Benchmark rates for new 2 year / 5 year JGB floaters

Question

Hello team,

Could you confirm the RIC that represents the average auction yeilds for 6 month JGB Tbills?

As a background, there is a plan to create 2 year / 5 year JGB floaters in 2027.

https://www.mof.go.jp/jgbs/topics/press_release/20260330.html

https://www.mof.go.jp/english/policy/jgbs/topics/press_release/20260330.html

In preparation of that, we are looking for a RIC that represents the reference rate of the floater.

Reference rate (Note 2)

6-month T-Bill issue yield (Average issue yield of the 6-month T-Bill auction held immediately prior to the rate decision, rounded off the yield to 4 decimal places.)

(Note 2) Reference rate is determined before each interest calculation period starts and revised semi-annually.

We are using IDN_SELECTFEED to subscribe to market data.

Thank you

Jirapongse · Answer

@Koui

Thank you for reaching out to us.

Yes, for content-related questions, please contact the content support team directly via LSEG Support.

I found this RIC: JP6MT=JBTC in the RIC Search tool. However, please contact the content support team directly to confirm it.

raksina.samasiri · Answer

Hi @Koui ,

Thank you for posting the question in this forum. However, this forum is dedicated to an API usage question hence,

the moderators on this forum do not have deep expertise in every type of content available through our products. Such expertise is available through the Helpdesk, which can be reached via Home | LSEG Support

Hope this helps and please let me know in case you have any further questions.

Koui · Answer

Sorry, I think this should rather be a question posted through MyAccounts.

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