Fear and Loathing in Abeonomics

This morning’s disturbing outsize move in Yen denominated assets has sent shock waves through the markets at large. We’ve had complete closures on many of our JPY denominated models, notably including JGB, USDJPY, and EURJPY. Our Nikkei model is unfortunately down for maintenance at the moment.

JGB Standard (first a large adaptation followed by a large leading run):


JGB Hybrid (Similar to the Standard):


EURJPY Crossmarket FX (Complete +2.5 dSdev closure):


EURJPY Precious Metals implied (Complete +2dSdev closure):


USDJPY Standard crossmarket;


USDJPY Precious Metals implied:


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