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JGB VIX Market Commentary Aug 2018

John C. White
September 1, 2018

After last month’s sudden upward jolt, the S&P/JPX JGB VIX kicked off August at intramonth high levels.

JGB VIX Market Commentary Jul 2018

John C. White
August 1, 2018

The S&P/JPX JGB VIX began the month at an all-time historical low (1.11) and remained near that levelfor three weeks. Then late in the day on July 20, 2018, there were several news reports that the Bank of Japan (BoJ) would be debating policy changes at their upcoming Monetary Policy Meeting (July 30-31, 2018). As measured by the S&P/JPX JGB VIX, this sent shockwaves through the markets in the trading sessions to follow and, as a result, the BoJ performed defensive operations to keep yields from skyrocketing ahead of the meeting.

JGB VIX Market Commentary Jun 2018

John C. White
July 1, 2018

S&P/JPX JGB VIX continued to break new ground to the downside in June and finished the month at all-time low levels (6/29 close 1.13), a leading indicator that the Bank of Japan’s (BoJ) quest to stamp out volatility has so far been successful. 

JGB VIX Market Commentary May 2018

John C. White
June 1, 2018

The S&P/JPX JGB VIX began the month in a relatively tight range, as the underlying JGB market followed other global bond markets. 

JGB VIX Market Commentary Apr 2018

John C. White
May 1, 2018

Despite the general downtrend, the S&P/JPX JGB VIX got a strong intra-month boost, as 10-Year U.S. Treasury Bond yields approached the symbolic 3% level and global inflationary pressures caused JGBs to weaken.

JGB VIX Market Commentary Mar 2018

John C. White
April 1, 2018

S&P/JPX JGB VIX started the month off with a jolt from Bank of Japan (BoJ) Governor Haruhiko Kuroda’s comments regarding a possible exit from current monetary policy in fiscal year 2019.

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