Last Update: 17 Aug 2018 8:15 GMT+0
The Japan 10Y Government Bond has a 0.096% yield.
10 Years vs 2 Years bond spread is 22.4 bp.
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 25.70.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's | positive | |
| Moody's Investors Service | - | |
| Fitch Ratings | - |
| Interest Rates | |
|---|---|
| Central Bank Rate | -0.10% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | |
|---|---|---|---|---|---|
| 5 Years CDS | 25.70 | +2.39 % | +2.39 % | -8.87 % |
Japan Government Bonds
List of available Government Bonds. You can click on the "Residual Maturity" link to get historical serie. Clicking on the "Forecast" link, you can see future preditions of bond yield.
| Residual Maturity |
Yield | Change 1M (Value 1M ago) |
Change 6M (Value 6M ago) |
Forecast | |
|---|---|---|---|---|---|
| 1 month | -0.095% | -1.0 bp (-0.085%) | -2.0 bp (-0.075%) | ||
| 3 months | -0.130% | -0.5 bp (-0.125%) | +2.3 bp (-0.153%) | ||
| 6 months | -0.140% | -2.0 bp (-0.120%) | -0.5 bp (-0.135%) | ||
| 9 months | -0.130% | -2.0 bp (-0.110%) | -1.5 bp (-0.115%) | ||
| 1 year | -0.128% | +0.2 bp (-0.130%) | +2.7 bp (-0.155%) | ||
| 2 years | -0.128% | +0.2 bp (-0.130%) | +2.9 bp (-0.157%) | ||
| 3 years | -0.103% | +0.7 bp (-0.110%) | +0.9 bp (-0.112%) | ||
| 4 years | -0.089% | +2.1 bp (-0.110%) | +1.5 bp (-0.104%) | ||
| 5 years | -0.084% | +2.1 bp (-0.105%) | +1.7 bp (-0.101%) | ||
| 6 years | -0.040% | +3.5 bp (-0.075%) | +2.0 bp (-0.060%) | ||
| 7 years | -0.010% | +4.0 bp (-0.050%) | +3.2 bp (-0.042%) | ||
| 8 years | 0.022% | +5.2 bp (-0.030%) | +2.6 bp (-0.004%) | ||
| 9 years | 0.064% | +5.5 bp (0.009%) | +3.0 bp (0.034%) | ||
| 10 years | 0.096% | +5.5 bp (0.041%) | +3.7 bp (0.059%) | ||
| 15 years | 0.344% | +9.6 bp (0.248%) | +5.7 bp (0.287%) | ||
| 20 years | 0.619% | +13.3 bp (0.486%) | +5.7 bp (0.562%) | ||
| 30 years | 0.849% | +17.0 bp (0.679%) | +6.2 bp (0.787%) | ||
| 40 years | 0.994% | +20.3 bp (0.791%) | +7.3 bp (0.921%) |
10Y Bond Yield Spread - Japan vs Main Countries
The Japan 10Y Government Bond has a 0.096% 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 | -21.1 bp | +9.7 | +43.7 | ||
| France 10Y | -57.4 bp | +1.4 | +32.6 | ||
| United Kingdom 10Y | -112.6 bp | +9.6 | +39.5 | ||
| Spain 10Y | -136.6 bp | -14.6 | +3.2 | ||
| Canada 10Y | -216.0 bp | -7.4 | +10.0 | ||
| Australia 10Y | -245.3 bp | +16.4 | +37.6 | ||
| United States 10Y | -276.8 bp | +5.5 | +4.6 | ||
| Italy 10Y | -301.7 bp | -58.6 | -109.3 | ||
| China 10Y | -355.8 bp | -9.8 | +28.3 | ||
| India 10Y | -776.5 bp | -6.0 | -24.1 | ||
| Russia 10Y | -845.4 bp | -87.5 | -147.3 | ||
| Brazil 10Y | -1154.4 bp | -24.5 | -175.3 |
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 | 0.994% | 67.33 | 100.20 | 165.94 | 231.69 | 297.43 | 363.17 | |
| 30 years | 0.849% | 77.60 | 103.98 | 156.76 | 209.53 | 262.30 | 315.07 | |
| 20 years | 0.619% | 88.39 | 107.15 | 144.66 | 182.17 | 219.69 | 257.20 | |
| 15 years | 0.344% | 94.98 | 109.57 | 138.76 | 167.95 | 197.15 | 226.34 | |
| 10 years | 0.096% | 99.05 | 108.99 | 128.89 | 148.78 | 168.68 | 188.57 | |
| 9 years | 0.064% | 99.43 | 108.40 | 126.34 | 144.28 | 162.22 | 180.17 | |
| 8 years | 0.022% | 99.82 | 107.82 | 123.80 | 139.78 | 155.77 | 171.75 | |
| 7 years | -0.010% | 100.07 | 107.07 | 121.08 | 135.08 | 149.09 | 163.10 | |
| 6 years | -0.040% | 100.24 | 106.25 | 118.27 | 130.28 | 142.30 | 154.32 | |
| 5 years | -0.084% | 100.42 | 105.43 | 115.46 | 125.48 | 135.51 | 145.53 | |
| 4 years | -0.089% | 100.36 | 104.37 | 112.38 | 120.40 | 128.42 | 136.44 | |
| 3 years | -0.103% | 100.31 | 103.32 | 109.33 | 115.34 | 121.35 | 127.37 | |
| 2 years | -0.128% | 100.26 | 102.26 | 106.27 | 110.28 | 114.28 | 118.29 | |
| 1 year | -0.128% | 100.13 | 101.13 | 103.13 | 105.13 | 107.14 | 109.14 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||