Treasury Basis Trade Is ‘Probably’ Back Posing Risks, Fed Says

Hedge funds have “probably” increased their positions in highly leveraged Treasury basis trades, a risk to financial stability, according to a research paper published by the Federal Reserve. #press

https://www.bloomberg.com/news/articles/2023-08-31/treasury-basis-trade-is-probably-back-posing-risks-fed-says?utm_source=press.coop

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