Global Rates Watch: Global Rates teach-in series 2026 links #6

Research evidence excerpt

Global Rates Watch: Global Rates teach-in series 2026 links #6

on ECB & BoE balance sheet Slides ECB & BoE balance sheet

09-Jul 1100 ET Inflation #2 Registration Inflation #2 Slides Inflation #2

10-Jul 1000 ET Bank regulations Registration Bank regulations Slides Bank regulations

ASWs & 13-Jul 0800 ET EUR & UK swap spreads Registration EUR & UK swap spreads Slides EUR & UK swap spreads

SSAs 13-Jul 1100 ET US swap spreads Registration US swap spreads Slides US swap spreads

13-Jul 2000 ET JP swap spreads Registration JP swap spreads Slides JP swap spreads

Registration Supranationals & EU Slides Supranationals & EU

14-Jul 0800 ET Supranationals & EU agencies

agencies agencies

14-Jul 1100 ET US agencies Registration US agencies Slides US agencies

14-Jul 2130 ET AU semis and SSAs Registration AU semis and SSAs Slides AU semis and SSAs

Volatility 15-Jul 1100 ET Volatility #1 Registration Volatility #1 Slides Volatility #1

15-Jul 2130 ET AU swap spreads Registration AU swap spreads Slides AU swap spreads

21-Jul* 1100 ET Volatility #2* Registration Volatility #2 Slides Volatility #2

Other 17-Jul 1000 ET Futures basis Registration Futures basis Slides Futures basis

20-Jul 1100 ET LDI flows Registration LDI flows Slides LDI flows

21-Jul 0800 ET Hybrids Registration Hybrids Slides Hybrids

21-Jul 1100 ET XCCY swaps Registration XCCY swaps Slides XCCY swaps

22-Jul 1100 ET RV models & trading Registration RV models & trading Slides RV models & trading

23-Jul 0800 ET QIS Registration QIS Slides QIS

23-Jul 1100 ET Scenario building Registration Scenario building Slides Scenario building

Source: BofA Global Research. Future events subject to change. *Denotes the event time has been rescheduled.

BofA GLOBAL RESEARCH

Exhibit 3: Abbreviations and acronyms