Nikkei JGB Index

Overview
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Overview

Nikkei JGB Index is average yield index at market calculated using interest rate, redemption date, traded price of 10-year JGB. It has been calculated daily since October 1995 and appeared in morning edition of The Nikkei. Other than Nikkei JGB Index, 3 sub indices are available; long-term (matured equal to or more than 7 years), medium-term (matured equal to or more than 3 years - less than 7 years), and short-term (matured less than 3 years).

Calculation Method
- Price using for index calculation : TSE listing price until November 1998
- From December 1998 to July 2002: OTC Standard Bond Quotations announced by JSDA
- From August 2002: Reference Statistical Prices [Yields] for OTC Bond Transactions announced by JSDA
- From June 2017: Start using negative yield JGB prices (retroactively re-calculate since December 2nd, 2014)

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Guide to make better use of the Nikkei Indexes

The most trusted gauge of the stock markets

Nikkei Inc. has developed and calculated its own indexes from various perspective, looking at changes in society and markets. Nikkei Stock Average, the premier and flagship index of Japanese stocks, and other Nikkei Indexes are widely used globally as representative indicators of the Japanese equity market, and financial products linked to the Nikkei Indexes are traded around the world.

License Agreement

Nikkei retains all intellectual property rights to the Nikkei Stock Average and other Nikkei Indexes. In addition to displaying the data on our website and mobile apps, Nikkei guides information on approval procedures for different usage patterns, including display and non-display usage of the indexes, and creation of financial instruments on the indexes.

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Provision of index data

This section provides information on the procedures for using basic data in business use such as index constituents stock prices, dividends and weights, which are indispensable for calculating the Nikkei Stock Average, for business use.

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FAQ

Here you will find answers to your questions about the Nikkei Stock Average and other Nikkei Indexes, as well as licensing agreements and use of this site.

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