The International Monetary Fund (IMF) has raised concerns about a small number of hedge funds that now hold significant control over the U.S. Treasury futures market. “A concentration of vulnerability ...

THE SCALE of the Treasury market is mind-boggling. Some $1trn in securities change hands each day. Trillions more are used as collateral for short-term loans. Financial institutions of all stripes are ...

What is the “tax character” of a hedge? A taxpayer receives ordinary gain or loss on qualified hedges that have been properly identified in accordance with Treasury Regulation § 1.1221-2. This allows ...

Derivative Path, a leading derivatives and risk management platform for financial institutions, today announced the launch of ALM Strategy Builder, a product that gives banks and credit unions the ...

NEW YORK, May 21 (Reuters) - Surging U.S. Treasury yields have prompted mortgage investors to hedge the loans in their portfolios by selling government debt, a shift that probably exacerbated the bond ...

Treasury Department data does not reflect how much hedge funds domiciled in the Cayman Islands are dominating the so-called basis trade, according to a team at the Federal Reserve. Data from the U.S.