JPMorgan Econ FI-Interest Rate Derivatives Schrodinger’s Cut-110319067
2024-09宏观经济19免费
报告维度
- 📄 文件全名
- 《JPMorgan Econ FI-Interest Rate Derivatives Schrodinger’s Cut-110319067.pdf》
- 🎯 适合读者
- 投资人行业研究员
- 📊 核心数据
- … and initiate exposure to a steeper 2s/10s swap curve in a rally using 3M expiry receiver swaptions, financed by selling 24% of the risk in 3Mx7Y receiver swaptions
- of 10% to as high as 45% (Figure 1), in response to economic data (such as a firm CPI report
- 🏷️ 核心议题
- #CPI