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Long-the-basis - Financial definition

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Concise definition of the term long-the-basis

A trader who owns the underlying and hedges his position with a short futures position is said to be long-the-basis. He profits from the fact that the basis becomes more positive.

Comprehensive definition of the term long-the-basis

This trade involves buying the cash bond and selling the future. The buyer of the basis will profit if the gross basis remains high, i.e. the difference between the clean bond price that the trader owns and the equivalent futures price remains large.

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