Last Update: 22 Feb 2019 1:15 GMT+0
The Japan 10Y Government Bond has a -0.037% yield.
10 Years vs 2 Years bond spread is 14 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 | 1.2 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 0.7 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 14 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 | -0.47 % | -5.38 % | +17.22 % | 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 | -0.135% | -1.5 bp | -4.0 bp | ||||||
| 3 months | -0.200% | -1.5 bp | -4.7 bp | ||||||
| 6 months | -0.220% | 0.0 bp | -7.5 bp | ||||||
| 9 months | -0.185% | -1.0 bp | -7.0 bp | ||||||
| 1 year | -0.189% | -1.0 bp | -6.9 bp | 100.19 | +0.01 % | +0.07 % | |||
| 2 years | -0.177% | -1.1 bp | -5.7 bp | 100.35 | +0.02 % | +0.11 % | |||
| 3 years | -0.178% | -1.5 bp | -7.3 bp | 100.54 | +0.05 % | +0.22 % | |||
| 4 years | -0.179% | -1.8 bp | -9.4 bp | 100.72 | +0.07 % | +0.38 % | |||
| 5 years | -0.170% | -1.4 bp | -9.0 bp | 100.85 | +0.07 % | +0.45 % | |||
| 6 years | -0.169% | -2.0 bp | -12.9 bp | 101.02 | +0.12 % | +0.78 % | |||
| 7 years | -0.169% | -2.3 bp | -17.8 bp | 101.19 | +0.16 % | +1.25 % | |||
| 8 years | -0.140% | -3.5 bp | -16.5 bp | 101.13 | +0.29 % | +1.33 % | |||
| 9 years | -0.081% | -4.1 bp | -14.6 bp | 100.73 | +0.37 % | +1.32 % | |||
| 10 years | -0.037% | -4.1 bp | -13.1 bp | 100.37 | +0.41 % | +1.32 % | |||
| 15 years | 0.189% | -5.4 bp | -15.1 bp | 97.21 | +0.82 % | +2.28 % | |||
| 20 years | 0.409% | -4.7 bp | -20.6 bp | 92.16 | +0.94 % | +4.18 % | |||
| 30 years | 0.570% | -11.1 bp | -27.4 bp | 84.32 | +3.36 % | +8.51 % | |||
| 40 years | 0.639% | -13.9 bp | -34.7 bp | 77.51 | +5.67 % | +14.76 % | |||
10Y Bond Yield Spread - Japan vs Main Countries
The Japan 10Y Government Bond has a -0.037% 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 | -16.1 bp | +6.3 | +8.5 | ||
| France 10Y | -58.2 bp | +5.3 | +1.2 | ||
| United Kingdom 10Y | -123.9 bp | +7.7 | -6.6 | ||
| Spain 10Y | -126.0 bp | +9.4 | +4.8 | ||
| Canada 10Y | -196.1 bp | +0.4 | +20.2 | ||
| Australia 10Y | -213.9 bp | +13.8 | +30.7 | ||
| United States 10Y | -272.5 bp | +1.7 | 0.0 | ||
| Italy 10Y | -289.4 bp | -11.8 | +7.5 | ||
| China 10Y | -319.9 bp | -7.3 | +35.3 | ||
| India 10Y | -758.1 bp | -5.2 | +15.2 | ||
| Russia 10Y | -847.7 bp | -20.1 | +4.9 | ||
| Brazil 10Y | -903.7 bp | +1.9 | +302.9 |
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 | 0.639% | 77.51 | 112.71 | 183.10 | 253.50 | 323.90 | 394.29 | |
| 30 years | 0.570% | 84.32 | 111.83 | 166.83 | 221.84 | 276.85 | 331.85 | |
| 20 years | 0.409% | 92.16 | 111.33 | 149.66 | 187.99 | 226.32 | 264.66 | |
| 15 years | 0.189% | 97.21 | 111.98 | 141.53 | 171.09 | 200.64 | 230.19 | |
| 10 years | -0.037% | 100.37 | 110.39 | 130.43 | 150.47 | 170.51 | 190.55 | |
| 9 years | -0.081% | 100.73 | 109.77 | 127.84 | 145.91 | 163.99 | 182.06 | |
| 8 years | -0.140% | 101.13 | 109.18 | 125.28 | 141.38 | 157.48 | 173.58 | |
| 7 years | -0.169% | 101.19 | 108.24 | 122.33 | 136.43 | 150.52 | 164.62 | |
| 6 years | -0.169% | 101.02 | 107.06 | 119.13 | 131.20 | 143.27 | 155.34 | |
| 5 years | -0.170% | 100.85 | 105.88 | 115.93 | 125.98 | 136.03 | 146.08 | |
| 4 years | -0.179% | 100.72 | 104.74 | 112.77 | 120.81 | 128.84 | 136.88 | |
| 3 years | -0.178% | 100.54 | 103.55 | 109.57 | 115.59 | 121.61 | 127.63 | |
| 2 years | -0.177% | 100.35 | 102.36 | 106.37 | 110.38 | 114.39 | 118.40 | |
| 1 year | -0.189% | 100.19 | 101.19 | 103.20 | 105.20 | 107.20 | 109.21 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||