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JGB yields in July 1987

10Y average4.989%
10Y month-end5.253%31 Jul 1987
Month high5.253%31 Jul 1987
Month low4.584%2 Jul 1987

10-year yield, daily

10Y5.254.5807-0107-1607-31

Month-end curve compared

Tenor31 Jul 1987vs. prior monthvs. a year ago
1-year4.071%+37bp-64bp
2-year4.038%+31bp-85bp
3-year4.100%+28bp-74bp
4-year4.257%+35bp-79bp
5-year4.424%+44bp-78bp
6-year4.616%+52bp-64bp
7-year4.724%+58bp-58bp
8-year4.962%+67bp-42bp
9-year5.103%+68bp-21bp
10-year5.253%+65bp+5bp
20-year5.604%+56bp–

Month-end 10Y–2Y slope: +121bp

JGB yields from Japan's Ministry of Finance; US yields are the Treasury's daily par yield curve. Percent per year; 1 bp = 0.01%. Not investment advice.

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The 10-year yield averaged 4.989% in July 1987 and ended at 5.253% (+65bp m/m).