行业研究报告

JPMorgan Econ FI-TIPS Strategy Trading activity in the inflation swap market-108619507

2024-06宏观经济10 页

Phoebe White AC (1-212) 834-3092 phoebe.a.white@jpmorgan.com J.P. Morgan Securities LLC

报告摘要

Phoebe White AC (1-212) 834-3092 phoebe.a.white@jpmorgan.com J.P. Morgan Securities LLC

核心要点

  1. 07 June 2024

报告信息

文件全名
《JPMorgan Econ FI-TIPS Strategy Trading activity in the inflation swap market-108619507.pdf》
适合读者
投资人行业研究员
核心数据
  1. We forecast a 0.17% increase in headline CPI and a 0.33% increase in core CPI in May,
  2. yields to be relatively rangebound over 2H24, with 10-year real yields at 2.10% at yearend, before declining in 1H25
  3. last 7 years; R2=93%, SE=13.2bp
  4. nonfarm payrolls rose 272K (consensus: 180K), the unemployment rate ticked up to 4.0%
  5. (consensus: 3.9%), and average hourly earnings rose 0.4% m/m, or 4.1% oya (consensus:
核心议题
CPI

常见问题

《JPMorgan Econ FI-TIPS Strategy Trading activity in the inflation swap market-108619507》主要包含哪些内容?

Phoebe White AC (1-212) 834-3092 phoebe.a.white@jpmorgan.com J.P. Morgan Securities LLC核心数据:We forecast a 0.17% increase in headline CPI and a 0.33% increase in core CPI in May,;yields to be relatively rangebound over 2H24, with 10-year real yields at 2.10% at yearend, before declining in 1H25;last 7 years; R2=93%, SE=13.2bp。

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覆盖 2024 年,全文共 10 页。

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适合投资人、行业研究员等读者参考。

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重点分析了CPI等议题。

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