Swaps - JPY

JPY Swaps: Long-end flatter as SL outperforms

10-year JPY swaps have been outperforming their underlying JGBs, and swap spread there is tighter. The curve is flatter from the 10y point.

JPY Swaps: Pre-auction 5y bid; 20y payers

JPY rates market is lacking a clear direction today. 5-year saw some pre-auction paying, while 20-year has been slightly better bid.

JPY Swaps: 2-10y bid; SL better offered

Trading in swaps has not been overly active at the beginning of the new fiscal year. 2-10y saw paying and the superlong-end has been better offered.

JPY Swaps: Ultralong spreads tick up as 40y swaps trade

There has been trade in ultralong JPY swaps while 20-30 year spreads have edged up. The newest BOJ board member won't push for more easing.

JPY Swaps: 10-20y given; Front-end price actions

The rally in US treasuries saw receiving interest in 10-20y JPY swaps. The front-end saw price action due to the FX move. 2s/10s flattened out.

JPY Swaps: 10y bid fades post-auction; 20y payers

Strong domestic data has backed paying at the long-end of the JPY swap curve. 10y bid began to fade after solid demand at the 10y JGB auction.

Asia-Pacific MTNs: AUD Callables; JPY Uridashis; KRW Zeros

Listing of structured bonds and vanilla bonds issued in the Asia Pacific markets over the past week.

JPY Swaps: 10y spread wider; 30y bid

Long-dated JPY swaps have been bid and 10-year spread widened out as a result. Paying in 30-year saw steepening in 10s/30s swaps.

JPY Swaps: Forward flow; Nomura pulls issue; TIBOR update

There has been trade in JPY forwards and spreads have dipped. Nomura pulled a USD bond issue after pricing amidst warnings of significant losses.

ISDA on JBATA's plans for TIBOR

ISDA has responded to the announcement that yen TIBOR will coninue while euroyen TIBOR will be discontinued at at the end of Dec 2024.