Treasury basis trade Loading... : Investor Sentiment and Bull/Bear Views

Loading chart...
Top Calls

No data yet

Price change since each call, adjusted for long/short direction. Results calculated:

Feed
Loading...
Loading...
Loading...
Loading...
Loading...
Loading...
All Content
Source feeds
Buzzberg Top 50
All market capsNo capitalization filter
200 B and aboveMega
10 B to 200 BLarge
2 B to 10 BMid
0 to 2 BSmall
Custom
Enter market cap range in B USD
All directions
▲ Long
▼ Short
⛔ Avoid
✂ Close
◦ Others
Any score
LOW+
MED+
HIGH
? ?
17:02
Sep 17
Robin Wigglesworth Editor of FT Alphaville and author of A Fabulous Debt Top Traders Unplugged
Treasury basis trade is fragile
The Treasury basis trade, where hedge funds lever up long Treasury cash versus short futures, is a crowded and fragile part of the US bond market; signs of weakness among weaker players and the amount of money tied up make it a likely next shoe to drop if volatility rises.
MED

About Treasury basis trade Investor Commentary

Across the available history and selected sources, Buzzberg tracks Treasury basis trade across 1 sources: 0 bullish vs 0 bearish calls from 1 authors. Historical directional balance: 0% = 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. Past 7 days, before deduplication: 1 other directions. Latest voices: Robin Wigglesworth.