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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
Month-end curve compared
| Tenor | 31 Jul 1987 | vs. prior month | vs. a year ago |
|---|---|---|---|
| 1-year | 4.071% | +37bp | -64bp |
| 2-year | 4.038% | +31bp | -85bp |
| 3-year | 4.100% | +28bp | -74bp |
| 4-year | 4.257% | +35bp | -79bp |
| 5-year | 4.424% | +44bp | -78bp |
| 6-year | 4.616% | +52bp | -64bp |
| 7-year | 4.724% | +58bp | -58bp |
| 8-year | 4.962% | +67bp | -42bp |
| 9-year | 5.103% | +68bp | -21bp |
| 10-year | 5.253% | +65bp | +5bp |
| 20-year | 5.604% | +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).