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Traders’ Cost of Hedging Against Big Treasuries Rally Is Soaring

Source: Bloomberg

Credit & Bond MarketsDerivatives & VolatilityEnergy Markets & PricesSovereign Debt & Ratings

The cost of options hedges against further Treasury gains rose to its highest level since March on Thursday. Investors sought the safety of US government bonds amid a spike in oil prices and a deepening fiscal crisis in France.

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