18 сент. 2023 г. · A less discussed aspect of the leverage involved in the cash-futures basis trade stems from futures markets. When entering a futures ...

16 мая 2024 г. · Basis trades are arbitrage strategies which improve market functioning but are subject to specific risks, especially when excessively leveraged.

18 сент. 2023 г. · Inflation, bond issuance and Fed tightening are spurring a Treasury derivative bonanza. Read the full article.

16 сент. 2024 г. · This trade is an FX swap of US dollars for yen, typically with Japanese investors that hold dollar portfolios.

12 янв. 2024 г. · In an arbitrage commonly practiced by hedge funds, a basis trade exploits the difference between Treasury futures and their underlying bonds.

Basis trading is a financial trading strategy regarding the purchase of a particular financial instrument or security (in this case Treasury Bonds) or ...

20 дек. 2023 г. · The BIS report highlights concern about the leverage associated with basis trades, specifically with respect to the short Treasury futures ...

18 сент. 2023 г. · The basis trade is typically employed by hedge funds that use relative value strategies that involve a long position in the cash market and ...

18 февр. 2024 г. · The basis trade exploits the arbitrage spread between Treasury futures and the cash Treasuries that are “deliverable” into those futures contracts.

16 июл. 2020 г. · The Treasury futures basis trade seeks to exploit the price difference between cash Treasury securities and Treasury futures.