JPM Touts Delta-Hedged Swaption Straddles

July 30, 2013 10:06 pm

JPMorgan suggests buying delta-hedged 3mx5y swaption straddles on the U.S. dollar interest rates curve to play a bullish gamma view.

Unlock this article.

The content you are trying to view is exclusive to our subscribers.

To unlock this article:

Request a Free Trial or Login

Topics

Derivatives Asia Derivs - Interest Rate News content Emerging Markets Derivs - Credit