OTC Japanese Government BondsJSCC JGB Daily Statistics
Distribution of JSCC JGB Daily Statistics started on June 26, 2023. The service is fee charged and provides statistic data (“Repo Transaction Data by each Term” and “Data by each residual maturity of subject JGB”) calculated based on the clearing data held by JSCC.
Commencement of JSCC JGB Daily Statistics Distribution
Since the launch of JGB OTC Transaction Clearing Business, through various initiatives, such as the shortening JGB settlement cycle to T+1, share of JSCC’ s DVP settlement in JGB settlement by the Bank of Japan has been rising and we view our data covers general market trend. We believe that utilizing JSCC JGB Daily Statistics distributed by JSCC using the clearing data for trading or risk management will contribute to enhance the serviceability of market participants and to activate the market.
Distributed Content
Distribution data
| Name | Outline | Item |
|---|---|---|
| Repos flow by term | Data Repo Transactions cleared on the base date classified by term between Starting Settlement Day and Ending Settlement Day (Classified by term, Transaction type) |
・Cleared value ・Cleared face value ・The number of cleared transactions |
| Repos balance by term | Data Repo Transactions (Starting settlement completed/Ending Settlement not arrived) cleared on the base date classified by term between the base date and Ending Settlement Day (Classified by term, Transaction type) |
・Cleared value ・Cleared face value ・The number of cleared transactions |
| Standard collateral flow by residual maturity | Data for Buying/Selling/Standard Repo Transactions cleared on the base date classified by JGB collateral’s residual maturity between contract date and maturity date (Classified by Transaction type, Collateral type, Residual maturity) |
・Trading volume ・Settlement amount ・The number of cleared transactions |
| SCAR collateral flow by residual maturity | Data for Subsequent Collateral Allocation Repo Transactions cleared on the base date classified by JGB’s residual maturity between base date and maturity date after collateral allocation (Classified by Clearing cutoff time, Residual maturity) |
・Settlement amount ・The number of allocated collaterals |
Distribution timing
Data is distributed once in every business day. Distributed data is calculated setting 3 preceding business days before the distribution date as the base date. See “JSCC JGB Daily Statistics Data Transfer Service File Specifications” at the bottom of this page for details of each data.
Data format
・Csv File
・EXCEL File
(Reference) Illustration of Distribution file
Distribution data is in Japanese only.
Repos flow by term
Repos balance by term
Standard collateral flow by residual maturity
SCAR collateral flow by residual maturity
Agreement/Fee
Any party can use JSCC JGB Daily Statistics by concluding an agreement with JSCC (fee charged).
Agreement
Conclusion of an agreement with JSCC is required, if you desire to use the service (please contact the contact point shown at the bottom of this page).
- One month in advance user application submission is required, if you desire starting use of the service.
- Master agreement is in Japanese only.
Fee Structure
Use distribution data only within your company
Fee is charged depending on whether you hold the JGB OTC Transaction Clearing Qualification as shown below.
Users with the Qualification : JPY 30,000 (tax excluded)
Other users : JPY 50,000 (tax excluded)
- In case of a Customer for whom JGB OTC Transaction Agency Clearing Participant operates the Brokerage for Clearing, the same fee amount as that for a user with JGB OTC Transaction Clearing Qualification applies.
External distribution of provided data
Please contact the contact point shown at the bottom of this page.
Distribution by information vendor
Data distribution via information vendor is separately scheduled (under negotiation).
Details will be notified through this page, once they are fixed.
Distribution Method
JPX Market Innovation & Research Data Feed Server
This data is distributed via data distribution service by JPX Market Innovation & Research, Inc. The system compiles a variety of data and targets for domestic/overseas professionals in financial industry, such as securities companies, banks, investment management companies and vendor companies. Please visit below address for details of the system.
Connection method
There are two types of connection methods for the JPX Market Innovation & Research Data Feed Server: "Internet FTP/SFTP" and "arrownet FTP/SFTP".
Internet FTP/SFTP : Connection method using a general Internet line
arrownet FTP/SFTP: Connection method using arrownet lines
- If you need to construct a new arrownet line for "arrownet FTP/SFTP" connection, it will take about 2 months to lay the new line. (The required time varies depending on the bandwidth of the line to be constructed, so please contact the contact point shown at the bottom of this page).
JSCC JGB Daily Statistics Data Transfer Service File Specifications
Please find the file specifications related to the statistics data.
- File specifications are available in English, but the actual distribution data is in Japanese only.
| JSCC JGB Daily Statistics Data Transfer Service File Specifications | File |
|---|---|
| File Specifications |
|
| Annex |
|
Distribution by information vendor
Data distribution via information vendor is separately scheduled (currently under discussion).
Details will be notified through this page, once they are fixed.
-Contact-
IF you desire to use the service, please contact below.
JGB OTC Transaction Clearing Service
Mail：jgb-plan@jpx.co.jp
