JPMorgan Econ FI-Interest Rate Derivatives Schrodinger’s Cut-110319067
Srini Ramaswamy AC (1-415) 315-8117 srini.ramaswamy@jpmorgan.com J.P. Morgan Securities LLC
Srini Ramaswamy AC (1-415) 315-8117 srini.ramaswamy@jpmorgan.com J.P. Morgan Securities LLC
Srini Ramaswamy AC (1-415) 315-8117 srini.ramaswamy@jpmorgan.com J.P. Morgan Securities LLC
Srini Ramaswamy AC (1-415) 315-8117 srini.ramaswamy@jpmorgan.com J.P. Morgan Securities LLC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。
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适合投资人、行业研究员等读者参考。
重点分析了CPI等议题。