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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
Month-end curve compared
| Tenor | 28 Dec 1987 | vs. prior month | vs. a year ago |
|---|---|---|---|
| 1-year | 3.822% | -8bp | -59bp |
| 2-year | 3.804% | -20bp | -63bp |
| 3-year | 3.964% | -15bp | -50bp |
| 4-year | 4.114% | -13bp | -43bp |
| 5-year | 4.282% | -15bp | -35bp |
| 6-year | 4.392% | -18bp | -35bp |
| 7-year | 4.514% | -30bp | -34bp |
| 8-year | 4.568% | -30bp | -43bp |
| 9-year | 4.976% | -9bp | -16bp |
| 10-year | 4.824% | -45bp | -54bp |
| 20-year | 5.560% | -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.
About this page
The 10-year yield averaged 5.133% in December 1987 and ended at 4.824% (-45bp m/m).