Hedge funds use the “basis trade” to cleverly snag some profit out of the price gaps between Treasury bond futures and cash bonds, typically using a hefty dose ...

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

8 мар. 2024 г. · We estimate that hedge funds have amassed at least $317 billion in Treasury holdings related to basis trades since the first quarter of 2022, ...

4 нояб. 2024 г. · Hedge funds' record bet on US Treasuries is facing fresh scrutiny as the world's most powerful financial watchdog mulls a deep dive into the ...

16 апр. 2024 г. · Some hedge funds short Treasury futures as part of the so-called basis trade, a bet that exploits the price difference between a Treasury ...

8 мар. 2024 г. · Basis trades seek to exploit price differences between government bonds, most commonly US Treasury bonds and the associated government bond ...

19 окт. 2023 г. · A trading strategy used by hedge funds to exploit discrepancies in the US Treasuries market is causing headaches for market regulators.

20 дек. 2023 г. · For hedge funds, part of basis trading's beauty is that they often borrow at “zero margin” from banks, meaning no extra collateral has to be put ...

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. · Hedge funds typically use repo borrowing because purchasing cash Treasuries in the long leg of the basis trade requires a full outlay of cash, ...