Fixed Income Commentary

Intriguing RV graphs: JGB market complicated by LDP-Komeito breakup, US-China friction concerns

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Intriguing RV graphs: JGB market complicated by LDP-Komeito breakup, US-China friction concerns

Key points
  • Yen strengthened, stock futures fell, and JGB futures rose soon after LDP-Komeito breakup, but this was not simple “unwinding of the Takaichi trade”
  • Rather, on that evening, JGBs encountered twist-steepening of the yield curve (opposite of “Takaichi trade unwinding”)
  • Resurgence of US-China tariff friction could be contributing to that pressure; JGB curve had twist-steepened following “US reciprocal tariff shock” this spring

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