Friday, February 23, 2018

JPMorgan's Quants Warn Risks Are Growing for Bond Short-Squeeze

Bloomberg JPMorgan's Quants Warn Risks Are Growing for Bond Short-Squeeze Bloomberg Investors have become so bearish on U.S. government bonds that they risk getting caught out, according to JPMorgan Chase & Co.'s quantitative and derivatives strategy team. Short positioning in Treasury futures has climbed to a record, increasing the ... and more »...(read more)
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