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Why MNI
MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
JGB OPTIONS
Unlike JPY FX implied vol., JGB implied vol. (as observed via the S&P-JPX JGB VIX metric), although elevated, has not breached its post-COVID peak in the run up to the BoJ’s monetary policy meeting, even as market participants speculate on another widening of the BoJ’s YCC band (some have even suggested that the BoJ could completely dismantle its YCC framework). The previous vol. spikes also came as the BoJ’s will re: its YCC parameters was tested.
Fig. 1: S&P-JPX JGB VIX
Source: MNI - Market News/Bloomberg/ S&P/JPX
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
Why MNI
MNI is the leading provider
of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.
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