Morgan Stanley Fixed-Global Macro Data Japan Macro Data Tracker - 20240126-106169209

MJanuary26,202409:10AMGMTUpdateGlobalMacroDataJapanMorganStanleyMUFGSecuritiesCo.,Ltd.++8136836-8428JapanMacroDataTracker-KoichiSugisaki2024/01/26StrategistWeprovideholisticdailydatasetandchartsforJapaninterestKoichi.Sugisaki@morganstanleymufg.comrates.ThisincludesimportantdatasuchasJGB,OIS,ASW,JGBFuturesandJGBi.JapanRatesBulletinGlobalMacroData:MarketOutstandingJGBs:2023December-end(22Jan2024)MorganStanleydoesandseekstodobusinesswithcompaniescoveredinMorganStanleyResearch.Asaresult,investorsshouldbeawarethatthefirmmayhaveaconflictofinterestthatcouldaffecttheobjectivityofMorganStanleyResearch.InvestorsshouldconsiderMorganStanleyResearchasonlyasinglefactorinmakingtheirinvestmentdecision.Foranalystcertificationandotherimportantdisclosures,refertotheDisclosureSection,locatedattheendofthisreport.+=Analystsemployedbynon-U.S.affiliatesarenotregisteredwithFINRA,maynotbeassociatedpersonsofthememberandmaynotbesubjecttoFINRArestrictionsoncommunicationswithasubjectcompany,publicappearancesandtradingsecuritiesheldbyaresearchanalystaccount.MUpdateMarketSummaryExhibit1:MarketSummaryJGBParRateSwapRateSwapSpreadMaturityClose1DChg(bp)MaturityClose1DChg(bp)MaturityClose1DChg(bp)1y1y-0.06-1.52y0.10-1.01y-15.9-0.53y2y0.03-1.24y0.22-2.12y-19.1+0.95y3y0.06-1.86y0.32-3.13y-25.2+1.47y4y0.18-2.48y0.41-3.34y-23.1+0.99y5y0.30-3.010y0.5...