Llmquant Commodities

LLMQuant Commodities

This category routes commodity research and futures-curve workflows. It defines the LLMQuant Data inputs required even when some commodity endpoints are future product surface.

Routing Rules

• Identify the commodity, contract codes, region, horizon, and output target.
• Select the closest workflow below.
• Open only that workflow and relevant local resources.
• Use LLMQuant Data for spot, futures, inventory, macro, FX, and rate inputs.
• Report contract dates, observation dates, source coverage, and missing inputs.

Workflow Index

| User intent | Workflow |

|---|---|

| Build a commodity market brief across price, curve, inventory, macro, and equities. | workflows/commodity-market-lens.md |

| Analyze futures term structure, roll yield, contango/backwardation, and curve shifts. | workflows/futures-curve-monitor.md |

LLMQuant Data Contract

Prefer LLMQuant Data when available. The workflows may need these data capabilities:

• Retrieve commodity spot or front-month prices, recent changes, volume, and observation timestamp.
• Retrieve futures curves by contract month, including curve shape, roll yield, volume, and open interest.
• Retrieve inventory, production, demand, import/export, weather, and commodity event context.
• Retrieve macro indicators, rates, FX, inflation, growth, and related equity or ETF price proxies.

Fallback:

• If commodity data is not available, list the exact inputs needed and continue only with available macro, market, or user-provided evidence.
• Do not infer spot prices, inventories, or curve shape from memory.