Reference for Downloaded Reference Statistical Prices [Yields] for OTC Bond Transactions Data

CSV data format of Reference Statistical Prices [Yields] for OTC Bond Transactions

Date Issue Type Code Issues (Japanese) Due Date Coupon Rate Average Compound Yield Average Price (Yen) Day-to-day Change (Yen) Interest Payment Date Information Average Simple Yield High
Month Day 1 (Deviation) 2 3 Price (Yen) Simple Yield
9(8) 9(2) 9(9) X(20) 9(8) Z9.9ZZ ZZ9.9Z -ZZ9.9Z X(5) X(2) 9 9 9 ZZ9.9Z -ZZ9.9ZZ    
          99.999 999.999               999.999   999.999
          99.999 999.99 999.99 —–       999.999 999.99 999.999  
          99.999 999.999     —–       999.999   999.999
            999.999 999.99 999.99           999.999 999.99 999.999
          99.999 999.999 999.99 999.99           999.999 999.99 999.999

Continued from the above column

Low Check Flag Number of Reporting Members Highest Compound Yield Highest Price Day-to-day Change (Yen) Lowest Compound Yield Lowest Price Day-to-day Change(Yen) Median Compound Yield Median Simple Yield Median Price (Yen) Median Price Day-to-day Change (Yen)
Price (Yen) Simple Yield
ZZ9.9Z -ZZ9.9ZZ X(1) Z9 -ZZ9.9ZZ -ZZ9.9Z -ZZ9.9ZZ -ZZ9.9Z -ZZ9.9ZZ -ZZ9.9ZZ ZZ9.9Z -ZZ9.9Z
  999.999 ” “   999.999   999.999   999.999 999.999    
999.99 999.999 ” “   -ZZ9.9ZZ 999.99 -ZZ9.9ZZ 999.99 -ZZ9.9ZZ 999.999 999.99 999.99
  999.999 ” “   999.999   999.999   999.999 999.999    
999.99 999.999 ” “   999.999 999.99 999.999 999.99 999.999 999.999 999.99 999.99
999.99 999.999 ” “   999.999 999.99 999.999 999.99 999.999 999.999 999.99 999.99
  Interest yield reported
  Unit price reported
  Pre-auction JGBs (fixed-rate JGBs, compound interest yield reported)
  Pre-auction JGBs (floating-rate JGBs, spread over the basic interest rate is reported)
  Interest yield reported (number of designated reporting members is less than 5)
  Unit price reported(number of designated reporting members is less than 5)
  • In case that “Average Compound Yield”, “Average Simple Yield”, “Highest Simple Yield”, “Lowest Simple Yield”, “Highest Compound Yield”, “Lowest Compound Yield”, “Median Compound Yield” and “Median Simple Yield” are more than 999.999{9100dbed77c814e7debd51589c98c9a03b786aaf264e0e26ace2d68e126d1042}, they are posted as “999.999{9100dbed77c814e7debd51589c98c9a03b786aaf264e0e26ace2d68e126d1042}”.
  • In case of issues whose unit price is reported, “Coupon Rate” is posted as “99.999”, and “Average Compound Yield”, “Average Simple Yield”, “Highest Simple Yield”, “Lowest Simple Yield”, “Highest Compound Yield”, “Lowest Compound Yield”, “Median Compound Yield” and “Median Simple Yield” are posted as “999.999”.
  • In case that the number of the designated reporting members is less than 5, “Average Price”, “Day-to-day Change”, “Highest Price”, “Lowest Price”, “Highest Price Day-to-day Change”, “Lowest Price Day-to-day Change”, “Median Price” and “Median Price Day-to-day Change” are posted as “999.99”, “Average Compound Yield”, “Average Simple Yield”, “Highest Simple Yield”, “Highest Price”, “Lowest Price”, “Highest Compound Yield”, “Lowest Compound Yield”, “Median Compound Yield” and “Median Price” are posted as “999.999”.
  • In case that the number of the designated reporting members is less than 5, “*” is placed in the check flag column.
  • Check flag column is either marked with “*” or blank.
  • Figures indicated with “Z” are zero suppressed.
  • In case that the value is zero, “0” is placed at figures indicated with “9”.
  • Items indicated with “X” have ” ” (double quotation marks).
  • “1” in “Information column” indicates that the deference (absolute value) between the highest and the lowest of simple yields is more than 0.5{9100dbed77c814e7debd51589c98c9a03b786aaf264e0e26ace2d68e126d1042}. “0” indicates the others.
  • Minus value is signed with “-“
  • While report values by the designated reporting members are simple interest yield ({9100dbed77c814e7debd51589c98c9a03b786aaf264e0e26ace2d68e126d1042}) in principle. The following data is reported otherwise.
    (1) Unit price (JPY) in case of floating-rate bonds (with some exceptions)
    (2) Compound interest yield in case of pre-auction JGBs (fixed-rate JGBs), discount bonds (whose time to maturity is not less than 1 year), principal-only book-entry transfer JGBs and coupon-only book-entry transfer JGBs (whose time to maturity is not less than 6 months), and yen-dominated foreign bonds (whose coupon payment is made once a year)
    (3) Spread over the basic interest rate in case of pre-auction JGBs (floating-rate JGBs)

* If you are opening the downloaded CSV data with Microsoft Excel, please use this Item List

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