I noticed this chart for 3month T-Bills. How could one have taken advantage of this trend? Sorry if stupid question but Im not a bond guy. I assume the answer is not simple - because 3-month bills clearly expire.
You sell short the 30yrs and with the money
you buy t-bills and keep rolling them every 3 months.
You must do it in a large scale, with low commissions
and favorable margin requirements for the trade to be profitable.
