REAL-TIME GLOBAL RESEARCH
JPMorgan iTraxx Index Vol Commentary
Research evidence excerpt
JPMorgan iTraxx Index Vol Commentary
Sales & Trading
EMEA Macro Credit Trading J P M O R G A N
24 June 2026
EOD Commentary
Vol closed unch today with index barely moving the whole day. Options space was quiet as well - we saw more ATM sellers
stepping in on the back of low realised vol, whilst downside was still bid supported by hedging demand. Equity continued to
underperform credit with VGA-Main at -1 stdev.
Table 1: Main and XO 3M Vol Summary
(Data Source: J.P. Morgan)
Table 2: Fixed-strike Vol Change of Day
Table 3: X-Asset 3M IV - #Contracts 100mm Main Options Could Buy
The English excerpt is extracted automatically from the cited source page and may contain layout or recognition errors. It is never batch translated.
Open report viewer