Global FX: FX Derivatives 2024 Outlook - a podcast by J.P. Morgan

In this podcast, Arindam Sandilya, Ladislav Jankovic, Lorenzo Ravagli and Juan Duran-Vara  we discuss the FX volatility backdrop and six themes that we think are worth watching for 2024. Namely, 1) carry collecting, 2) JPY and x-JPY directional and volatility, 3) efficient hedges for unwinds in Latam, 4) defensive, low decay forward volatility structures, 5) US elections pricing, and 6) Convexity.

 

This podcast was recorded on 27 November 2023.

This communication is provided for information purposes only. Institutional clients can view the related report at https://www.jpmm.com/research/content/GPS-4565749-0 ,  https://www.jpmm.com/research/content/GPS-4557523-0 for more information; please visit www.jpmm.com/research/disclosures for important disclosures.

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