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Release of New Items in "Regular Derivatives Market Statistics in Japan" and "Central Bank Survey of Foreign Exchange and Derivatives Market Activity (Amounts Outstanding)"

August 26, 2016
Bank of Japan
Financial Markets Department

The Bank of Japan will release the following new items in "Regular Derivatives Market Statistics in Japan" and "Central Bank Survey of Foreign Exchange and Derivatives Market Activity (Amounts Outstanding)" with the release of end-June 2016 results. Please refer to the new release format (Regular derivatives) [ZIP 71KB] and the new release format (Survey) [ZIP 34KB] for details.

Regular Derivatives Market Statistics in Japan

  • A new counterparty sector of "central counterparties" as a sub-item of "other financial institutions"
  • New risk factors of "credit derivatives"1 and "other derivatives"
  • A new instrument of "other products" as a sub-item of "foreign exchange transactions" and "single-currency interest rate derivatives"
  • Note 1:The Bank of Japan has released figures for credit derivatives with sub-items ("credit default swaps [CDS]," "total return swaps," "credit spread products," "credit-linked notes," and "others") as an independent survey since the end-June 1999 results.
    The Bank of Japan has also released detailed sub-items of CDS since the end-December 2004 results in line with other developed countries, for the compilation of global results released by the BIS. From the end-June 2016 results, "total return swaps" and "credit spread products" will also comprise the global results. As for the data on "credit-linked notes" and "others," the Bank of Japan will continue to release them as memorandum items.

Central Bank Survey of Foreign Exchange and Derivatives Market Activity (Amounts Outstanding)

  • A new counterparty sector of "central counterparties" as a sub-item of "other financial institutions"

Inquiries

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

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