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JGB yields in September 1987
10Y average5.948%
10Y month-end6.307%30 Sep 1987
Month high6.517%29 Sep 1987
Month low5.425%1 Sep 1987
10-year yield, daily
Month-end curve compared
| Tenor | 30 Sep 1987 | vs. prior month | vs. a year ago |
|---|---|---|---|
| 1-year | 4.789% | +91bp | -5bp |
| 2-year | 4.850% | +90bp | ±0bp |
| 3-year | 4.933% | +94bp | +13bp |
| 4-year | 5.192% | +96bp | +27bp |
| 5-year | 5.459% | +104bp | +43bp |
| 6-year | 5.745% | +93bp | +63bp |
| 7-year | 5.937% | +81bp | +67bp |
| 8-year | 5.936% | +74bp | +50bp |
| 9-year | 6.018% | +83bp | +47bp |
| 10-year | 6.307% | +82bp | +67bp |
| 20-year | 6.539% | +75bp | – |
Month-end 10Y–2Y slope: +146bp
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 5.948% in September 1987 and ended at 6.307% (+82bp m/m).