RJO FIG 2024 SFBTA PRESENTATION

February 2024

Click the link below to download a copy of RJO FIG’s presentation for the 2024 South Florida Bond Conference, presented by RJO FIG’s John Coleman.

Topics discussed:

• Hedge Dexterity with a transitioning Fed
• Carry in an inverted curve environment
• Two New Resi Mortgage Futures: Primary Rate Lock Futures & Secondary TBA Futures
• Primary/Secondary Yield Spreads
• Mortgage/Treasury Yield Spreads
• Option Implied Volatility & Spreads
• Treasury Skews
• Specific Mortgage Hedge Examples
• Eris & US Treasury Future Markets

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