Updated
Updated · CNBC · Sep 30
Hedge Funds Amass $2 Trillion of Treasurys as Leverage Stokes Systemic Risk Fears
Updated
Updated · CNBC · Sep 30

Hedge Funds Amass $2 Trillion of Treasurys as Leverage Stokes Systemic Risk Fears

3 articles · Updated · CNBC · Sep 30

Summary

  • $2 trillion in Treasury holdings left hedge funds owning a record 7% of the $28.9 trillion marketable U.S. debt market at end-2025, with Fed data showing they kept buying in the first half of 2026.
  • $87 billion of net purchases in the first six months of 2026 came as traditional long-term buyers such as pension funds pulled back, shifting toward defined-contribution structures and higher-yielding private credit.
  • Leverage is the central concern: basis-trade positions can be levered 20 times or more through repo financing, creating vulnerability to margin calls and forced selling if volatility spikes.
  • A roughly 20% drop this year in leveraged Treasury basis trades to $1.2 trillion shows funds are already turning more selective as yields jump, with the 10-year at its highest since 2007 and the 30-year since 2002.
  • Regulators including the Fed and BIS say hedge funds now provide needed Treasury-market liquidity but also pose a growing risk of disorderly unwinds that could spill across the financial system.

Insights

Is the $30 trillion Treasury market becoming dangerously dependent on leveraged hedge funds as traditional long-term buyers retreat?
Can policymakers make the Treasury market safer without losing the liquidity hedge funds bring through basis trades and repo financing?