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.