This complimentary article from Options Profits was originally published on May 15. Don't risk missing over 40 options trade ideas every week, educational content, exclusive commentary and webinars from over 15 experts.
The resulting activity starting in January of this year (cf. the bottom panels of fig. 1) is, on this theory, the result of JPM selling more 10Y swap protection - bringing in more premium - and not hedging it. Once the price of the index reversed course (top panel), the position started incurring some major losses. Read more.
The resulting activity starting in January of this year (cf. the bottom panels of fig. 1) is, on this theory, the result of JPM selling more 10Y swap protection - bringing in more premium - and not hedging it. Once the price of the index reversed course (top panel), the position started incurring some major losses. Read more.
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