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Liquidity Indicators in the JGB Markets – 30 march 2021

Liquidity Indicators in the JGB Markets – 30 march 2021

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.

(Description taken from "Indicators Related to Liquidity in JGB Markets" Bank of Japan Review, November 2013)