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/TIPS: JPM analysts noted that at...>

US DATA PREVIEW
US DATA PREVIEW: /TIPS: JPM analysts noted that at Thursday 8:30am ET, "the
August CPI report will be released. We forecast that non-seasonally adjusted
headline CPI increased by 0.22%, in line with the consensus estimate of a 0.23%
gain."
- They added that "if our forecast is realized, then carry on long TIPS
positions will be positive in October, but carry on long breakeven positions
will be flat to modestly positive."

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