Last Update: 13 Dec 2018 5:15 GMT+0
The Japan 10Y Government Bond has a 0.057% yield.
10 Years vs 2 Years bond spread is 20.1 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 22.90 and implied probability of default is 0.38%.
| 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 | 22.90 | +33.14 % | +21.81 % | -16.12 % | 0.38 % |
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 | -0.225% | -10.0 bp | -13.0 bp | ||||||
| 3 months | -0.230% | -1.5 bp | -12.5 bp | ||||||
| 6 months | -0.220% | 0.0 bp | -11.0 bp | ||||||
| 9 months | -0.160% | -1.0 bp | -4.5 bp | ||||||
| 1 year | -0.166% | -1.6 bp | -3.6 bp | 100.17 | +0.02 % | +0.04 % | |||
| 2 years | -0.144% | -0.8 bp | -1.4 bp | 100.29 | +0.02 % | +0.03 % | |||
| 3 years | -0.135% | -2.6 bp | -1.8 bp | 100.41 | +0.08 % | +0.06 % | |||
| 4 years | -0.129% | -2.8 bp | -1.9 bp | 100.52 | +0.11 % | +0.08 % | |||
| 5 years | -0.110% | -2.7 bp | -0.5 bp | 100.55 | +0.13 % | +0.02 % | |||
| 6 years | -0.105% | -5.5 bp | -3.8 bp | 100.63 | +0.33 % | +0.23 % | |||
| 7 years | -0.090% | -6.8 bp | -5.0 bp | 100.63 | +0.48 % | +0.35 % | |||
| 8 years | -0.050% | -7.4 bp | -3.6 bp | 100.40 | +0.59 % | +0.29 % | |||
| 9 years | 0.008% | -6.1 bp | -1.4 bp | 99.93 | +0.55 % | +0.13 % | |||
| 10 years | 0.057% | -5.7 bp | +0.8 bp | 99.43 | +0.57 % | -0.08 % | |||
| 15 years | 0.316% | -5.7 bp | +5.2 bp | 95.38 | +0.86 % | -0.77 % | |||
| 20 years | 0.573% | -7.6 bp | +5.0 bp | 89.20 | +1.53 % | -0.99 % | |||
| 30 years | 0.798% | -8.0 bp | +6.9 bp | 78.78 | +2.40 % | -2.04 % | |||
| 40 years | 0.951% | -8.3 bp | +7.2 bp | 68.48 | +3.33 % | -2.81 % | |||
10Y Bond Yield Spread - Japan vs Main Countries
The Japan 10Y Government Bond has a 0.057% 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 | -23.1 bp | +5.6 | +19.9 | ||
| France 10Y | -68.5 bp | -2.0 | +11.2 | ||
| United Kingdom 10Y | -122.3 bp | +16.0 | +10.0 | ||
| Spain 10Y | -137.8 bp | +13.2 | -1.0 | ||
| Canada 10Y | -207.7 bp | +26.8 | +19.6 | ||
| Australia 10Y | -241.7 bp | +18.4 | +31.0 | ||
| United States 10Y | -285.4 bp | +17.5 | +7.3 | ||
| Italy 10Y | -294.2 bp | +39.8 | -17.6 | ||
| China 10Y | -327.6 bp | +11.2 | +38.7 | ||
| India 10Y | -733.7 bp | +31.1 | +54.4 | ||
| Russia 10Y | -862.3 bp | +29.3 | -109.2 | ||
| Brazil 10Y | -998.3 bp | +45.3 | +159.8 |
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 | 0.951% | 68.48 | 101.62 | 167.91 | 234.19 | 300.48 | 366.76 | |
| 30 years | 0.798% | 78.78 | 105.37 | 158.54 | 211.71 | 264.88 | 318.05 | |
| 20 years | 0.573% | 89.20 | 108.05 | 145.74 | 183.43 | 221.12 | 258.81 | |
| 15 years | 0.316% | 95.38 | 110.01 | 139.26 | 168.52 | 197.77 | 227.03 | |
| 10 years | 0.057% | 99.43 | 109.40 | 129.34 | 149.28 | 169.21 | 189.15 | |
| 9 years | 0.008% | 99.93 | 108.92 | 126.92 | 144.91 | 162.90 | 180.90 | |
| 8 years | -0.050% | 100.40 | 108.42 | 124.45 | 140.49 | 156.53 | 172.56 | |
| 7 years | -0.090% | 100.63 | 107.66 | 121.71 | 135.76 | 149.81 | 163.86 | |
| 6 years | -0.105% | 100.63 | 106.65 | 118.70 | 130.74 | 142.79 | 154.83 | |
| 5 years | -0.110% | 100.55 | 105.57 | 115.60 | 125.63 | 135.67 | 145.70 | |
| 4 years | -0.129% | 100.52 | 104.53 | 112.56 | 120.58 | 128.61 | 136.63 | |
| 3 years | -0.135% | 100.41 | 103.41 | 109.43 | 115.45 | 121.46 | 127.48 | |
| 2 years | -0.144% | 100.29 | 102.29 | 106.30 | 110.31 | 114.32 | 118.33 | |
| 1 year | -0.166% | 100.17 | 101.17 | 103.17 | 105.17 | 107.18 | 109.18 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||