[CITATION][C] Basis and the Choice Between Futures and Cash
M Koenigsberg, Y Bqurtzos - The Journal of Fixed Income, 1992 - jfi.pm-research.com
Foreign Exchange at Salomon Brothers. basis trade involves going long cash and short
futures (long the basis), or, alternatively, going short cash and long futures (short the basis). In …
futures (long the basis), or, alternatively, going short cash and long futures (short the basis). In …