treasury basis trade - SERP Analysis

https://intacapitalswiss.com/what-is-basis-trading-and-how-does-it-affect-the-treasury-bond-market/

https://www.cmegroup.com/education/courses/introduction-to-treasuries/the-basics-of-treasuries-basis.html

https://www.federalreserve.gov/econres/notes/feds-notes/quantifying-treasury-cash-futures-basis-trades-20240308.html

https://www.apolloacademy.com/what-is-the-basis-trade/

https://www.cftc.gov/media/11671/mrac121024_TreasuryCashFuturesBasisTradeReport/download

https://capmktsreg.org/wp-content/uploads/2023/12/An-Overview-of-the-Treasury-Basis-Trade-12-20-23-FINAL.pdf

https://www.commonfund.org/blog/the-treasury-basis-trade-opportunity-in-uncertainty

https://www.jpmorgan.com/insights/podcast-hub/market-matters/treasury-basis-trade-in-focus

https://thepeopleseconomist.substack.com/p/the-great-us-treasury-jolt-basis

https://bettermarkets.org/wp-content/uploads/2025/04/Basis-Trade-Fact-Sheet-4.10.25.pdf

https://en.wikipedia.org/wiki/Basis_trading

https://www.financialresearch.gov/briefs/files/OFRBr_2020_01_Basis-Trades.pdf

https://www.equiti.com/sc-en/news/trading-ideas/unpacking-the-basis-trade-how-a-quiet-strategy-stirred-bond-market-turmoil/

http://www.mfaalts.org/wp-content/uploads/2023/11/MFA-Treasury-Markets-Primer.pdf

https://www.ecb.europa.eu/press/financial-stability-publications/fsr/focus/2024/html/ecb.fsrbox202405_03~09cad3d18d.en.html

https://www.reuters.com/markets/rates-bonds/1-trillion-basis-trade-has-barely-barked-let-alone-bitten-mcgeever-2025-05-07/

https://www.ft.com/content/1df217c4-2732-41d5-89a2-9f51fbd45e7e

https://www.reddit.com/r/explainlikeimfive/comments/1juy0qy/eli5_what_is_unwinding_of_the_treasury_basis/

https://www.britannica.com/money/basis-trading

https://www.risk.net/investing/7960019/trillion-dollar-basis-trade-will-keep-growing-asset-managers

https://veridelisi.substack.com/p/basis-trades-for-dummies-basis-trades

https://www.withoutwarningresearch.com/p/can-the-treasury-kill-the-basis-trade

https://www.bis.org/publ/work966.pdf

https://www.financialresearch.gov/briefs/2020/07/16/basis-trades-and-treasury-market-illiquidity/

https://www.fi-desk.com/central-banks-should-backstop-hedge-funds-arbitraging-the-basis-trade-new-brookings-paper-suggests/

https://www.empirical.net/treasury-yields-defy-expectations-raising-questions-about-basis-trades/

https://www.cmegroup.com/markets/interest-rates/us-treasury/10-year-us-treasury-note.html

https://www.youtube.com/watch?v=-pe7fE57kLI

https://www.moomoo.com/community/feed/people-are-worried-about-the-treasury-basis-trade-risks-except-111136892780549

https://www.amazon.com/Treasury-Bond-Basis-Depth-Arbitrageurs/dp/0071456104

https://realinvestmentadvice.com/resources/blog/is-the-bond-basis-trade-freaking-out-the-bond-market/

https://elischolar.library.yale.edu/cgi/viewcontent.cgi?article=12950&context=ypfs-documents

https://www.cftc.gov/sites/default/files/Basis_trade_Mixon_Orlov_ada.pdf

https://www.brookings.edu/wp-content/uploads/2025/03/4_Kashyap-et-al.pdf

https://home.treasury.gov/system/files/221/CombinedChargesforArchivesQ12024.pdf

https://www.youtube.com/watch?v=KH2jmQEnoCI

https://www.bloomberg.com/news/articles/2024-06-25/treasury-basis-trade-stays-in-vogue-unless-volatility-erupts

https://www.interactivebrokers.com/campus/trading-lessons/the-basics-of-treasuries-basis/

https://www.ft.com/content/6e6261e1-42bd-4cca-827e-218c111a6432

https://www.bis.org/publ/qtrpdf/r_qt2309w.htm

https://x.com/egr_investor/status/1910727993682780316

https://www.hedgeweek.com/hedge-funds-at-the-heart-of-treasury-market-turmoil-as-basis-trades-unwind/

https://www.linkedin.com/pulse/basis-trades-in-depth-exploration-navdeet-saini-vkmlc

https://www.federalreserve.gov/econres/notes/feds-notes/recent-developments-in-hedge-funds-treasury-futures-and-repo-positions-20230830.html

https://www.wesleyanargus.com/fulldisplay/u51FO4/2381985/treasurybondbasis.pdf

https://www.reuters.com/markets/funds/us-treasuries-basis-trade-risks-still-elevated-easing-2024-03-14/

https://www.stonex.com/en/thought-leadership/where-next-for-hedge-funds-treasury-basis-trade/

https://www.youtube.com/shorts/MGw6_HKld4A

https://www.finalto.com/blogs/should-we-fret-about-the-treasury-basis-trade/

https://www.garp.org/risk-intelligence/market/trades-treasury-risk-240112

https://finimize.com/content/the-little-known-hedge-fund-trade-thats-got-regulators-feeling-nervous

https://www.investopedia.com/terms/b/basis-trading.asp

https://www.pensford.com/industry-news/wtf-is-a-basis-trade-unwind

https://www.youtube.com/watch?v=QRxTlXxCTtQ

https://www.binance.com/en/square/post/04-14-2025-u-s-treasury-sell-off-linked-to-basis-trade-unwinding-22907407869210

https://finance.yahoo.com/video/breaking-down-treasury-basis-trade-160000214.html

https://www.morningstar.com/news/marketwatch/20250412232/how-the-trade-of-the-year-in-the-bond-market-became-a-nightmare-for-investors-after-trumps-tariffs

https://www.chicagobooth.edu/review/2025/june/bond-markets-problems-arent-all-donald-trump

https://fortune.com/2025/04/11/inside-bond-market-800-billion-murder-mystery-basis-trade-time-bomb-fed/

https://www.wesleyanargus.com/index.jsp/u51FO4/2381985/treasurybondbasis.pdf

https://www.risk.net/derivatives/7957877/how-repo-roll-risk-could-spoil-us-treasury-basis-trade

https://www.bloomberg.com/explainers/what-are-basis-trades

https://www.youtube.com/shorts/4fdAdv5k-cc

https://www.wsj.com/finance/investing/hedge-funds-big-bet-against-treasurys-isnt-what-you-think-faba38c5?gaa_at=eafs&gaa_n=ASWzDAjdcebHhdu7CPurZtfQK539LjU4ugqikNcHYuPfd7yvYg5XWprdNHrU&gaa_ts=68438941&gaa_sig=UDdAFrah1mG1z7Roqz7W8Nzom276mL4HPDPxlrqOSe4Y6QVMNoHflIHBDQcUe6ZeNtcHrBSnqGcmCEsUvNC4xA%3D%3D

https://ofac.treasury.gov/

https://www.barrons.com/articles/treasury-yields-bond-market-selloff-1a201dfe

https://www.thetimes.com/us/business/article/the-1-trillion-basis-trade-explained-g6tlnrsds

https://www.youtube.com/watch?v=obAnUeQw3TE

https://treasurydirect.gov/marketable-securities/tips/

https://fortune.com/2025/04/09/basis-trade-bond-market/

https://www.ishares.com/us/products/239454/ishares-20-year-treasury-bond-etf

https://www.bloomberg.com/news/videos/2025-04-09/the-danger-of-basis-trades-and-shadow-banks-video

https://www.conks.plumbing/p/the-treasury-market-unwind

https://www.investmentnews.com/fixed-income/what-is-the-basis-trade-and-why-is-the-sec-concerned/247351

https://streetwiseprofessor.com/the-basis-for-the-treasury-basis-trade-leverage-laundering/

https://www.bny.com/corporate/global/en/insights/views-from-bny-mid-year-momentum-navigating-new-normal.html

https://us.etrade.com/what-we-offer/pricing-and-rates

https://www.efinancialcareers.com/news/basis-trade-hedge-funds

https://treasurydirect.gov/savings-bonds/manage-bonds/death-of-owner/

https://www.whitehouse.gov/presidential-actions/2025/04/regulating-imports-with-a-reciprocal-tariff-to-rectify-trade-practices-that-contribute-to-large-and-persistent-annual-united-states-goods-trade-deficits/

https://www.youtube.com/watch?v=evxOHnLA2Ug

https://www.edwardconard.com/macro-roundup/yesterdays-20-bps-rise-in-long-term-yields-may-have-been-driven-by-an-unwind-of-highly-leveraged-efforts-to-arbitrage-the-difference-between-treasuries-and-treasury-futures-which-were-funded/?view=detail

https://home.treasury.gov/policy-issues/financing-the-government/interest-rate-statistics

https://www.fi-desk.com/office-of-financial-research-treasury-basis-trades-could-pose-systemic-risk/

https://www.mnimarkets.com/articles/early-sofrtreasury-option-roundup-mixed-ahead-nfp-1749208862288

https://fundresearch.fidelity.com/mutual-funds/summary/316341304

https://www.economist.com/special-report/2025/05/23/can-anything-stop-americas-superstar-hedge-funds

https://www.forexlive.com/news/10-year-treasury-yields-continue-to-surge-higher-as-the-basis-trade-implodes-20250409/

https://www.fieracapital.com/en/insights/global-asset-allocation-team-market-update-june-2025

https://www.nj.gov/treasury/revenue/

https://www.bloomberg.com/news/videos/2023-12-20/leverage-behind-basis-trade-is-what-worries-regulators-video

https://www.apolloacademy.com/the-daily-spark/

https://longportapp.com/en/news/243496629

https://www.dnh.co.jp/html/pdf/press_250606_stc_English.pdf

https://www.atlanticcouncil.org/blogs/econographics/the-search-for-safe-assets/

https://www.youtube.com/watch?v=lz2ul0Cnea8

https://convera.com/blog/foreign-exchange/less-trade-drama-more-macro-action/

https://home.treasury.gov/system/files/136/June-2025-FX-Report.pdf

https://www.invesco.com/us/en/insights/trade-policy-uncertainty-economy.html