Margin on treasury futures spikes in three years – OpenGamma
Margin costs for US treasury future positions has jumped significantly since November 2020, which could be problematic for hedge funds looking to benefit from differences between the derivatives contracts and cash equivalents according to specialist data analytics firm OpenGamma
Existing Subscriber?
If you are an existing subscriber please sign in to read this article in full.
Sign InSign up for a free trial
Take a complimentary trial to the FOW Marketing Intelligence Platform and gain access to a wealth of news, analysis and data across the Asset Management, Securities Finance, Custody, Fund Services and Derivatives markets.
Sign up for a free trial![Blurred image of IJGlobal article content](/Content/images/blurred-article-content.jpg)