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Changes to "Tokyo Repo Rate (reference institutions average)"

February 23, 2012
Bank of Japan
Financial Markets Department

As the JGB settlement cycle will be shortened by one business day starting from April 23, 2012, the Bank of Japan will make the following changes to "Tokyo Repo Rate (reference institutions average)" starting from the release of figures for that day.

  • The updating of "overnight S/N<T+2>" will be discontinued.
  • The settlement basis of the rates of one week and longer maturities will be changed from T+3 to T+2.

Accordingly, the Bank will amend "Terms and Conditions for Calculation and Publication of Tokyo Repo Rate (reference institutions average)" on April 23, 2012 (Attachment [PDF 25KB]).

Inquiries

Market Infrastructure Division, Financial Markets Department

Tel : + 81-3-3277-1246

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