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JGB yields in December 1987

10Y average5.133%
10Y month-end4.824%28 Dec 1987
Month high5.352%15 Dec 1987
Month low4.824%28 Dec 1987

10-year yield, daily

10Y5.354.8212-0112-1512-28

Month-end curve compared

Tenor28 Dec 1987vs. prior monthvs. a year ago
1-year3.822%-8bp-59bp
2-year3.804%-20bp-63bp
3-year3.964%-15bp-50bp
4-year4.114%-13bp-43bp
5-year4.282%-15bp-35bp
6-year4.392%-18bp-35bp
7-year4.514%-30bp-34bp
8-year4.568%-30bp-43bp
9-year4.976%-9bp-16bp
10-year4.824%-45bp-54bp
20-year5.560%-39bp-18bp

Month-end 10Y–2Y slope: +102bp

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.

← November 1987January 1988 →

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The 10-year yield averaged 5.133% in December 1987 and ended at 4.824% (-45bp m/m).