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Indicators Related to Liquidity in JGB Markets

Kenji Nishizaki, Akira Tsuchikawa and Tomoyuki Yagi
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Kenji Nishizaki: Bank of Japan
Akira Tsuchikawa: Bank of Japan
Tomoyuki Yagi: Bank of Japan

No 13-E-3, Bank of Japan Review Series from Bank of Japan

Abstract: Japanese government bonds (JGBs) have a range of uses in broad market trading. To ensure that market transactions involving JGBs operate smoothly, sufficient liquidity in JGB markets is an important condition. There are a number of concepts for evaluating liquidity in JGB markets, and the indicators corresponding to them are accordingly diverse. In assessing liquidity in JGB markets, it is important to monitor indicators as broadly as possible and grasp market liquidity comprehensively. This paper introduces some of the indicators related to liquidity in JGB markets.

Date: 2013-11-29
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Handle: RePEc:boj:bojrev:13-e-3