JPX JGB Futures Index Series

JPX JGB Futures Index Series is calculated by applying a multiplier to the daily rate of return of the JGB Futures, where the index series consist of four (4) indexes ("JPX JGB Futures Index", "JPX JGB Futures Inverse Index", "JPX JGB Futures Leveraged Index", and "JPX JGB Futures Double Inverse Index").
The indexes will be published once a day every day with a base date of the calculation of December 30, 2008 and the base value of 10,000 points. Making base value and the base date of the four (4) indexes same enables investors to compare the price movements of each index conveniently.

Index Outline

Index Name JPX JGB Futures Index Series
- JPX JGB Futures Index
- JPX JGB Futures Inverse Index
- JPX JGB Futures Leveraged Index
- JPX JGB Futures Double Inverse Index
Calculation Method The nearest contract month will be used for calculation (the second contract month will be used from the business day prior to the last trading day of the first contract month).
Frequency of Calculation and Publication of Index Value Published once a day on daily base by "J-GATE" (closing price basis)
Start of Calculation and Publication July 19, 2016
Calculation Method icon-pdf

Historical Index Value

Historical Index Value
Historical Index Value icon-xls

Vendor Code

Index QUICK Bloomberg Thomson Reuters
JPX JGB Futures Index 560 JPJGF Index .JGBIND
JPX JGB Futures Leveraged Index 561 JPJGLV Index .JGBLEV
JPX JGB Futures Inverse Index 562 JPJGIV Index .JGBINV
JPX JGB Futures Double Inverse Index 563 JPJGDIV Index .JGBINV2

Press Release

Calculation and Publication of "JPX JGB Futures Index Series" icon-pdf