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Expansion of "Liquidity Indicators in the JGB Markets"

March 29, 2018
Financial Markets Department
Bank of Japan

The Financial Markets Department of the Bank of Japan expands "Liquidity Indicators in the JGB Markets" from the perspective of capturing liquidity in the JGB markets in more detail.* "Liquidity Indicators in the JGB Markets" will continue to be updated and released, generally each quarter.

The data will be available under the following section of the Bank's website:

Liquidity Indicators in the JGB Markets

As for the definition of each indictor, please refer to the following: "Liquidity in JGB Markets: An Evaluation from Transaction Data," Bank of Japan Working Paper Series 2015, and
"Liquidity in the JGB Cash Market: An Evaluation from Detailed Transaction Data," Bank of Japan Research Papers 2018.