日本-宏观策略-日本利率数据包

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1、若出现数据缺失，图表错位，可加微信：535600147，凭下载记录截图索取pdf版本MarketSummaryJGBParRateSwapRateSwapSpreadExhibit1:MarketSummaryMaturity6/18Close1DChg(bp)Maturity6/18Close1DChg(bp)Maturity6/18Close1DChg(bp)1y-0.16-0.01y0.03+0.01y-19.3-0.02y-0.15+0.02y0.05-0.02y-19.5+0.03y-0.12+

2、0.03y0.06+0.03y-18.8+0.04y-0.12-0.04y0.08+0.04y-20.3-0.05y-0.11+0.05y0.11-0.05y-21.5+0.06y-0.08+0.06y0.13+0.06y-21.2+0.07y-0.06+0.07y0.16+0.07y-22.2+0.08y-0.04+0.08y0.19-0.08y-23.0+0.19y0.00+0.09y0.23-0.19y-22.2+0.110y0.04+0.010y0.26-0.110y-22.5+0.212y0.1

3、5+0.012y0.34-0.112y-19.3+0.115y0.29+0.115y0.45-0.115y-16.7+0.220y0.51+0.020y0.62-0.120y-10.8+0.130y0.75+0.030y0.79-0.330y-3.9+0.3On-The-RunIssueJGBFutures/Equity/FXNo.MaturityCpnj-Yield1DChg6/18Close1DChg2yr3892020/6/10.1-0.140+0.00JB1150.77+0.005yr135202

4、3/3/200.1-0.115+0.00JB2150.79-0.1110yr3502028/3/200.10.030+0.00JJA1156.34-0.0620yr1642038/3/200.50.500+0.00ImpVol1m1.20%0.00%30yr0582048/3/200.80.710+0.00Nikkei22522680.33-171.4240yr0102057/3/200.90.840+0.00TOPIX1771.43-17.61CMT0482023/5/200101.55+0.00USD

5、/JPY110.49-0.15CPI0222027/3/100.1105.85+0.00EUR/JPY128.33+0.0630y(CompYld)2048/3/200.7150.005y(CompYld)2023/3/20-0.1150.00Source:MorganStanleyResearch若出现数据缺失，图表错位，可加微信：535600147，凭下载记录截图索取pdf版本Exhibit2:JGBCushion(Horizon6m)Exhibit3:SwapCushion(Horizon6m)若

6、出现数据缺失，图表错位，可加微信：535600147，凭下载记录截图索取pdf版本(bp)8641.60.7203.13.23.3.33.43.43.43.43.23.272.52.53.54.63.23.94.23.93.83.73.53.42.62.9CarryRoll5(bp)4.542.92.72.3.032.4212.3.2.911.9.92.83.532.521.5RollCarry若出现数据缺失，图表错位，可加微信：535600147，凭下载记录截图索取pdf版本1.91.62.10.

7、90.5(1.7)-2-4-61234567891011121314151617181920253011.90.5012345678910111213141516171819202530若出现数据缺失，图表错位，可加微信：535600147，凭下载记录截图索取pdf版本Source:MorganStanleyResearchSource:MorganStanleyResearch若出现数据缺失，图表错位，可加微信：535600147，凭下载记录截图索取pdf版本若出现数据缺失，图表错位，可加微信：5

8、35600147，凭下载记录截图索取pdf版本History若出现数据缺失，图表错位，可加微信：535600147，凭下载记录截图索取pdf版本Exhibit4:JGBParRateHistory(2y,5y,&7y)(%)572(Right)0.020.000Exhibit5:JGBParHistory(10yr,20yr&30yr)(%)203010(Right)1.000.65若出现数据缺失，图表错位，可加微信：535