(Hedgeweek) Hedge funds are likely expanding their basis trade activity, which exploits the price differences between future and their underlying bonds, with short sales of US Treasury futures having surged, according to a report by Bloomberg.
(Hedgeweek) Hedge funds are likely expanding their basis trade activity, which exploits the price differences between future and their underlying bonds, with short sales of US Treasury futures having surged, according to a report by Bloomberg.