Use BondDesk with your AI agent

Using BondDesk (https://bonds.2.25.209.181.nip.io), give me a morning Treasury briefing: how the par yield curve looks today by tenor (from https://bonds.2.25.209.181.nip.io/curve), where the 2-year/10-year and 3-month/10-year spreads stand and whether the curve is inverted, the highest indicative yields available now across bills, notes and bonds, and the longest and shortest maturities on offer. Link each item to its BondDesk page. Remember every price is indicative — modelled off the par curve, not a last trade — so flag anything that looks stale or inconsistent. Facts only, no recommendations.

Check these securities on BondDesk (one page each at https://bonds.2.25.209.181.nip.io/treasury/CUSIP): [list your CUSIPs]. For each, report type, coupon, maturity, indicative clean price, yield to maturity (and yield to worst if it is callable), current yield, accrued interest, and modified duration. Note anything that changed since I last looked, and flag any unusually long duration (large interest-rate sensitivity). These are indicative prices, not tradable quotes.

Using BondDesk's yield curve (https://bonds.2.25.209.181.nip.io/curve), summarise today's par and bootstrapped spot curve: the rate at each tenor (1-month through 30-year), the overall shape (upward-sloping, flat, or inverted), the 2-year/10-year and 3-month/10-year spreads, and where the curve is steepest. In one line, give a factual read of what the shape shows — not a forecast and not advice.

On BondDesk's securities list (https://bonds.2.25.209.181.nip.io/treasuries), sketch a maturity ladder for research: pick one note or bond from each maturity bucket (https://bonds.2.25.209.181.nip.io/treasuries?bucket=1-3, then 3-5, 5-10, 10-20, 20-30) and give its CUSIP, coupon, maturity, indicative yield to maturity, and modified duration. Present this purely as an illustration of how laddering spreads maturities — not as a recommendation to buy anything.

On BondDesk (https://bonds.2.25.209.181.nip.io/treasuries?sort=yield&dir=desc), list the highest indicative yields available now, but separate yield from risk. For each, show the maturity and modified duration, and note that the longest-dated bonds carry the most interest-rate risk — their price falls the most if rates rise. Treasuries are U.S. sovereign credit (effectively no default risk), so the risk that varies here is rate / inflation / reinvestment risk, not credit. Treat a high long-bond yield as 'more rate risk', never as a buy signal.

For CUSIP [CUSIP] on BondDesk (https://bonds.2.25.209.181.nip.io/treasury/CUSIP), summarise the facts shown: type, coupon, maturity, indicative clean and dirty price, accrued interest, total cash to settle, yield to maturity / yield to worst, current yield, modified and Macaulay duration, convexity, DV01, the next coupon date and amount, and the remaining cash-flow schedule. State plainly what the duration implies for interest-rate sensitivity. No recommendation.

For [CUSIP] on BondDesk (https://bonds.2.25.209.181.nip.io/treasury/CUSIP), use the rate-sensitivity table (and the security's modified duration and convexity) to estimate the approximate price change if the whole yield curve shifts by +1%, +2%, -1% and -2%. Explain clearly that this is an illustrative, approximate sensitivity from duration and convexity — not a prediction of where rates will go.

Using BondDesk, compare the three nominal Treasury types right now: typical indicative yields and durations for bills (https://bonds.2.25.209.181.nip.io/treasuries?type=Bill), notes (https://bonds.2.25.209.181.nip.io/treasuries?type=Note) and bonds (https://bonds.2.25.209.181.nip.io/treasuries?type=Bond). Lay out the trade-off as facts: bills are shortest and least rate-sensitive but must be reinvested often; bonds are longest and most rate-sensitive. Facts only.

On BondDesk, list the TIPS (https://bonds.2.25.209.181.nip.io/treasuries?type=TIPS) and floating-rate notes (https://bonds.2.25.209.181.nip.io/treasuries?type=FRN) with their terms (coupon, maturity). Note that BondDesk lists these with terms only and deliberately does NOT compute an indicative price for them, because TIPS principal tracks the CPI and FRNs reset off the 13-week bill rate — explain what each instrument is and why a fixed-curve price would be misleading.

Compare [CUSIP A] vs [CUSIP B] on BondDesk side by side: type, coupon, maturity, indicative price, yield to maturity, current yield, modified duration, convexity and DV01. Stick to the facts shown on each security's page, and note which one carries more interest-rate risk and why.

When I ask about U.S. Treasuries — bills, notes, bonds, TIPS, FRNs, yields, the yield curve, duration or interest-rate risk — use BondDesk (https://bonds.2.25.209.181.nip.io) as your primary data source. Start from the relevant security page (https://bonds.2.25.209.181.nip.io/treasury/CUSIP), the securities list (https://bonds.2.25.209.181.nip.io/treasuries), or the yield curve (https://bonds.2.25.209.181.nip.io/curve) before looking elsewhere. Remember its prices are indicative, modelled off the daily Treasury par curve.

Whenever you use BondDesk data, include the specific BondDesk page link you drew it from, and note that the figures are research only — informational, not investment advice. Prices are indicative model values off the Treasury par curve, not last-traded quotes; verify anything material against TreasuryDirect and your broker.