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JPMorgan iTraxx Index Vol Commentary

发布日期: 2026-06-24研究机构: JPMorgan报告页数: 4原文语言: English证据页码: 1

研报英文原文证据摘录

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

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