Japanese Government Bonds security-by-security data

The latest: From 2001/Jun. to 2025/Jun. (updated in 2025/Jul.)

 jgbtot.csv - Outstandings

 jgbboj.csv - Bank of Japan holdings

• Cite the below article when using this dataset. 

• The dataset is created and released by J. Nakajima within his research activity.

• The dataset is not the official view of the Bank of Japan.

• The dataset is updated every quarter.

Reference:

• Nakajima, J. (2024). "Central bank balance sheets and long-term interest rates: Revisiting Japan's unconventional monetary policy experience" Discussion Paper Series A.758, Institute of Economic Research, Hitotsubashi University

Note:

The outstandings are compiled using the dataset provided by the Cabinet Office. The Bank of Japan (BoJ) releases lists of its real-time outstanding (face value) of JGB holdings three times every month (before April 2014, only once a month) on the BoJ’s website. Because this original list is recorded in a separate file for each date, J. Nakajima compiled all the files into one CSV file in a time-series format. The series is monthly, and for the records after May 2014, the figures on the final date of each month are recorded in the file. In the data, each bond is labeled by the code XXY-ZZZ. XXY indicates the original length to maturity (Y as years). For example, 2Y means a two-year bond. Two exceptions are I10Y as an inflation-indexed 10-year bond, F15Y as a floating-rate 15-year bond, C5Y and C10Y as 5-year and 10-year Climate Transition bonds. ZZZ indicates the bond number. Dates are in the YYYYMMDD format.

[Japanese]