Quarter End But Not Quarter End

“Something” in Japan – cross currency basis swaps hit new record low (negative) and related effect on JGB’s.

“Something”

(Click on image to enlarge)

ABOOK-Sept-2016-Qtr-End-SHIBOR.png (645×379)

“Something” in Japan – cross currency basis swaps hit the new record low (negative) and related effect on JGB’s.  

(Click on image to enlarge)

ABOOK-Sept-2016-Qtr-End-JGB-10s.png (705×381)

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