Release of Liquidity Indicators in the JGB Markets

August 18, 2015
Financial Markets Department
Bank of Japan

The Financial Markets Department of the Bank of Japan will update and release liquidity indicators in the JGB markets, generally each quarter, starting August 18, 2015.

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

HOME>Payments and Markets>Bond Market>Liquidity Indicators in the JGB Markets

As for the definition of each indictor, please refer to"Liquidity in JGB Markets: An Evaluation from Transaction Data," Bank of Japan Working Paper Series 2015.