---
title: Reaching for Duration and Leverage in the Treasury Market
url: https://www.ml-quant.com/papers/ssrn/4816018/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4816018
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4816018
featured: 2024-05-08
citations: 3
topic: Portfolio & Allocation
---


# Reaching for Duration and Leverage in the Treasury Market

The article reveals that the use of Treasury futures by mutual funds varies significantly over time and across funds, influencing the variation in aggregate Treasury futures open interest.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4816018
- Identifier: SSRN 4816018
- Released: 2024-05-03
- First featured: Quant Letter No. 48 (2024-05-08): https://www.ml-quant.com/issues/2024-05-08/
- Citations (Semantic Scholar): 3
- Published in: not yet
- Topic: Portfolio & Allocation

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