Exploiting Japan's renegade repos

Japanese equities


Towards the end of 2008, the price of forwards (an over-the-counter contract agreed by two parties to buy or sell an asset at a specified point in the future) on the Nikkei 225 index began to spike sharply. The prices peaked in January 2009 at what one market participant describes as an "insane level". By late April, these prices were at least closer to established levels. But on October 10, a six-year forward trading at 97.96% (with the price expressed as a percentage of the spot) ballooned

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

What gold's rise means for rates, equities

It has been several years since we have seen volatility in gold. An increase in gold volatility can typically be associated with a change in sentiment and investor behavior. The precious metal has surged this year on increased demand for safe haven…

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here