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JGB yields in August 1987
10Y average5.504%
10Y month-end5.489%31 Aug 1987
Month high5.826%4 Aug 1987
Month low5.164%22 Aug 1987
10-year yield, daily
Month-end curve compared
| Tenor | 31 Aug 1987 | vs. prior month | vs. a year ago |
|---|---|---|---|
| 1-year | 3.883% | -19bp | -75bp |
| 2-year | 3.947% | -9bp | -70bp |
| 3-year | 3.992% | -11bp | -62bp |
| 4-year | 4.235% | -2bp | -54bp |
| 5-year | 4.416% | -1bp | -47bp |
| 6-year | 4.813% | +20bp | -15bp |
| 7-year | 5.126% | +40bp | +14bp |
| 8-year | 5.197% | +24bp | +12bp |
| 9-year | 5.189% | +9bp | ±0bp |
| 10-year | 5.489% | +24bp | +37bp |
| 20-year | 5.789% | +18bp | – |
Month-end 10Y–2Y slope: +154bp
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.
About this page
The 10-year yield averaged 5.504% in August 1987 and ended at 5.489% (+24bp m/m).