Japan - Average Long-term Government Bond





Japan: Average Long-term Government Bond

Mnemonic IRGTLT.IJPN
Unit %, NSA
Adjustments Not Seasonally Adjusted
Daily
Data 20 Sep 2018 0.97
19 Sep 2018 0.97

Series Information

Source Ministry of Finance - Japan
Release Government Bond Yields
Frequency Business Daily
Start Date 11/6/2007
End Date 9/20/2018

Japan: Markets

Reference Last Previous Units Frequency
Average Long-term Government Bond 20 Sep 2018 0.97 0.97 %, NSA Daily
Stock Market Index 20 Sep 2018 23,674 23,672 Index, NSA Daily
Treasury Bills (over 31 days) Jun 2017 -0.1 -0.13 % p.a., NSA Monthly
Lending Rate Feb 2017 0.99 1 % p.a., NSA Monthly
Money Market Rate Apr 2016 0 0 %, NSA Monthly

Release Information

The interest rates on a constant maturity basis are calculated on the yield curve which is formed based on the prevailing market yields of selected specific JGBs by grid.

Data is available busines daily, and presented in percentages (%).

Reference Prices [Yields] for OTC Bond Transactions are calculated by the JSDA on a basis of the OTC quotations reported daily by Designated-Reporting Members to the JSDA. Each of the OTC quotations, which is the mid-price of selling and buying quotation, is reported as reference prices [yields] of transactions of JGBs, municipal bonds, government-guaranteed bonds, corporate bonds, etc. with volume of some 500 million yen at 3 p.m. The OTC quotations are not actual transaction data.

The Reference Prices [Yields] for OTC Bond Transactions are composed of the arithmetic average, the highest, the median and the lowest of the OTC quotations.

The Long-term Government Bond Yield to be disseminated according to the SDDS is the arithmetic average of the Reference Prices [Yields] for OTC Bond Transactions of the latest issue of 10 year Government Bonds.  Please note that on the website of the JSDA, the data are treated as those for the date T+1.)

Data are final when first released.

More information here: http://www.mof.go.jp/english/jgbs/reference/interest_rate/outline-e.pdf