REAL-TIME GLOBAL RESEARCH

Sales & Trading: EMEA Macro Credit Trading

Published: 2026-07-30Institution: JPMorganPages: 4Original language: EnglishEvidence page: 1

Research evidence excerpt

Sales & Trading

EMEA Macro Credit Trading J P M O R G A N

30 July 2026

JPMorgan iTraxx Index Vol Commentary

EOD Commentary

Vol was down 1~1.5% today, reversing yday’s move as stocks bounced on the back of a dovish fed and short covering in tech/

semi. We saw sellers coming back selling Sep/Oct far downside. Equity vol collapsed as well with spots rallying. Accounts

remained cautious in selling Aug given the realised vol these two days.

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