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Japanese Government Bonds Product Specification

TraditionData

Product Code:

FII-GCB-APA-JPY

Description:

Whether you are looking to maximize returns, hedge risk or evaluate opportunities, our Japanese Government Bond (JGB) service adds to your arsenal of tools to analyse this important sovereign debt market. The Japanese Government Bond (JGB), based on data taken directly from UEDA Tradition’s broking desk and the TraditionData analytics team in Asia, will provide the much-needed data for global fixed income investors and managers seeking insight into the world’s second largest government bond market. Intra-day market data pricing for Japanese Government Bonds Greater visibility and awareness of the risk and return characteristics of Japanese Yen (“JPY”) denominated sovereign debt, considered the benchmark for all Asia Pacific (“APAC”) fixed income markets Ueda Tradition is one of the leading Inter-Dealer Brokers (IDB’s) providing wholesale/institutional pricing during the trading day in Tokyo Active in Japanese Government Bills (less than 1 year maturity) through to long bonds (mature in 40 years) – benchmarks and off-the-runs

Data Source:

The Japanese Government Bond prices , not indicative, data is sourced directly from UEDA Tradition’s broking desk

Delivery Method:

  • real-time:Retrieve real-time through Tradition Integrate Market Data Platform
  • Hourly:Receive hourly snapshots delivered via SFTP.

Data Frequency:

The market data is updated in real-time, sourced directly from Tradition's trading platforms.

Data Format:

CSV files for hourly snaps and Tradition Integrate messages for Real-time

Data Coverage:

  • Asset Class: Fixed Income
  • Sub Class: Japanese Government Bond
  • Currency: JPY
  • Total: 300+ instruments
  • BBG Price Source: TJGB
  • RFTV PE: 8377 Tradition UK14157PU42
  • RFTV PDP: SDTFSDSJGB Tradition Japanese Government Bonds (Applications)
  • On-The-Run Benchmark 9 tenors (1,3 and 6 Month) and ( 2,5,10,20,30 and 40 years )
  • Off-The-Run JGB Tenor Types Total
    1-Month 1
    2-Month 2
    3-Month 1
    6-Month 1
    1-Year 2
    2-Year 39
    3-Year 1
    4-Year 1
    5-Year 40
    10-Year 69
    20-Year 159
    30-Year 89
    40-Year 39

FAQ:

    Question Answer
    How many snap files are available per day? 24 files per day from 8pm-7pm EST
    How many benchmark points on the curve? 9
    What is JGB weight in the index? 12%
    How many instruments? 300+
    About UEDA Tradition UEDA Tradition Securities (“UEDA Tradition”) is part of the Ueda Yagi Group which is one of the largest of the Tanshi companies (since 1918) and is currently providing institutional pricing during the trading day in Japan.
    What are Key benefits? An accurate, pure and timely market data service for JGBs, a prominent component of global fixed income indices and investor portfolios More visibility into the risk and return characteristic of Japanese Yen (JPY) denominated sovereign debt – the anchor benchmark for all APAC credit A credible and competent alternative to other market data providers for JGBs, whose prices are often ‘aggregated’ – a blend of multiple banks and brokers
    Is Historical Data Available? Yes,Since April 2023

This document and its contents are confidential. It is intended solely for the use of the individual or entity to which it is provided. Information contained herein is the property of Compagnie Financière Tradition S.A. or any of its subsidiaries and/or TraditionData (together “Tradition”). Unauthorised disclosure, copying or distribution of such information is strictly prohibited, and the information shall not be redistributed in any form to any third party, in each case without the prior consent of Tradition. Whilst every effort is made to ensure the accuracy of the information contained herein, no warranty, condition or guarantee is given by Tradition in respect of any information. Nothing herein constitutes investment advice or an offer, or solicitation of an offer, to buy or sell any financial product. To the maximum extent of the law, Tradition accepts no responsibility for any reliance placed on the contents of this document and accepts no liability for any direct, indirect or any other loss arising out of any use of the information contained in this document or any omission from it. It is not intended for distribution to, or use by any person or entity in any jurisdiction or country where such distribution or use would be contrary to any applicable law or regulation. Copyright © Tradition. TraditionData is a trade mark of Tradition. Commercial in Confidence. August 2024

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