Join Srini Ramaswamy, Head of Global Rates Derivatives Strategy at J.P. Morgan, and Teresa Ho, Head of US Short Duration Strategy, as they dissect the 2025 US fixed income landscape. They predict a mild economic slowdown with a 2% GDP growth and discuss upcoming fiscal policy changes, including treasury market responses. The duo explores the stability of money market funds amid Fed easing and delves into the intricacies of inflation and bond yields, offering insights into volatility and strategic investment positioning.

Srini Ramaswamy, Global Head of Rates Derivatives Strategy at J.P. Morgan, joins Ipek Ozil to dive deep into the intricacies of U.S. rates markets. They discuss the Federal Reserve’s recent decisions and impactful comments from Chair Powell. The conversation highlights the implications of maintaining policy rates amidst inflation and labor dynamics. They also navigate yield curve trading strategies, revealing challenges in carry trades and examining term premium as a vital element in gaining market insights.

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, Global Head of Rates Derivatives Strategy at J.P. Morgan, and Ipek Ozil, Senior Derivative Strategist, delve into the dynamics of upcoming UST futures contracts. They explore how Federal Reserve policies can shape investment strategies and affect financing rates. The conversation covers the implications of forward rates on market behavior and discusses wildcard optionality in ultra-long bond contracts. Their insights into bullish and bearish perspectives on bond calendar spreads offer a compelling look at evolving market conditions.

Srini Ramaswamy, Global Head of Derivative Strategy at J.P. Morgan, shares insights on the upcoming Treasury futures roll cycle. He discusses the effects of policy uncertainty on bond futures, shedding light on how investor positioning impacts market expectations. The conversation dives into the implications of recent macroeconomic developments, including the Federal Reserve's actions and the U.S. presidential elections, and how these factors influence calendar spreads and delivery risks in Treasury futures.