Title: Japan Government Bonds - Yields Curve
Headings: Japan Government Bonds - Yields Curve
Japan Government Bonds - Yields Curve
Related Topics

Content: Japan Government Bonds - Yields Curve
Japan Government Bonds - Yields Curve
Last Update: 31 May 2021 2:15 GMT+0
The Japan 10Y Government Bond has a 0.077% yield. 10 Years vs 2 Years bond spread is 20.9 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities. Central Bank Rate is -0.10% (last modification in January 2016). The Japan credit rating is A+, according to Standard & Poor's agency. Current 5-Years Credit Default Swap quotation is 17.00 and implied probability of default is 0.28%. Created with Highcharts 9.1.0
Residual Maturity
Chart context menu
Japan Yield Curve - 31 May 2021 Japan Government Bonds Japan (31 May 2021) 1M ago 6M ago 6Y 12Y 18Y 24Y 30Y 36Y -0.5% -0.25% 0% 0.25% 0.5% 0.75% 1% Highcharts.com
Swipe left to see all data
Yield Comparison
Spread

Curve Convexity

2Y vs 1Y
-1 bp

Yield Curve is inverted in Short-Term Maturities

5Y vs 2Y
3.5 bp

Yield Curve is flat in Mid-Term vs Short-Term Maturities

10Y vs 2Y
20.9 bp

Yield Curve is flat in Long-Term vs Short-Term Maturities
Swipe left to see all data
Rating Agency
Rating
Outlook
Standard & Poor's
A+
-
Moody's Investors Service
A1
-
Fitch Ratings
A
negative
DBRS
A (high)
-
Japan Credit Ratings History
Interest Rates
Central Bank Rate
-0.10%
Swipe left to see all data

Credit Default Swap
CDS Value
Var % 1W
Var % 1M
Var % 1Y
Implied PD

5 Years CDS
17.00
-4.49 %
-2.86 %
-28.27 %
0.28 %
Japan Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.