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.

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, 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.

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.