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Release of New Items in "Central Bank Survey of Foreign Exchange and Derivatives Market Activity: Amounts Outstanding, Japan"

September 11, 2019
Bank of Japan
Financial Markets Department

The Bank of Japan will enhance the following breakdowns in "Central Bank Survey of Foreign Exchange and Derivatives Market Activity: Amounts Outstanding, Japan" with the release of end-June 2019 results.

Enhancements to currency breakdown

For each instrument in "foreign exchange and gold contracts" and "single-currency interest rate derivatives," "Chinese Yuan Renminbi (CNY)" will be added as a new currency sub-item. Following these enhancements, "Asian 7 currencies," an existing sub-item in "foreign exchange and gold contracts," which currently includes CNY, will be released as "Asian 6 currencies," which excludes CNY.

Enhancements to counterparty breakdown

For both "single-name instruments" and "multi-name instruments" in "credit default swaps," "central counterparties" will be added as a new counterparty sub-sector. Following these enhancements, "others," an existing sub-sector in both the abovementioned instruments, will be released as a residual that excludes "central counterparties."

Please refer to the new release format [XLSX 61KB] for details.

Inquiries

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

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