Morgan Stanley Fixed-Global Macro Data Japan Macro Data Tracker - 20240322-107165040

MMarch22,202408:36AMGMTUpdateGlobalMacroDataJapanMorganStanleyMUFGSecuritiesCo.,Ltd.++8136836-8428JapanMacroDataTracker-KoichiSugisaki2024/03/22StrategistWeprovideholisticdailydatasetandchartsforJapaninterestKoichi.Sugisaki@morganstanleymufg.comrates.ThisincludesimportantdatasuchasJGB,OIS,ASW,JGBFuturesandJGBi.JapanRatesBulletinGlobalMacroData:MarketOutstandingJGBs:2024January-end(19Feb2024)MorganStanleydoesandseekstodobusinesswithcompaniescoveredinMorganStanleyResearch.Asaresult,investorsshouldbeawarethatthefirmmayhaveaconflictofinterestthatcouldaffecttheobjectivityofMorganStanleyResearch.InvestorsshouldconsiderMorganStanleyResearchasonlyasinglefactorinmakingtheirinvestmentdecision.Foranalystcertificationandotherimportantdisclosures,refertotheDisclosureSection,locatedattheendofthisreport.+=Analystsemployedbynon-U.S.affiliatesarenotregisteredwithFINRA,maynotbeassociatedpersonsofthememberandmaynotbesubjecttoFINRArestrictionsoncommunicationswithasubjectcompany,publicappearancesandtradingsecuritiesheldbyaresearchanalystaccount.MUpdateMarketSummaryExhibit1:MarketSummaryJGBParRateSwapRateSwapSpreadMaturityClose1DChg(bp)MaturityClose1DChg(bp)MaturityClose1DChg(bp)1y1y0.06+0.52y0.19+0.11y-13.4+0.53y2y0.18+0.64y0.31-0.42y-12.6+1.05y3y0.23+1.46y0.39-0.83y-16.4+2.17y4y0.31+0.78y0.46-1.34y-14.9+2.09y5y0.40+0.910y0.53-1....