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  "title": "Japan interest-rate derivatives overview",
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  "frontmatter": {
    "title": "Japan interest-rate derivatives overview",
    "aliases": [
      "japan-interest-rate-derivatives-overview",
      "Japan rates derivatives ecosystem",
      "JPY rates derivatives market map",
      "Japan IRS OIS swaption JGB futures overview",
      "TOMS clearing platform",
      "Japan derivatives regulatory framework",
      "FIEA derivatives oversight",
      "JPX derivatives ecosystem"
    ],
    "domain": "derivatives",
    "type": null,
    "created": "2026-05-25",
    "last_updated": "2026-07-29",
    "last_tended": "2026-07-29",
    "review_by": "2027-01-29",
    "confidence": "likely",
    "tags": [
      "derivatives",
      "overview",
      "IRS",
      "OIS",
      "swaption",
      "JGB-futures",
      "TONA-futures",
      "FIEA",
      "JSCC"
    ],
    "status": "active",
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    "note": null,
    "sources": [
      "BOJ BIS survey results — https://www.boj.or.jp/en/statistics/bis/yoshi/index.htm",
      "BIS OTC derivatives statistics — https://www.bis.org/statistics/derstats.htm",
      "JPX JGB futures specifications — https://www.jpx.co.jp/english/derivatives/products/jgb/jgb-futures/01.html",
      "JPX three-month TONA futures — https://www.jpx.co.jp/english/derivatives/products/interest-rate/3m-tona-futures/index.html",
      "JSCC IRS eligible products — https://www.jpx.co.jp/jscc/en/cash/irs/product.html",
      "FSA OTC-derivative reporting guidelines — https://www.fsa.go.jp/en/news/2022/20220912-1/01.pdf"
    ]
  },
  "summary": "Japan's interest-rate derivatives ecosystem includes yen IRS, TONA OIS, yen swaptions, JGB futures, three-month TONA futures, and asset swaps, together with clearing and regulatory infrastructure. BIS, BOJ, JPX, and JSCC publish different measures—turnover, outstanding notional, contract volume, and",
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    "Principal Instrument Types",
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    "Daily Turnover",
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    "Public Data Surface"
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