Basis Trading

Creator
Creator
Seonglae ChoSeonglae Cho
Created
Created
2025 Dec 29 17:16
Editor
Edited
Edited
2025 Dec 29 17:21
Refs
Refs
Arbitrage
Spot
and
Future Contract
spread convergence betting (롱 현물, 숏 선물)
In other words, if treasury basis trading using
Repo
becomes excessively large, it can escalate into 'forced liquidation → treasury bond crash → interest rate surge' during funding market stress.
 
 
 
 
 

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