Tag Archives: jpmwhaletrade

Co-Relation Trades & Blowing Up

Here are two case studies of Co-relation trades & blowing up. The common theme in both of these trades: an allergic reaction to be negative carry or paying out premiums. ===== 1) London Whale (2012) Bruno Iskill initiated a curve … Continue reading

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How Boaz Weinstein and Hedge Funds Outsmarted JPMorgan – NYTimes.com

http://www.nytimes.com/2012/05/27/business/how-boaz-weinstein-and-hedge-funds-outsmarted-jpmorgan.html?ref=todayspaper&nl=business&emc=dlbka24_20120529&pagewanted=all The Hunch, the Pounce and the Kill BOAZ WEINSTEIN didn???t know it, but he had jus… Continue reading

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When the did the JPM Whale Trade Happen?

Background here- http://cgnotes.posterous.com/cliff-notes-jp-morgan-whale-trade Following up on Felix Salmon & Mark Dow’s Post & Also co-relating the below charts, the JPM Whale trade really got into action around the Dec 11 to Mar 2012 time frame… Continue reading

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Cliff Notes: JP Morgan Whale Trade

JP Morgan’s has a Central Investment Office (CIO) that manages the overall investment and hedging of the bank. The total assets that they manage is about $360B which is roughly the difference between JPM’s deposits ($1.1 Trillion) and Loans ($720B… Continue reading

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