Buy and hold Treasury exposure using futures

Discussion in 'Financial Futures' started by jezzag, May 15, 2025.

  1. mervyn

    mervyn

    it is not a problem to be solved if op just wants to maintain the exposure ove avery long period of time, costs are de minus mus.

    if op wants to start an passive etf fund and make money by collecting management fees, that is a different ball game.
     
    #11     May 17, 2025
  2. No, implied financing cost spreads of futures a.k.a. replication cost are not de minimis, but substantial and recurring, as are annualized swap spreads.
    Like I predicted, this is not a subject that traders are typically interest in.
     
    #12     May 17, 2025
  3. mervyn

    mervyn

    it is part of costs built in, unlike fees
     
    #13     May 17, 2025