JPMorgan Econ FI-Interest Rate Derivatives R2-P2-108018700
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- 📄 文件全名
- 《JPMorgan Econ FI-Interest Rate Derivatives R2-P2-108018700.pdf》
- 🎯 适合读者
- 战略规划行业研究员
- 📊 核心数据
- • … initiate 3M forward 1s/3s swap curve flatteners, hedged with a 65% risk weighted
- long in the 3Mx3M sector and a 25% risk weighted short in the 15Mx3M sector ...
- • … and initiate 15Mx3M / 1YX1Y forward swap curve flatteners, paired with 20% of
- the risk in a long in 18Mx3M and a 24% risk weighted short in 3Mx5Y forward swaps
- 🏷️ 核心议题
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