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JPM Just Cornered The Commodity Derivative Market, And This Time We Have Proof



Actually, this story is about a huge JUMP in short term (under 1 year) FX and Commodity derivatives on JPM's books.

There could be a number of reasons for this. But I reckon it has something to do with how they are booking and hedging transactions.

Maybe they are using OTC markets more heavily than before, rather than using Futures for hedging.


Why would they do that?

Right now, there are too many reasons I can think of, to speculate productively

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