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

 

PDF Download

 

DISCLAIMER

This material has been prepared by a sales or trading employee or agent of R.J. O’Brien and is, or is in the nature of, a solicitation. This material is not a research report prepared by R.J. O’Brien’s Research Department. By accepting this communication, you agree that you are an experienced user of the futures markets, capable of making independent trading decisions, and agree that you are not, and will not, rely solely on this communication in making trading decisions.

DISTRIBUTION IN SOME JURISDICTIONS MAY BE PROHIBITED OR RESTRICTED BY LAW.  PERSONS IN POSSESSION OF THIS COMMUNICATION INDIRECTLY SHOULD INFORM THEMSELVES ABOUT AND OBSERVE ANY SUCH PROHIBITION OR RESTRICTIONS.  TO THE EXTENT THAT YOU HAVE RECEIVED THIS COMMUNICATION INDIRECTLY AND SOLICITATIONS ARE PROHIBITED IN YOUR JURISDICTION WITHOUT REGISTRATION, THE MARKET COMMENTARY IN THIS COMMUNICATION SHOULD NOT BE CONSIDERED A SOLICITATION.

The risk of loss in trading futures and/or options is substantial and each investor and/or trader must consider whether this is a suitable investment. Past performance, whether actual or indicated by simulated historical tests of strategies, is not indicative of future results. Trading advice is based on information taken from trades and statistical services and other sources that R.J. O’Brien believes are reliable. We do not guarantee that such information is accurate or complete and it should not be relied upon as such. Trading advice reflects our good faith judgment at a specific time and is subject to change without notice. There is no guarantee that the advice we give will result in profitable trades.

 

CONTACT

222 South Riverside Plaza, Suite 1200
Chicago IL, 60606
P. (800) 367-3349
fig@rjobrien.com

rjo corporate

© 2022 R.J. O'Brien & Associates LLC. | Site by :: kirkgroup
Futures trading involves the substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results.