Anonymous ID: 0b8946 June 25, 2024, 12:15 p.m. No.21085147   🗄️.is 🔗kun   >>5269 >>5380 >>5502 >>5575 >>5576

>>21077379 lb

German AF GAF848 A359FM BAERbockback to Berlin from Tel Aviv

 

She’s been trying to position herself for the PM job for at least 2 years however she is batshit cray so good luck if that habbens and prolly wil cuz Scholz don’t wanna send troops to Ukraine and he’s a wet sock.

 

Germany’s Baerbock slams Israel’s settlement expansion plans, human rights violations

https://www.aa.com.tr/en/europe/germany-s-baerbock-slams-israel-s-settlement-expansion-plans-human-rights-violations/3257919

 

Czech AF CEF05B A319 left Ankara, Turkey after an overnight

 

Czech PM confirms Ukraine received first batch of shells under Prague-led initiative

https://www.yahoo.com/news/czech-pm-confirms-ukraine-received-140912841.html

Anonymous ID: 0b8946 June 25, 2024, 12:54 p.m. No.21085348   🗄️.is 🔗kun   >>5380 >>5502 >>5575 >>5576

Treasury Basis Trade Stays In Vogue — Unless Volatility Erupts

 

The basis trade, a strategy hedge funds use to profit from small price discrepancies between Treasury bonds and their futures contracts, is back. And its popularity may grow unless a liquidity squeeze disrupts those markets.

The approach typically calls for purchasing the security that appears undervalued, while selling short the other asset in anticipation the two prices will converge.It relies on significant leverage from borrowing securities in the market for overnight repurchase agreements, which are loans collateralized by Treasuries.

 

Almost 0.8% of all US Treasuries outstanding are on loan, or being shorted, according to a BNY Mellon note to clients that cites the bank’s securities lending program. That suggests leveraged money is borrowing bonds to short at the fastest rate since 2018, according to the bank.

And short positions in two- and five-year Treasuries for leveraged funds have grown, according to Commodity Futures Trading Commission data. Meanwhile, BNY Mellon’s proprietary iFlow data show that since the middle of 2023, flows into the US Treasury market have been consistently positive, John Velis, a foreign-exchange and macro strategist at the bank, wrote in the note.  

While funding markets are stable for now as the Federal Reserve slowly removes liquidity from the financial system, the concern is that the ongoing appetite for basis trades makes both the repo and cash markets vulnerable to pressure on liquidity, or the ability to find ready buyers. Bouts of volatility can increase the cost of the trade, killing any profits generated by the current strategy of buying bonds and shorting futures.

When that happens, hedge funds have to rapidly unwind their positions to repay their loans. The resulting price fluctuations can lead to further dwindling of liquidity, prompting disruptions in the Treasury market.  

“Should repo markets begin to get stressed, an ugly unwind and hasty and significant short covering could pose a vulnerability for the bond market,” Velis said in the note.

Still, he is “relatively sanguine that funding markets can remain relatively stress free — through the end of the year, at least. We think this should enable the basis trade to endure over that time horizon.” 

Massive market volatility prompted margin calls in Treasury futures and intensified stress in funding markets in the recent past, during the onset of the coronavirus pandemic in 2020. While it’s unclear to what extent the basis trade contributed to the turmoil, there was wide agreement in the markets that the rapid unwinding of positions amplified the volatility. (If you remember in Sept. 2019 there was the ‘Repocalypse’-SOFR (Secured Overnight Financing Rate-that replaced LIBOR) rates spiked from one day to the next like 2.5% to 5.5% and were as higher as 10% intraday and the Fed popped out $75b that day and continued to do it while also lowering rates paid on bank reserves to free up liquidity-look it up and we are heading right into that with this trade again as it hinges on rates staying lower for the Cost of Funding as they need to leverage dafuq out of this to work)

The basis trade recaptured market prominence last year, as evidenced both by growing short positions in the futures market and a surge in borrowing in the repo market.  But demand for leverage in short-term funding markets faded at the beginning of 2024. Stronger-than-expected economic data made Fed officials more hawkish, and speculation that the central bank would cut rates waned. But when hopes for rate cuts and increased liquidity revived, repo desks — as recently as last month — started to notice a large increase in Treasury basis flows, adding to their inventory. 

https://www.bnnbloomberg.ca/treasury-basis-trade-stays-in-vogue-unless-volatility-erupts-1.2089383

Anonymous ID: 0b8946 June 25, 2024, 1:09 p.m. No.21085420   🗄️.is 🔗kun

>>21085344

Mine may not update until just before.

Eyes on

Fttdk FlightRadar tracks based on flight plan of estimated time.

It’s a good back up and in this case might be all we get

Anonymous ID: 0b8946 June 25, 2024, 1:27 p.m. No.21085527   🗄️.is 🔗kun

>>21085500

>After all, if you really think about it, Julian Assange has left a small prison in England for a larger cell in Australia.

Aye and fully expect the anti 45 slant.

Afterall the same administration that allowed all that info out (a bit moar complicated than Space to put but if you know….you know) to him are “releasing him nao”