Global Fixed Income Markets Weekly

Research evidence excerpt

J P M O R G A N

Global Markets Strategy

07 August 2026

Global Fixed Income Markets

Weekly

Trade statistics

Trade P/L for all recommended trades closed over the past 12M

Rates Strategy

Summary performance statistics for trades closed in 2024-2026

Francis Diamond AC

Covering Europe, UK, Scandinavia, Japan and Australia/New Zealand trades

(44-20) 7134-1504

J.P. Morgan Securities plc

Table 1: 2024-2026 trade performance summary

Hit rate* and average P/L** for all trades closed from 2024-2026

Khagendra Gupta

(44-20) 7134-0486

J.P. Morgan Securities plc

Aditya Chordia

(44-20) 7134-2132

J.P. Morgan Securities plc

Takafumi Yamawaki

(81-3) 6736-1748

JPMorgan Securities Japan Co., Ltd.

Ben K Jarman

(61-2) 9003-7982

J.P. Morgan Securities Australia Limited

Source: J.P. Morgan.

* Hit rate defined as # of positive trades divided by total # of trades closed at non-zero P/L.

** Avg. P/L across total # trades. Units are bp of yield for all trades except for Euro Derivatives outright and relative value options

trades, which are shown in bp of notional. Money market options trades are reported in bp of yield and are not included in the

average P/L calculation for options trades.

*** Until 2013, category was called CDS