Treasury Short Bets May Be on Borrowed Time

  • Trade war escalation raises risk of epic short squeeze
  • Options traders setting up to profit from flight to quality

Photographer: Andrew Harrer/Bloomberg

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President Donald Trump’s newest threat of ramping up tariffs against China is adding to a pressure cooker potentially building from an outsized amount of speculative bearish wagers on long-term Treasuries.

Treasury yields dropped after the Trump administration announced late Tuesday that an additional $200 billion of Chinese products would be hit with levies. While yields have bounced since, a flurry of trades in the options market shows that derivatives traders are setting up to profit from a bond rally. That puts them at odds with hedge-fund managers and other large speculators, who last week lifted their net 10-year note short positions to a record.