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Securities Credit Derivatives

  • TOKYO, Oct 20- Japanese government bond yields inched up on Friday after the U.S. Senate approved a budget blueprint for the 2018 fiscal year that will pave the way for Republicans to pursue a tax-cut package without Democratic support. The yield on the 10- year JGBs rose 1.0 basis point to 0.070 percent, while the 10- year JGB futures price dropped 0.07 point to...

  • TOKYO, Oct 2- Japanese government bonds slipped on Monday, tracking higher U.S. Treasury yields and undermined by indications that Japan's economy is improving. The 10- year cash JGB yield added 1.5 basis points to 0.075 percent, while the 10- year JGB futures contract finished down 0.17 point at 150.18.

  • TOKYO, Sept 26- Japanese government bonds were on solid footing on Tuesday, as futures edged up on the back of renewed tensions over the Korean peninsula amid an escalating war of words between North Korea and Washington. December 10- year JGB futures rose 0.07 point to 150.91. Tuesday's 500 billion yen 40- year JGB auction drew ample investor interest, with the...

  • Sept 14- CME Group Inc, the world's largest futures market operator, said on Thursday it will exit its over-the-counter credit default swap clearing business by mid-2018. The company said it would dissolve the CDS guarantee fund following the exit, freeing $650 million to CDS clearing members. CME said it would now focus its over-the-counter clearing services...

  • TOKYO, Aug 21- Benchmark Japanese government bonds were steady on Monday, underpinned by firmer U.S. Treasuries and weaker Japanese stocks. The 10- year cash JGB yield was flat at 0.035 percent, while the September 10- year JGB futures contract was up 0.07 point in afternoon trading at 150.78, touching its highest intraday levels since June 7.

  • TOKYO, Aug 21- Benchmark Japanese government bonds were steady on Monday, underpinned by firmer U.S. Treasuries and weaker Japanese stocks. The 10- year cash JGB yield was flat at 0.035 percent, while the September 10- year JGB futures contract was up 0.07 point in afternoon trading at 150.78, touching its highest intraday levels since June 7.

  • TOKYO, July 24- Japanese government bond prices ticked up slightly on Monday, supported by firmness in overseas peers even after the Bank of Japan reduced its buying in five- to ten-year JGBs in its market operation. The price of 10- year JGB futures rose 0.03 point to 150.25 after U.S. and European bonds had gained on speculation that a strong euro could make it...

  • TOKYO, July 19- Japanese government bonds edged down slightly on Wednesday, with activity thin as investors awaited the outcome on Thursday of the Bank of Japan's policy meeting. The 10- year cash JGB yield rose half a basis point to 0.070 percent, while the September 10- year JGB futures contract finished 0.04 point lower at 150.13. In the superlong zone, the 20-...

  • TOKYO, July 5- Japanese government bonds slid on Wednesday as weak results of the Bank of Japan's bond operation weighed on a market already under pressure from expectations that some of the world's major central banks are moving to tighten monetary policy. The benchmark 10- year JGB futures price slipped 0.17 point to 149.98, closing at the lowest level since...

  • TOKYO, June 27- Japanese government bonds mostly firmed on Tuesday, bolstered by strong demand at an auction of two-year notes. The 10- year cash JGB yield fell half a basis point to 0.045 percent, while the September 10- year JGB futures contract finished up 0.13 point at its session high of 150.62. The Ministry of Finance's sale of 2.2 trillion yen of two-year JGBs...

  • Treasuries-backed repurchase agreement market as an alternative to the use of Libor in around $150 trillion worth of derivatives. I am confident the new reference rate chosen today by the Alternative Reference Rates Committee is based on a deep and actively traded market and will be highly robust, "Federal Reserve Board Governor Jerome Powell said in a...

  • TOKYO, June 19- Japanese government bonds slipped slightly on Monday, taking their cues from firmer equities but not straying far from recent levels. The 10- year cash JGB yield added half a basis point to 0.055 percent, while the September 10- year JGB futures contract finished down 0.01 point at 150.42. Japan's exports surged in May by the fastest in more than two...

  • TOKYO, June 14- Japanese government bond prices were little changed on Wednesday while the yield curve flattened slightly after the Bank of Japan bought long-dated bonds. The yield on the benchmark 10- year JGBs stood flat at 0.060 percent while the price of the 10- year JGB futures were down 0.03 point at 150.36. The Bank of Japan bought a total of 750 billion yen...

  • TOKYO, June 13- Benchmark Japanese government bonds inched lower on Tuesday, though the curve flattened as decent results at a 20- year auction supported the superlong zone. The 10- year cash JGB yield added half a basis point to 0.060 percent, while the September 10- year JGB futures contract shed 0.06 point to finish at 150.39. At the Ministry of Finance's sale of...

  • TOKYO, June 12- Long-dated Japanese government bond prices slipped on Monday on caution ahead of a 20- year government debt auction the following day, while short- to medium-term notes stabilized after their sell-off last week. The benchmark 10- year JGB yield ticked up 1.0 basis point to 0.060 percent, while the September 10- year JGB futures, which look set to...

  • NEW YORK, June 11- Prices on U.S. Treasury futures slipped on Sunday as after-hour trading began in advance of the U.S. Treasury Department's auctions of $24 billion in three-year notes and $20 billion in benchmark 10- year debt on Monday. At 6:16 p.m., 10- year Treasury futures for September delivery were down 3/ 23 in price at 126-10/32.

  • NEW YORK, June 8- A small trading exchange on Thursday filed an antitrust lawsuit accusing Bank of America Corp, Citigroup Inc, JPMorgan Chase& Co and nine other banks of conspiring to shut it out of the $9.9 trillion credit default swap market. Tera Group Inc accused the banks of coordinating a boycott of its seven-year-old TeraExchange platform by refusing both...

  • *Hungarian central bank IRS announcement lifts bond prices. *Bucharest stocks hit highest level since early 2008. BUDAPEST/ PRAGUE, May 24- Hungarian government bonds strengthened on Wednesday after the central bank said that it would offer interest rate swaps which could make bond buying more attractive to commercial banks.

  • TOKYO, May 23- Superlong Japanese government bonds firmed on Tuesday after decent results at a liquidity-boosting auction, while the benchmark JGB was steady. The 10- year cash JGB yield was flat at 0.045 percent, while 10- year JGB futures edged up 0.04 point to finish at 150.59. The 40- year JGB yield fell 1.5 basis points to 1.015 percent, ahead of Thursday's sale...

  • TOKYO, May 12- Japanese government bond prices edged up on Friday as a slide in Tokyo stocks provided the bond market some breathing room after several days of losses. June 10- year JGB futures rose 0.10 point to 150.68, on track to end five straight days of losses. The central bank bought a total of 750 billion yen of JGBs on Friday in medium to long maturities.