Friday, September 23, 2011

30 year treasury's=Fat returns.

This year, buying long-dated Treasurys has turned out to be one of the most profitable trades. Treasury bonds maturing in more than 20 years have handed investors a whopping return of 29% this year through Wednesday, according to data from Barclays. The return got an extra boost with Thursday's 25 bps drop in the yield. Now, as many traders expect 30-yr yield to tumble further thanks to a supportive Fed, the return could rise further. That is bad news for bears as they need to continue to cover shorts. Pimco's Gross has been buying Treasurys in recent months. Gross admitted earlier this month that he made wrong bets on Treasurys.

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