Tag: Alex Knight
Ballooning margin costs hobble US treasury basis trade returns, research finds
Institutional investors betting on yield spread fluctuations between US treasuries are facing ballooning margin costs, new research from derivatives analytics firm OpenGamma reveals.
Rising margin...
Beyond Liquidity: T+1 Testing Begins
DTCC, the US post-trade market infrastructure, formally started the testing program for moving to a shorter settlement cycle on 14 August so market participants...
