Last Update: 23 Oct 2018 8:15 GMT+0
The Japan 10Y Government Bond has a 0.149% yield.
10 Years vs 2 Years bond spread is 26.3 bp. Yield Curve is flat
Central Bank Rate is -0.10%.
The Japan rating is A+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 23.90 and implied probability of default is 0.40%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
A+
|
positive |
| Moody's Investors Service |
A1
|
- |
| Fitch Ratings |
A
|
- |
| DBRS |
A
|
- |
| Japan Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | -0.10% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 23.90 | -0.83 % | -2.85 % | -34.52 % | 0.40 % |
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.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | -0.105% | +2.0 bp | 0.0 bp | ||||||
| 3 months | -0.260% | -15.5 bp | -11.2 bp | ||||||
| 6 months | -0.180% | -4.0 bp | -5.5 bp | ||||||
| 9 months | -0.180% | -7.0 bp | -6.0 bp | ||||||
| 1 year | -0.133% | -2.3 bp | +0.2 bp | 100.13 | +0.02 % | -0.01 % | |||
| 2 years | -0.114% | -1.0 bp | +1.5 bp | 100.23 | +0.02 % | -0.03 % | |||
| 3 years | -0.097% | -2.1 bp | +1.1 bp | 100.29 | +0.06 % | -0.03 % | |||
| 4 years | -0.075% | -1.5 bp | +1.8 bp | 100.30 | +0.06 % | -0.07 % | |||
| 5 years | -0.055% | -0.1 bp | +3.1 bp | 100.28 | +0.01 % | -0.15 % | |||
| 6 years | -0.009% | -1.3 bp | +3.9 bp | 100.05 | +0.07 % | -0.24 % | |||
| 7 years | 0.015% | -0.8 bp | +4.1 bp | 99.90 | +0.06 % | -0.28 % | |||
| 8 years | 0.061% | -0.5 bp | +5.8 bp | 99.51 | +0.04 % | -0.47 % | |||
| 9 years | 0.106% | +0.2 bp | +7.1 bp | 99.05 | -0.02 % | -0.64 % | |||
| 10 years | 0.149% | +2.0 bp | +8.8 bp | 98.52 | -0.20 % | -0.88 % | |||
| 15 years | 0.404% | +1.4 bp | +12.2 bp | 94.13 | -0.21 % | -1.80 % | |||
| 20 years | 0.685% | +3.3 bp | +14.7 bp | 87.24 | -0.65 % | -2.87 % | |||
| 30 years | 0.914% | +2.1 bp | +17.3 bp | 76.11 | -0.63 % | -5.02 % | |||
| 40 years | 1.082% | +3.4 bp | +20.8 bp | 65.02 | -1.34 % | -7.90 % | |||
10Y Bond Yield Spread - Japan vs Main Countries
The Japan 10Y Government Bond has a 0.149% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Japan 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | -28.2 bp | +5.0 | +29.2 | ||
| France 10Y | -65.3 bp | -0.3 | +12.9 | ||
| United Kingdom 10Y | -134.9 bp | +7.9 | +12.7 | ||
| Spain 10Y | -154.0 bp | -15.6 | -29.2 | ||
| Canada 10Y | -233.6 bp | -3.5 | -4.2 | ||
| Australia 10Y | -253.0 bp | +4.0 | +27.9 | ||
| United States 10Y | -300.7 bp | -6.9 | -9.1 | ||
| Italy 10Y | -330.5 bp | -59.5 | -157.4 | ||
| China 10Y | -345.5 bp | +12.9 | +8.7 | ||
| India 10Y | -775.2 bp | +19.5 | -7.3 | ||
| Russia 10Y | -840.1 bp | +16.0 | -112.2 | ||
| Brazil 10Y | -1006.1 bp | +151.0 | -42.7 |
Japan Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 40 years | 1.082% | 65.02 | 97.35 | 162.01 | 226.67 | 291.32 | 355.98 | |
| 30 years | 0.914% | 76.11 | 102.25 | 154.52 | 206.79 | 259.06 | 311.33 | |
| 20 years | 0.685% | 87.24 | 105.87 | 143.13 | 180.39 | 217.65 | 254.92 | |
| 15 years | 0.404% | 94.13 | 108.66 | 137.71 | 166.76 | 195.81 | 224.87 | |
| 10 years | 0.149% | 98.52 | 108.44 | 128.28 | 148.11 | 167.95 | 187.79 | |
| 9 years | 0.106% | 99.05 | 108.00 | 125.91 | 143.81 | 161.72 | 179.62 | |
| 8 years | 0.061% | 99.51 | 107.49 | 123.45 | 139.40 | 155.36 | 171.32 | |
| 7 years | 0.015% | 99.90 | 106.89 | 120.88 | 134.87 | 148.87 | 162.86 | |
| 6 years | -0.009% | 100.05 | 106.06 | 118.06 | 130.06 | 142.07 | 154.07 | |
| 5 years | -0.055% | 100.28 | 105.28 | 115.30 | 125.32 | 135.33 | 145.35 | |
| 4 years | -0.075% | 100.30 | 104.31 | 112.32 | 120.34 | 128.35 | 136.37 | |
| 3 years | -0.097% | 100.29 | 103.30 | 109.31 | 115.32 | 121.33 | 127.34 | |
| 2 years | -0.114% | 100.23 | 102.23 | 106.24 | 110.25 | 114.25 | 118.26 | |
| 1 year | -0.133% | 100.13 | 101.13 | 103.14 | 105.14 | 107.14 | 109.15 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||