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Release of a New Item in "Regular Derivatives Market Statistics in Japan"

March 10, 2014
Bank of Japan
Financial Markets Department

The Bank of Japan starts to release a new item "central counterparties" in "Regular Derivatives Market Statistics in Japan" with the release of end-December 2013 statistics today. The item is a component of "other financial institutions" under counterparty split of credit default swaps. The data series starts from end-December 2011*.

The item is made available because an increasing number of dealers trade credit default swaps through central counterparties and aggregating source data has made it possible to sufficiently protect individual data submitted by reporting dealers.

  • The new data series suggests that the ratio of CDS transactions vis-à-vis central counterparties to total CDS transactions has increased from 7.5% at end-2011 to 10.1% at end-2012, and to 11.3% at end-2013.

Inquiries

Financial Markets Statistics Group, Coordination and Market Analysis Division, Financial Markets Department

E-mail : post.fmd13@boj.or.jp