Japan Equities Seasonality
Past performances of NKY and TPX are showing some strength at the end of calendar year and weakness around the summer. April & May are...
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Nikkei Volatility Update (Mar 14th – Mar 21st)
1M Implied volatility down again 3.23 at 21.54 as the Nikkei 225 index stabilizes. High correlation to USDJPY is remaining elevated.
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Nikkei Dividends Update (Mar 14th – Mar 21st)
The Nikkei 225 dividend curve unchanged over the week. Average volumes mostly on 2025 and 2016 dividend futures. Nikkei 225 dividend yield is...
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Weekly Macroeconomic Report
Japanese Equities were up 3.88% last week (vs. M. World +0.81%) driven by Insurance, Banks and Wholesale Trade sectors. JPY interest rates and...
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Nikkei Volatility Update (Mar 7th – Mar 14th)
1M Implied volatility down 3.39 at 24.77 as the Nikkei 225 index stabilizes. Higher correlation to USDJPY is remaining elevated. Increasing...
170 Views