obtain local government bond quotes:

# 获取地方债发行和二级市场数据
finx gildata-aidata BondDailyClosingQuotes --body '{"query": "地方政府债 发行利率 二级市场收益率 3年 5年 7年 10年"}'

Step 8: Tier-2 capital bonds and perpetual bonds

Use finx gildata-aidata BondDailyClosingQuotes to obtain bank capital bond data:

# 获取二级资本债和永续债行情
finx gildata-aidata BondDailyClosingQuotes --body '{"query": "二级资本债 银行永续债 收益率 AAA AA+ 3年 5年"}'

Step 9: Asset-backed securities (ABS)

Use finx gildata-aidata BondDailyClosingQuotes to obtain ABS data:

# 获取ABS市场数据
finx gildata-aidata BondDailyClosingQuotes --body '{"query": "ABS 资产支持证券 信贷ABS 企业ABS ABN 发行利率 收益率"}'

Step 10: Important policies and public opinion

Use finx gildata-aidata MacroNewslist to obtain macroeconomic public opinion:

# 获取宏观舆情
finx gildata-aidata MacroNewslist --body '{"query": "债券市场 货币政策 央行 利率债"}'

Use finx gildata-aidata NewsInfoList to obtain public opinion across the entire internet:

# 获取债券市场重要新闻
finx gildata-aidata NewsInfoList --body '{"query": "债券市场 违约 评级调整 监管政策"}'

Step 11: Convertible bond market (optional)

Use finx gildata-aidata BondDailyClosingQuotes to obtain convertible bond data:

# 获取可转债行情
finx gildata-aidata BondDailyClosingQuotes --body '{"query": "可转债 转债指数 行情"}'

Report Structure

The report must be generated strictly according to the following template, using a professional and concise fixed income analyst language style:

# 固定收益市场日报

**报告日期：** YYYY年MM月DD日（周X）
**编制时间：** HH:MM
**报告类型：** 固收日报

---

## 一、核心观点

> 用2-3句话概括当日债市核心特征，包括资金面松紧、利率债走势、市场情绪等。

---

## 二、资金面监测

### 2.1 银行间质押式回购利率

| 品种 | 最新利率(%) | 前值(%) | 变动(BP) |
|------|-------------|---------|----------|
| DR001 | | | |
| DR007 | | | |
| DR014 | | | |
| R001 | | | |
| R007 | | | |

### 2.2 SHIBOR利率

| 品种 | 最新利率(%) | 前值(%) | 变动(BP) |
|------|-------------|---------|----------|
| 隔夜 | | | |
| 7天 | | | |
| 14天 | | | |
| 1个月 | | | |

### 2.3 资金面点评

[分析当日资金面松紧程度、央行投放情况、跨月/跨季因素、市场预期等]

---

## 三、利率债市场

### 3.1 国债收益率曲线

| 期限 | 收益率(%) | 前值(%) | 变动(BP) |
|------|-----------|---------|----------|
| 1Y | | | |
| 3Y | | | |
| 5Y | | | |
| 7Y | | | |
| 10Y | | | |
| 30Y | | | |

### 3.2 国债期货

| 合约 | 收盘价 | 涨跌幅(%) | 成交量(万手) |
|------|--------|-----------|--------------|
| 2年期(TS) | | | |
| 5年期(TF) | | | |
| 10年期(T) | | | |
| 30年期(TL) | | | |

### 3.3 期限利差

| 利差 | 最新(BP) | 前值(BP) | 变动(BP) |
|------|----------|----------|----------|
| 10Y-1Y | | | |
| 10Y-5Y | | | |
| 30Y-10Y | | | |

### 3.4 利率债点评

[分析当日利率债走势、收益率曲线形态变化、多头/空头逻辑、市场情绪等]

---

## 四、央行操作与流动性

### 4.1 公开市场操作

| 操作类型 | 投放(亿) | 回笼(亿) | 净投放(亿) |
|----------|----------|----------|------------|
| 逆回购 | | | |
| MLF | | | |
| 其他 | | | |
| **合计** | | | |

### 4.2 流动性点评

[分析央行操作意图、流动性管理态度、后续政策预期等]

---

## 五、信用债市场

### 5.1 信用利差监测

| 评级 | 3Y利差(BP) | 5Y利差(BP) | 变动(BP) |
|------|------------|------------|----------|
| AAA | | | |
| AA+ | | | |
| AA | | | |

### 5.2 信用债点评

[分析信用债成交活跃度、利差变化、信用分层情况、城投/产业债表现等]

---

## 六、同业存单市场

### 6.1 NCD发行利率

| 评级 | 1M | 3M | 6M | 1Y |
|------|----|----|----|----|
| AAA | | | | |

### 6.2 同业存单点评

[分析NCD发行利率走势、银行负债端压力、发行规模等]

---

## 七、地方政府债市场

### 7.1 地方债一级发行

| 期限 | 发行规模(亿) | 中标利率(%) | 倍数 |
|------|--------------|-------------|------|
| 3年 | | | |
| 5年 | | | |
| 7年 | | | |
| 10年 | | | |

### 7.2 地方债二级市场

| 期限 | 收益率(%) | 前值(%) | 变动(BP) |
|------|-----------|---------|----------|
| 3年 | | | |
| 5年 | | | |
| 7年 | | | |
| 10年 | | | |

### 7.3 地方债点评

[分析地方债发行节奏、供给压力、与国债利差变化、配置需求等]

---

## 八、二级资本债与永续债

### 8.1 二级资本债

| 品种 | 期限 | 最新收益率(%) | 前值(%) | 变动(BP) |
|------|------|---------------|---------|----------|
| AAA二级资本债 | 3Y | | | |
| AAA二级资本债 | 5Y | | | |
| AA+二级资本债 | 3Y | | | |

### 8.2 银行永续债

| 品种 | 期限 | 最新收益率(%) | 前值(%) | 变动(BP) |
|------|------|---------------|---------|----------|
| AAA银行永续债 | 3Y | | | |
| AAA银行永续债 | 5Y | | | |
| AA+银行永续债 | 3Y | | | |

### 8.3 资本债点评

[分析银行资本债成交活跃度、信用利差变化、银行负债端压力、监管政策影响等]

---

## 九、资产支持证券（ABS）

### 9.1 ABS一级市场发行

| 类型 | 发行规模(亿) | 加权利率(%) | 期限(年) |
|------|--------------|-------------|----------|
| 信贷ABS | | | |
| 企业ABS | | | |
| ABN | | | |

### 9.2 ABS二级市场

| 品种 | 评级 | 收益率(%) | 利差(BP) |
|------|------|-----------|----------|
| 优先A档 | AAA | | |
| 优先A-1档 | AAA | | |
| 次级档 | - | | |

### 9.3 ABS点评

[分析ABS发行节奏、基础资产类型分布、优先级/次级利差变化、流动性情况等]

---

## 十、重要事件与政策

- [事件1：简述当日重要政策、数据发布、监管动态等]
- [事件2：...]
- [事件3：...]

---

## 十一、市场展望

[基于当日市场表现和政策信号，给出次日/近期债市走势展望，包括：
- 资金面预期
- 利率债方向判断
- 关键关注点（数据发布、政策会议、供给压力等）
- 操作建议]

---

## 十二、风险提示

- 货币政策超预期收紧风险
- 经济数据超预期风险
- 供给冲击风险
- 外部因素扰动风险
- 信用风险事件冲击

Data Acquisition Notes

  1. Data accuracy first: If certain data cannot be obtained, it should be clearly marked as "data pending update" or "no data available", and data must not be fabricated
  2. Multi-source cross-validation: Key data (such as the 10-year government bond yield) should be cross-validated from multiple tools
  3. Timeliness: Prioritize obtaining the latest data for the current day; if there is no data for the current day, the most recent trading day's data may be used with a note.
  4. Unified units: Interest rates shall uniformly use percentage (%), spreads and changes shall use basis points (BP), and amounts shall use hundred million yuan.
  5. Professionalism: Use professional terminology commonly used by fixed income researchers, such as "funding conditions tightening/easing", "curve bull steepening/bear flattening", "asset shortage", etc.

Handling of data retrieval failures

If querying a certain item of data fails:

  1. Try changing the query keywords.
  2. If it still cannot be obtained, mark "data pending update" in the corresponding table.
  3. Explain the reason for the missing data in the commentary section.
  4. Do not affect the display of other completed data.

Output requirements

  1. The report must use standard Markdown format.
  2. Table data should be aligned, and numbers should retain reasonable decimal places (interest rates retain 2-3 decimal places, BP as integers).
  3. The commentary section should be concise and professional, avoiding lengthy narration.
  4. Core views must be refined and easy to read quickly.
  5. All data must indicate the data source ("Data source: gildata-aidata").

Advanced features

Scheduled task support

This skill supports automatically generating the fixed income daily report every day through scheduled tasks. Configuration suggestions:

  • Execution time: 17:00-18:00 on each trading day (after market close).
  • Task description: Automatically generate the fixed income market daily report for the current day.

Custom templates

Users may request adjustments to the report structure, such as:

  • Streamlined version: retain only the three sections of core views, funding conditions, and interest rate bonds.
  • Detailed version: include all sections (local government bonds, tier-2 capital bonds, perpetual bonds, ABS, etc.).
  • Custom version: adjust the order of chapters or add or remove content according to user needs.

Skill invocation example

User input: "Generate today's fixed income daily report"

Skill execution:

  1. Obtain the current date.
  2. Use gildata-aidata service to query in sequence:
    • MacroIndustryEDB Obtain funding market rates (DR001/DR007/DR014, R001/R007, SHIBOR).
    • MostActiveRateBondQuotation Obtain the yields of the most active interest rate bonds.
    • BondDailyClosingQuotes Obtain market quotes for treasury bond futures, credit bonds, local government bonds, tier-2 capital bonds, perpetual bonds, and ABS.
    • NCDIssueRate Obtain interbank negotiable certificate of deposit issuance rates.
    • MacroIndustryEDB Obtain the central bank's open market operation data.
    • MacroNewslist and NewsInfoList Obtain policy public opinion.
  3. Organize the data and fill it into the report template.
  4. Output the complete Markdown-format daily report.