JGB VIX Market Commentary Dec 2017

January 1, 2018
John C. White

S&P/JPX JGB VIX came off intra-month lows of 1.38 to jump almost 20% over 3 trading sessions as 10-year JGB futures plummeted ahead of the Bank of Japan’s regularly scheduled monetary policy announcement on December 21st.

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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