Bonds - JPY

JPY Swaps: BOJ warns banks on LIBOR transition

The BOJ has warned Japanese banks to speed up their LIBOR transition preparations.

JPY Swaps: Longs offered; GDP very weak; 20y supply

10y JPY swaps have been offered after the release of a very weak Q4 GDP report. 20y JGBs have richened on the curve ahead of new supply this week.

Asia-Pacific MTNs: Callable zeros; Equity linked Uridashis

Listing of Asia Pacific bond issues likely to create hedge requirements across rates markets.

JPY Swaps: 30y spread at 2y low; Digital yen

The 30y JPY spread dipped to a 2y low this morning. GPIF offset bond losses with equity and currency gains. Japan has been urged to issue digital yen.

JPY Swaps: Foreign offers impact longer spreads, clearing...

A bias for virus-related foreign offers in longer JPY swaps continues to push swap spreads lower and clearing basis more negative.

JPY Bonds: 40y tender; Long-end support; 10s/20s curve

JPY rates market participants await 40y auction results. Factors have been put forward for 10y strength and steepening in the 10s/20s curve slope.

JPY Swaps: Belly trades sub-zero again; BOJ risks

There has been trade in the belly of the JPY swap curve after 5-6y swap rates dipped below zero. Downside risks are expected to keep the BOJ on hold.

JPY Swaps: Belly focus; BOJ steady; IMF upgrade

The belly of the JPY swap curve has been in focus today. The BOJ is unlikely to change policy near-term. The IMF has upgraded its Japanese outlook.

JPY Swaps: BOJ lowers CPI forecasts

JPY swap rates have dropped after the BOJ left its policy settings unchanged this afternoon but lowered its inflation forecasts slightly.

JPY Swaps: Curve trades; Will BOJ upgrade growth outlook?

There has been trade in short JPY curve spreads as the market expects a BOJ growth outlook upgrade tomorrow.