Join Srini Ramaswamy, Global Head of Rates Derivatives Strategy at J.P. Morgan, and Ipek Ozil, Senior Derivative Strategist, as they delve into the impact of the upcoming U.S. elections on rates markets. They discuss how different electoral outcomes could influence treasury supply and options pricing. The duo also examines the Fed's quantitative tightening, warning of potential risks to financial liquidity. Insights on managing market volatility amidst these changes offer strategies for cautious investment in uncertain times.

Srini Ramaswamy and Ipek Ozil discuss the impact of French political uncertainty on debt spreads, US market predictions, CPI data effects, Fed Chair's comments, and strategies focusing on positive carry trades on the yield curve for improved risk-reward ratios.

Srini Ramaswamy, Managing Director and Co-Head of US Rates Strategy, joins Ipek Ozil, Executive Director in U.S. Fixed Income Derivatives Research, to delve into the Treasury futures roll cycle. They break down the mechanics of rolling positions and discuss the rising expectations of Fed rate cuts. The conversation also highlights optimal delivery timing for Treasury futures and the implications of the upcoming Jackson Hole symposium. Additionally, they analyze market behaviors and the impact of commercial account positioning on calendar spreads.

Srini Ramaswamy and Ipek Ozil discuss options-based trades for US Rates markets, focusing on factor volatility. They cover implied principal components, factor volatility, using vanilla swaptions, and exploiting exposure to factors for successful trades.

JPMorgan's US Rates strategists discuss Fed policy, inflation, and labor markets impact on interest rates. They analyze Federal Reserve's balance sheet normalization, treasury market dynamics, regulatory changes, and the upcoming presidential election's influence on the market outlook.