Japanese Yen (Jpy)
USDi: BEs sulk lower into month-end close
BEs quickly sulk lower into the month-end close as a meager index extension, rallying nominals and a rudderless risk tone lent little support.
JPY Swaps: Long-end bid; Early 5y offers
JPY rates market was weaker after domestic and US data. Swaps from the 10-year point were bid but there was earlier offers in 5-year.
USDi: BEs ignore dip in risk-tone; Focus turns to month-e...
BEs ignored the shifting risk tone today, forging higher as the backdrop deteriorated. Attention now shift to month-end flows tomorrow.
Basis Swaps: USD on a roll in busy issuance market
After a quiet start to the week, both sides of the Atlantic are seeing strong issuance, with USD supply from non-domestic issuers booming.
JPY Swaps: Issuance test for BOJ; CACIB Samurai flow
There has been trade in super long sector of the JPY swap curve. Extra bond issuance will test the BOJ in the coming months. CACIB sold Samurai Bonds.
USDi: BEs guided higher by macro backdrop
BEs were guided higher by macro backdrop today when compared to late day levels yesterday, though volumes and conviction remained low, sources report.
JPY Swaps: QUICK publishing LIBOR prototype
QUICK is now publishing prototype alternative JPY LIBOR rates. Extra virus-related issuance is not expected to increase interest rate volatility.
JPY Swaps: Long offers ahead of auction; BOJ prepared to ...
Longer JPY swaps have been better offered ahead of a 40-year JGB auction this morning. The BOJ is prepared to counter negative virus effects.
JPY Swaps: Long-end steeper; Joint virus response
The long-end of the curve has steepened in calm trade. Japan's government and central bank have pledged a continued joint coronavirus response.
JPY Swaps: Early 2-7y offers; Curve flatter
10-year JPY swaps have been offered after domestic data and on worries over the global economy. There was earlier receiving in the 2- to 7-year area.