In U.S. Treasury futures, the basis is the price spread, usually quoted in units of 1/32, between the futures contract and one of its eligible delivery ...

As noted above, basis trade activity is premised on a price dislocation between cash Treasuries and Treasury futures, which in turn hinges on supply and demand ...

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

Basis trading is a trading strategy that seeks to profit from perceived mispricing of securities, capitalizing on small basis point changes in value.

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

25 июн. 2024 г. · The basis trade, a strategy hedge funds use to profit from small price discrepancies between Treasury bonds and their futures contracts, ...

28 мар. 2024 г. · These guys buy a lot of Treasury bonds, with huge sums of borrowed money (thanks to repo markets). On top of that, they sell Treasury futures - ...

The basis trade refers to a position established through the sale of a Treasury futures contract and the purchase of a Treasury bond that is deliverable under ...

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