Last Update: 19 Apr 2019 8:15 GMT+0
The Japan 10Y Government Bond has a -0.027% yield.
10 Years vs 2 Years bond spread is 12.4 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities
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 21.10 and implied probability of default is 0.35%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 1.1 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 0.1 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 12.4 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
A+
|
positive |
| Moody's Investors Service |
A1
|
- |
| Fitch Ratings |
A
|
- |
| DBRS |
A (high)
|
- |
| 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 | 21.10 | -1.40 % | +0.48 % | +23.39 % | 0.35 % |
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 | -0.155% | -5.5 bp | -5.0 bp | ||||||
| 3 months | -0.175% | -2.0 bp | +7.0 bp | ||||||
| 6 months | -0.220% | 0.0 bp | -4.0 bp | ||||||
| 9 months | -0.165% | -1.5 bp | -3.5 bp | ||||||
| 1 year | -0.162% | -0.3 bp | -2.8 bp | 100.16 | 0.00 % | +0.03 % | |||
| 2 years | -0.151% | +0.9 bp | -3.6 bp | 100.30 | -0.02 % | +0.07 % | |||
| 3 years | -0.153% | +1.1 bp | -5.8 bp | 100.46 | -0.03 % | +0.17 % | |||
| 4 years | -0.155% | +1.8 bp | -8.0 bp | 100.62 | -0.08 % | +0.32 % | |||
| 5 years | -0.150% | +1.7 bp | -9.5 bp | 100.75 | -0.09 % | +0.47 % | |||
| 6 years | -0.144% | +2.7 bp | -13.4 bp | 100.87 | -0.16 % | +0.81 % | |||
| 7 years | -0.136% | +3.6 bp | -15.4 bp | 100.96 | -0.25 % | +1.09 % | |||
| 8 years | -0.116% | +2.9 bp | -17.9 bp | 100.93 | -0.24 % | +1.44 % | |||
| 9 years | -0.065% | +2.5 bp | -17.4 bp | 100.59 | -0.22 % | +1.59 % | |||
| 10 years | -0.027% | +1.7 bp | -17.6 bp | 100.27 | -0.17 % | +1.78 % | |||
| 15 years | 0.190% | +0.9 bp | -21.5 bp | 97.19 | -0.13 % | +3.26 % | |||
| 20 years | 0.390% | +0.1 bp | -29.4 bp | 92.51 | -0.02 % | +6.02 % | |||
| 30 years | 0.586% | +2.6 bp | -32.8 bp | 83.92 | -0.78 % | +10.26 % | |||
| 40 years | 0.622% | +0.1 bp | -46.1 bp | 78.03 | -0.04 % | +20.06 % | |||
10Y Bond Yield Spread - Japan vs Main Countries
The Japan 10Y Government Bond has a -0.027% 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 | -5.0 bp | +9.9 | +25.4 | ||
| France 10Y | -39.7 bp | +12.4 | +28.9 | ||
| Spain 10Y | -108.8 bp | +14.2 | +52.3 | ||
| United Kingdom 10Y | -121.6 bp | +1.7 | +22.1 | ||
| Canada 10Y | -179.3 bp | -2.1 | +55.3 | ||
| Australia 10Y | -195.2 bp | +1.8 | +60.4 | ||
| United States 10Y | -258.7 bp | +7.5 | +46.0 | ||
| Italy 10Y | -263.9 bp | -10.6 | +78.1 | ||
| China 10Y | -341.7 bp | -21.5 | +1.7 | ||
| India 10Y | -744.7 bp | +13.3 | +32.5 | ||
| Russia 10Y | -826.7 bp | +5.7 | +17.4 | ||
| Brazil 10Y | -898.7 bp | -18.3 | +124.4 |
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 | 0.622% | 78.03 | 113.35 | 183.98 | 254.61 | 325.24 | 395.87 | |
| 30 years | 0.586% | 83.92 | 111.36 | 166.23 | 221.11 | 275.98 | 330.86 | |
| 20 years | 0.390% | 92.51 | 111.71 | 150.12 | 188.53 | 226.94 | 265.35 | |
| 15 years | 0.190% | 97.19 | 111.97 | 141.52 | 171.07 | 200.61 | 230.16 | |
| 10 years | -0.027% | 100.27 | 110.29 | 130.31 | 150.34 | 170.37 | 190.40 | |
| 9 years | -0.065% | 100.59 | 109.62 | 127.67 | 145.73 | 163.79 | 181.85 | |
| 8 years | -0.116% | 100.93 | 108.97 | 125.06 | 141.14 | 157.23 | 173.31 | |
| 7 years | -0.136% | 100.96 | 108.00 | 122.07 | 136.15 | 150.22 | 164.30 | |
| 6 years | -0.144% | 100.87 | 106.90 | 118.96 | 131.02 | 143.08 | 155.14 | |
| 5 years | -0.150% | 100.75 | 105.78 | 115.82 | 125.87 | 135.91 | 145.96 | |
| 4 years | -0.155% | 100.62 | 104.64 | 112.67 | 120.70 | 128.73 | 136.76 | |
| 3 years | -0.153% | 100.46 | 103.47 | 109.49 | 115.51 | 121.52 | 127.54 | |
| 2 years | -0.151% | 100.30 | 102.31 | 106.32 | 110.33 | 114.33 | 118.34 | |
| 1 year | -0.162% | 100.16 | 101.16 | 103.17 | 105.17 | 107.17 | 109.18 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||