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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

10Y6.525.426.3109-0109-1609-30

Month-end curve compared

Tenor30 Sep 1987vs. prior monthvs. a year ago
1-year4.789%+91bp-5bp
2-year4.850%+90bp±0bp
3-year4.933%+94bp+13bp
4-year5.192%+96bp+27bp
5-year5.459%+104bp+43bp
6-year5.745%+93bp+63bp
7-year5.937%+81bp+67bp
8-year5.936%+74bp+50bp
9-year6.018%+83bp+47bp
10-year6.307%+82bp+67bp
20-year6.539%+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.

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The 10-year yield averaged 5.948% in September 1987 and ended at 6.307% (+82bp m/m).