Nikkei Volatility Update (Mar 21st – Mar 28th)
1M Implied volatility slightly up 0.49 at 22.35 as the Nikkei 225 index softens. High correlation to USDJPY is remaining elevated.
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Nikkei Dividends Update (Mar 21st – Mar 28th)
The Nikkei 225 dividend curve unchanged over the week Thin volumes mostly in 2025 and 2016 dividend futures. Nikkei 225 dividend yield is...
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Japan Equity Indices Vs. TOPIX Ratios
The Nikkei 225/TOPIX ratio is underperforming due to the rally in banks and insurance stocks. The TPNBNK/TOPIX ratio has returned to its 2013 level.
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Nikkei 225: Trading Ideas for APR25 Expiry
BUY APR25 37500/36500 PS 1X2 for a 36,500 Apr25 SQ. Uncertainty around USDJPY and tariffs are capping the Nikkei 225 and USDJPY Take advantage of...
239 Views
Weekly Macroeconomic Report (26 March 2025)
Japanese Equities up 1.8% vs. World +1.22% and US +2.89% while HSCE was down 6.1%. Japan Sectors: Real Estate up 6.22%, Mining +4.66%, Banks...
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