Release of the cessation of the initiation of new interest rate swaps referencing JPY LIBOR

September 28, 2021
Bank of Japan

The Cross-Industry Committee on Japanese Yen Interest Rate Benchmarks released a statement on the specific matters of the cessation of the initiation of new interest rate swaps referencing JPY LIBOR, on September 28, 2021.

For more information, please refer to the following page.

• Cessation of the initiation of new interest rate swaps referencing JPY LIBOR [PDF 222KB]
• (Reference) Report from the Sub-Group for the Development of Term Reference Rates (Meeting material of Oct. 18, 2021 Meeting) [PDF 443KB]

Inquiries

Market Infrastructure Division, Financial Markets Department

E-mail : post.fmd33@boj.or.jp