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JGB yields in August 2003

10Y average1.147%
10Y month-end1.432%29 Aug 2003
Month high1.432%29 Aug 2003
Month low0.881%8 Aug 2003

10-year yield, daily

10Y1.430.8808-0108-1508-29

Month-end curve compared

Tenor29 Aug 2003vs. prior monthvs. a year ago
1-year0.032%+2bp+2bp
2-year0.187%+12bp+17bp
3-year0.364%+21bp+28bp
4-year0.560%+32bp+38bp
5-year0.720%+40bp+41bp
6-year0.881%+45bp+46bp
7-year1.061%+50bp+44bp
8-year1.257%+54bp+44bp
9-year1.369%+53bp+36bp
10-year1.432%+49bp+29bp
15-year1.645%+45bp+10bp
20-year1.846%+41bp+2bp
30-year2.015%+29bp-3bp

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 1.147% in August 2003 and ended at 1.432% (+49bp m/m).