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Contract design, higher yields make basis trade alternatives attractive
Abstract: Recent plateauing in activity involving the basis trade, in which investors buy Treasuries and sell their futures, has generated policymaker attention and questions about factors driving the shift. Among questions is the extent to which a deleveraging of Treasury holdings may be affecting demand for short-term funding.
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https://www.dallasfed.org/research/economics/2026/1016
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Bibliographic Information
Provider: Federal Reserve Bank of Dallas
Source: Dallas Fed Economics
Publication Date: 2026-10-16