JPMorgan Econ FI-Interest Rate Derivatives Another brick in the vol-108279425
2024-05宏观经济23免费
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- 📄 文件全名
- 《JPMorgan Econ FI-Interest Rate Derivatives Another brick in the vol-108279425.pdf》
- 🎯 适合读者
- 投资人行业研究员
- 📊 核心数据
- • … initiate a 12Mx3M / 3Mx10Y swap curve flattener, hedged with a 33% risk weighted
- • … and/or initiate 3M forward 3s/15s swap curve flatteners, paired with 85% risk in a
- widening exposure to the 4% Feb ’34s to benefit from near-term futures markets techni-
- Yields are lower this week thanks to a soft print on Retail Sales (-0.1% MoM for Retail Sales
- ex Auto and Gas, which was 0.3% below consensus expectations) and a consensus print on
- 🏷️ 核心议题
- #CPI