Dataset current through 4 August 2026

Yen Carry Trade Dashboard

SEC-reported yen debt and JASDEC Samurai bonds, with maturity, rate, financing and underwriting data.

The dataset identifies yen funding exposure and potential carry-like economics. It does not establish that an issuer is operating a speculative foreign-exchange carry trade.

Instruments
SEC debt + JASDEC bonds
Combined principal
Mixed principal basis
SEC current direct debt
163 quantified rows
JASDEC Samurai universe
Original bond amount

Charts

Measures from the final charts file, with instrument-level records in the debt table.

Principal basisCombined values add JASDEC original total bond amount to quantified current direct JPY principal from SEC disclosures. They frame identifiable exposure but are not a single accounting measure of current market-wide outstanding debt.

Maturity wall by issuer

Yen due by year, stacked by issuer. The gold line is the principal-weighted fixed coupon or latest disclosed floating/effective rate for each maturity year.

Weighted average rate

Aggregate Statistics for All Issuers

These four charts cover all issuers in the combined SEC and JASDEC population. Individual charts use only records with the dates or rates required for that calculation, as stated in each chart description.

Cost of Funding by Issue Year

Principal-weighted issue yield when disclosed; otherwise fixed coupon as a proxy. Floating current resets are excluded.

Rate Type and Benchmark

Contractual rate classification with TONA/TORF/OIS and TIBOR separated.

Financing Events by Year

Unique financing events by issue/source year. Same-day tranches from one issuer are grouped.

Original Tenure by Issue Year

Exact maturity date minus exact issue/source date, principal weighted.