Over-the-Counter Market

Bank of Japan (BOJ) statistics contain data on consolidated outstanding derivatives positions, measured in notional amounts and market values, of reporting institutions. Data on credit default swaps have been available since end-December 2004. BOJ has also been releasing data on credit derivatives since end-June 1999. Annual and quarterly data on financial derivatives are also available at the BOJ link below.

Exchange Market

Bond futures data are available at the Tokyo Stock Exchange (TSE) website.

Respective links to the following data are provided below:

• monthly turnover and open interest of 5- and 10-year Government Bond Futures and Government Bond Futures Options.


• monthly turnover of JGB Futures and Options on JGB Futures.


• monthly and annual turnover of JGB Futures and Options on JGB Futures by investor type.

The Tokyo Financial Exchange (TFX) provides daily trading updates on currency futures and options on currency futures. Monthly and annual statistics can also be obtained from the TFX website. Corresponding links are provided below.