JGB VIX Market Commentary Sep 2017

October 1, 2017
John C. White

S&P/JPX JGB VIX remained elevated over the course of the month as geopolitical tensions in the region combined with local political uncertainty. S&P/JPX JGB VIX touched intra-month highs of 2.06 (levels not seen since April) ahead of North Korea’s anniversary weekend.

The JGB VIX Newsletter is a monthly series of market commentary on Japanese markets and monetary policy through the lens of JGB volatility.

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