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JGB yields in July 2001

10Y average1.313%
10Y month-end1.333%31 Jul 2001
Month high1.394%24 Jul 2001
Month low1.233%5 Jul 2001

10-year yield, daily

10Y1.391.231.3307-0207-1607-31

Month-end curve compared

Tenor31 Jul 2001vs. prior monthvs. a year ago
1-year0.051%+2bp-24bp
2-year0.091%+2bp-36bp
3-year0.194%+4bp-40bp
4-year0.320%+4bp-50bp
5-year0.461%+6bp-59bp
6-year0.622%+9bp-58bp
7-year0.803%+12bp-54bp
8-year1.000%+14bp-48bp
9-year1.178%+15bp-40bp
10-year1.333%+15bp-32bp
15-year1.733%+17bp-26bp
20-year2.030%+18bp-14bp
30-year2.401%+21bp+9bp

Month-end 10Y–2Y slope: +124bp

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 1.313% in July 2001 and ended at 1.333% (+15bp m/m).