Bills and bonds and Treasury basis trades, oh my!

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The story "Bills and bonds and Treasury basis trades, oh my!" was covered 2 weeks ago by Financial Times, a news publisher based in United States.

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Financial Times 2w ago

Bills and bonds and Treasury basis trades, oh my! - Financial Times

Quick Summary:

They sell Treasury futures and buy Treasury bonds to hedge themselves, capturing an almost risk-free spread of a few basis points.

So far it doesn’t seem like any basis trade liquidation is having a major disruptive effect on the Treasury market.

As many Alphaville readers will know, we are above-average interested in the Treasury basis trade, and have been ever since it scared the bejesus out of us back in March 2020.