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JGB yields in January 2007

10Y average1.707%
10Y month-end1.704%31 Jan 2007
Month high1.752%10 Jan 2007
Month low1.658%22 Jan 2007

10-year yield, daily

10Y1.751.661.7001-0401-1801-31

Month-end curve compared

Tenor31 Jan 2007vs. prior monthvs. a year ago
1-year0.542%-7bp+45bp
2-year0.708%-7bp+41bp
3-year0.872%-6bp+36bp
4-year1.041%-5bp+31bp
5-year1.194%-5bp+27bp
6-year1.316%-3bp+22bp
7-year1.422%-3bp+16bp
8-year1.519%-2bp+12bp
9-year1.611%±0bp+12bp
10-year1.704%+3bp+15bp
15-year1.977%+6bp+15bp
20-year2.150%+8bp+10bp
25-year2.314%+9bp+4bp
30-year2.391%+9bp+1bp

Month-end 10Y–2Y slope: +100bp

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 1.707% in January 2007 and ended at 1.704% (+3bp m/m).