30-year Treasury put options Loading... : Investor Sentiment and Bull/Bear Views

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14:01
Jan 04
Harley Bassman Managing Partner, Simplify Asset Management Monetary Matters
Long rate hedge as insurance.
Bassman's interest rate hedge product is a long-dated put option on the 30-year Treasury, with duration around negative 40, designed as cheap insurance if rates rise and bond prices fall. It is a capital-efficient hedge because few dollars are needed relative to positive-duration assets; it also benefits from low implied volatility and has small positive carry because the option premium is deferred and cash collateral earns T-bill yield.
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About 30-year Treasury put options Investor Commentary

Across the available history and selected sources, Buzzberg tracks 30-year Treasury put options across 1 sources: 1 bullish vs 0 bearish calls from 1 authors. Historical directional balance: 100% = 100 × (bullish − bearish) / all deduplicated idea records, including other directions. This is neither a probability of a price rise nor the share of bullish authors. 1 total trade idea tracked. Latest voices: Harley Bassman.