Desk Head Ooba, something like an emergency is distorting the gensaki trades in one particular government bond on the repo market. For a specific issue, the newly issued 5-year bond, the rate for borrowing it against cash has sunk to minus 3.5%. (N1 lesson 35)
Director Tadokoro, on the London market for Overnight Index Swaps (OIS), we're seeing an abnormal, crisis-like surge in the rate spread. (N1 lesson 54)
Saeki, on the Chicago and London FX options markets, we've caught speculators' positions skewed in an almost abnormal way. Huge open interest has piled up on one particular round number. (N1 lesson 72)
Desk Head Ooba, our surveillance detected disquieting movements displaying the unmistakable air of a speculative maneuver in the London offshore forward market. The one-month and three-month spot-forward spreads are showing abnormal values diverging sharply from theoretical metrics. (N1 lesson 82)
Desk Head Ooba, something like a financial crisis is starting to flash on the offshore derivatives screens! The spread on the regional bank's credit default swaps (CDS) is shooting straight up! (N1 lesson 94)
Desk Head Ooba, our surveillance detected movements displaying the unmistakable air of an anomaly within the overnight call money market. Enormous sums of uncollateralized funds are being procured within a brief window via specific foreign-affiliated financial institutions. (N1 lesson 14)
