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Sales & Trading: EMEA Macro Credit Trading

发布日期: 2026-07-30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

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

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