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

Content: 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. Price refers to a hypothetical zero coupon bond, with a face value 100. Swipe left to see all data

Residual
Maturity
Yield

ZC Price
Fx
Last
Chg 1M
Chg 6M
Last
Chg 1M
Chg 6M

1 month
-0.109%
+7.9 bp
+1.5 bp






3 months
-0.109%
0.0 bp
-2.9 bp






6 months
-0.109%
-0.3 bp
-2.3 bp






9 months
-0.129%
+8.9 bp
+8.8 bp






1 year
-0.122%
+0.6 bp
+0.7 bp

100.12
-0.01 %
-0.01 %


2 years
-0.132%
-0.3 bp
-0.2 bp

100.26
0.00 %
0.00 %


3 years
-0.130%
+0.5 bp
+2.5 bp

100.39
-0.02 %
-0.08 %


4 years
-0.125%
0.0 bp
+1.4 bp

100.50
0.00 %
-0.06 %


5 years
-0.097%
-0.2 bp
+1.4 bp

100.49
+0.01 %
-0.07 %


6 years
-0.072%
-0.7 bp
+3.2 bp

100.43
+0.04 %
-0.20 %


7 years
-0.042%
-0.8 bp
+5.8 bp

100.29
+0.05 %
-0.41 %


8 years
-0.004%
-2.4 bp
+6.4 bp

100.03
+0.19 %
-0.52 %


9 years
0.037%
-1.8 bp
+6.1 bp

99.67
+0.16 %
-0.55 %


10 years
0.077%
-1.2 bp
+6.1 bp

99.23
+0.12 %
-0.61 %


15 years
0.281%
-0.7 bp
+5.0 bp

95.88
+0.10 %
-0.75 %


20 years
0.449%
-0.8 bp
+5.8 bp

91.43
+0.16 %
-1.15 %


30 years
0.675%
+1.6 bp
+2.9 bp

81.72
-0.47 %
-0.86 %


40 years
0.715%
+3.5 bp
+4.0 bp

75.20
-1.39 %
-1.58 %

Readings that may interest you
The Principles of Bond Investment
The ETF Book: All You Need to Know About Exchange-Traded Funds, Updated Edition ...
The 8-Step Beginner’s Guide to Value Investing: Featuring 20 for 20 - The 20 ...
10Y Bond Yield Spread - Japan vs Main Countries
The Japan 10Y Government Bond has a 0.077% yield. Click on Spread value for the historical serie.