行业研究报告

JPMorgan Econ FI-Interest Rate Derivatives Another brick in the vol-108279425

2024-05宏观经济23 页

Srini RamaswamyAC (1-415) 315-8117 srini.ramaswamy@jpmorgan.com J.P . Morgan Securities LLC

报告摘要

Srini RamaswamyAC (1-415) 315-8117 srini.ramaswamy@jpmorgan.com J.P . Morgan Securities LLC

核心要点

  1. 17 May 2024

报告信息

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
  1. • … initiate a 12Mx3M / 3Mx10Y swap curve flattener, hedged with a 33% risk weighted
  2. • … and/or initiate 3M forward 3s/15s swap curve flatteners, paired with 85% risk in a
  3. widening exposure to the 4% Feb ’34s to benefit from near-term futures markets techni-
  4. Yields are lower this week thanks to a soft print on Retail Sales (-0.1% MoM for Retail Sales
  5. ex Auto and Gas, which was 0.3% below consensus expectations) and a consensus print on
核心议题
CPI

常见问题

《JPMorgan Econ FI-Interest Rate Derivatives Another brick in the vol-108279425》主要包含哪些内容?

Srini RamaswamyAC (1-415) 315-8117 srini.ramaswamy@jpmorgan.com J.P . Morgan Securities LLC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-。

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覆盖 2024 年,全文共 23 页。

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