Bond Yields DailyJGB yields in 2011
10Y average1.124%No. 27 of 41
Year-end0.987%30 Dec 2011
Year high1.352%16 Feb 2011
Year low0.961%18 Nov 2011
10-year yield, monthly average
By tenor: average and year-end
| Tenor | Average | Year-end | y/y |
|---|---|---|---|
| 1-year | 0.136% | 0.119% | -2bp |
| 2-year | 0.167% | 0.131% | -4bp |
| 3-year | 0.236% | 0.195% | -3bp |
| 4-year | 0.341% | 0.281% | -4bp |
| 5-year | 0.427% | 0.343% | -6bp |
| 6-year | 0.545% | 0.450% | -9bp |
| 7-year | 0.682% | 0.560% | -13bp |
| 8-year | 0.839% | 0.706% | -15bp |
| 9-year | 0.995% | 0.871% | -13bp |
| 10-year | 1.124% | 0.987% | -14bp |
| 15-year | 1.617% | 1.476% | -11bp |
| 20-year | 1.890% | 1.740% | -14bp |
| 25-year | 1.998% | 1.832% | -13bp |
| 30-year | 2.049% | 1.921% | -7bp |
| 40-year | 2.213% | 2.109% | +8bp |
- January 2011
- February 2011
- March 2011
- April 2011
- May 2011
- June 2011
- July 2011
- August 2011
- September 2011
- October 2011
- November 2011
- December 2011
Japan vs. US 10-year yield
1.124%
2.782%
Average gap (US minus Japan): +166bp
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 1.124% in 2011 (No. 27 of 41 years) and ended the year at 0.987% (-14bp y/y).