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Memo

Treasury Basis - Dealer Capacity as the Binding Constraint - Q1 2026

· 14 min read

The Treasury basis trade sits at the center of the current rates plumbing debate. This members-only memo rebuilds the chain from official positioning data, dealer balance-sheet signals, and repo backstop usage to isolate the pressure points that matter when funding conditions tighten. Read the full note with Moda membership.