🏦 Japan BoJ Macro Rates + JGB Auctions + Monetary Policy

Live Bank of Japan policy rates, JGB yield curve (1Y–40Y), MoF auction calendar, money supply, FX reserves, and Policy Board statements — JPY-denominated source-of-truth feed.

Built for Japan-rates desks, global macro PMs, JGB arbitrage traders, sovereign-debt analysts, and AI-agent integrations that need clean, structured Japan monetary data without paying $24K/yr for a Bloomberg terminal.

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⚡ What you get

Per record (stable 8–12 fields depending on data_type):

Field	Description
data_type	One of interest_rates, jgb_yields, jgb_auctions, money_supply, fx_reserves, monetary_policy
date	ISO observation date (YYYY-MM-DD)
series_code	BoJ stat-search code (e.g. IR01'MADR1Z@D, FM01'STRDCLUCON) or constructed code (e.g. JGB_CME_10Y)
series_name	Human-readable English name (e.g. "JGB compound-interest yield, 10Y")
value	Numeric value (rate %, JPY amount, USD millions)
unit	Unit string (% per annum, USD millions, 100 million yen, etc.)
tenor	JGB tenor (2Y, 5Y, 10Y, 20Y, 30Y, 40Y) — JGB rows only
issue	Auction issue description (e.g. 10-year, Liquidity Enhancement Auction) — auctions only
auction_id	Stable per-auction key (e.g. JGB_2026-06-02_10Y) — auctions only
stop_out_yield	Auction lowest accepted price — null until MoF publishes results
bid_to_cover	Auction B/C ratio — null until MoF publishes results
accepted_amount_JPY	Accepted amount in JPY — null until MoF publishes results
statement_url	Direct PDF link — monetary policy rows only
source_url	Source page on boj.or.jp or mof.go.jp
fetched_at	UTC timestamp of the actor fetch

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🎯 Use cases

1. Japan-desk macro PMs — daily JGB curve + BoJ overnight call + monetary-base print in one async pull instead of three terminal screens.
2. JGB arbitrage — pre-auction calendar feed (MoF publishes ~1 week ahead) to size cash-curve trades around 5Y / 10Y / 20Y / 30Y supply.
3. Sovereign-debt analysts — full historical JGB curve back to 1974/9/24 via date_from=1974-09-24 (the historical CSV).
4. AI macro agents — clean structured rows to answer "what did BoJ do at the April 2026 MPM" or "what's the latest 30Y JGB yield".
5. Yen-cross FX desks — pair this actor with currency-exchange-rates and japan-mof-fx-intervention-tracker for the full JPY policy picture (rates → reserves → intervention).
6. Research / academia — long-window stable BoJ time series (call rate back to 1998, basic loan rate back to 1882) for monetary-economics papers.

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📊 Sample Output

The dashboard renders the latest JGB yield curve (10Y headline), the BoJ basic loan rate (policy rate proxy), the call rate (overnight market rate), upcoming JGB auctions for the month, and recent Policy Board statement PDFs — all in one image with full Japanese terminology rendered in Noto Sans CJK JP.

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🚀 How to use

Sample input — JGB 10Y yields, last 5 days (smoke):

{
  "data_type": "jgb_yields",
  "tenor_filter": "10Y",
  "max_records": 5
}

Sample input — full Japan macro snapshot (default, 30-day window):

{
  "data_type": "all",
  "max_records": 100
}

Sample input — JGB auction calendar for June 2026:

{
  "data_type": "jgb_auctions",
  "date_from": "2026-06-01",
  "date_to": "2026-06-30",
  "max_records": 50
}

Python (apify-client):

from apify_client import ApifyClient

client = ApifyClient("YOUR_APIFY_TOKEN")
run = client.actor("nexgendata/japan-boj-macro-rates-jgb-auctions").call(run_input={
    "data_type": "jgb_yields",
    "tenor_filter": "10Y",
    "max_records": 30,
})
for item in client.dataset(run["defaultDatasetId"]).iterate_items():
    print(item["date"], item["tenor"], item["value"], item["unit"])

cURL:

curl -X POST "https://api.apify.com/v2/acts/nexgendata~japan-boj-macro-rates-jgb-auctions/run-sync-get-dataset-items?token=YOUR_APIFY_TOKEN" \
  -H "Content-Type: application/json" \
  -d '{"data_type":"jgb_yields","tenor_filter":"10Y","max_records":30}'

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🇯🇵 日本語の説明

日銀政策金利・JGB利回り曲線・JGB入札カレンダー・マネーサプライ・外貨準備・金融政策決定会合声明を一括取得するAPIです。

主な用途

• 日本金利デスクのマクロPM — JGB曲線（1年〜40年）・無担保コール O/N・マネタリーベースを1回の非同期コールで取得。
• JGB入札裁定 — 財務省が約1週間前に公表する入札カレンダーをフィードとして取得。5年・10年・20年・30年の発行サイズを事前に把握。
• 国債アナリスト — 1974年9月24日以降のJGB利回り完全履歴を date_from=1974-09-24 で取得可能。
• AIマクロエージェント — 「2026年4月の金融政策決定会合で日銀は何を決定したか」「最新の30年JGB利回りは」などのRAG質問にクリーンな構造化データで答える。
• 円クロスFXデスク — currency-exchange-rates + japan-mof-fx-intervention-tracker と組み合わせて、JPY政策の全体像（金利→準備→介入）を取得。
• 研究・学術用途 — 長期間にわたる安定したBoJ時系列（コールレートは1998年〜、基準貸付利率は1882年〜）。

入力パラメータ

• data_type — 取得データタイプ（金利／JGB利回り／入札／マネーサプライ／外貨準備／金融政策／全て）
• series_filter — BoJ時系列コード絞り込み（例: IR01, FM01, MD02）
• tenor_filter — JGB残存期間絞り込み（2Y, 5Y, 10Y, 20Y, 30Y ほか）
• date_from / date_to — 観測日範囲（ISO 8601）
• max_records — 最大レコード数（1〜1000、既定値100）

データソース

• 日本銀行 https://www.boj.or.jp/en/statistics/ および https://www.stat-search.boj.or.jp/
• 日本銀行金融政策決定会合声明 https://www.boj.or.jp/en/mopo/mpmdeci/
• 財務省JGB入札カレンダー https://www.mof.go.jp/english/policy/jgbs/auction/calendar/
• 財務省JGB金利情報 https://www.mof.go.jp/english/policy/jgbs/reference/interest_rate/
• 財務省外貨準備等の状況 https://www.mof.go.jp/policy/international_policy/reference/official_reserve_assets/

質問: hello@thenextgennexus.com

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⚖️ Legal & data sources

• Bank of Japan time-series statistics are published under the BoJ Open Data convention (English + Japanese mirrors). No license required for programmatic access; attribution requested.
• Bank of Japan Monetary Policy Releases (Policy Board statements) are public open-data published immediately after each MPM (Monetary Policy Meeting) under BoJ Act Article 15.
• MoF JGB auction calendars and yield CSVs are Ministry of Finance open-data published under Japan's Public Records and Archives Management Act and the Government Bond Act.
• MoF International Reserve Assets are published monthly per IMF SDDS (Special Data Dissemination Standard) commitments.

All requests are issued with a polite identified User-Agent (NexGenData BoJ Macro Actor (hello@thenextgennexus.com)), follow upstream rate limits, and observe robots.txt. No authentication is required for any source; no scraping of restricted, paywalled, or auth-walled content.

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❓ FAQ

Q: What's the "policy rate" — basic loan rate or call rate? A: BoJ targets the uncollateralized overnight call rate as its operational policy rate (the IOER + balance-rate tier system replaced the formal "policy rate" in 2016). The basic loan rate (旧公定歩合) is the standing-facility ceiling. Pull data_type: "interest_rates" to get both side-by-side.

Q: Why are stop_out_yield, bid_to_cover, and accepted_amount_JPY null on auction rows? A: MoF publishes the auction calendar (date + issue type) up to a week in advance, but auction results (price, yield, B/C ratio, accepted amount) are released ~3 PM JST on the auction day itself via a separate PDF. The current actor surfaces the calendar; result enrichment is on the v1.1 roadmap (parse the post-auction result PDFs).

Q: What's the JGB yield curve cadence? A: MoF publishes the compound-interest yield CSV daily, normally end-of-day Tokyo time (17:00 JST). The actor pulls the current-month CSV for windows ≤30 days, and falls back to the 1974 historical CSV for longer windows.

Q: How do I get only the 10Y JGB yield? A: {"data_type": "jgb_yields", "tenor_filter": "10Y"}. The actor filters to a single tenor and pushes one row per trading day.

Q: BoJ vs FRED — should I use this or the FRED actor? A: FRED carries Japan rate series but is US-Treasury-first and lags BoJ's primary feed by hours (sometimes days for monthly releases). FRED also has no JGB auction calendar and no MoF FX reserves. Use this actor for source-of-truth Japan macro; use the FRED actor for joining Japan series to a US-centric macro factor model.

Q: How current is the data? A: JGB yields are next-trading-day. BoJ call rate updates daily ~2 PM JST. Money stock is monthly (released ~8th of the following month). FX reserves are monthly (~7th of the following month). Policy Board statements drop immediately after the MPM ends.

Q: Can I get this as an MCP server? A: The MCP wrap is on the Wave 14+ roadmap as a separate actor (japan-boj-macro-rates-jgb-auctions-mcp). For now this is a PPE actor returning structured JSON rows.

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🏷️ About NexGenData

NexGenData operates a fleet of 380+ public-data actors covering global capital markets, regulatory filings, macro statistics, IP databases, and corporate registries. We specialize in turning fragmented government open-data into clean structured JSON for traders, analysts, and AI agents.

Contact: hello@thenextgennexus.com Fleet: apify.com/nexgendata