Margin on treasury futures spikes in three years – OpenGamma

24th November, 2023

Radi Khasawneh
Jo Burnham OpenGamma GIG

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

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP
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