Japan Government Bond Yield Curve

Japan yield curve is a graphical representation of interest rates on Japanese government bonds across different maturities. The benchmark is used to assess government borrowing costs across different time horizons and to analyze conditions in the domestic debt market. The Ministry of Finance of Japan constructs the curve using quotations of the most liquid Japanese government bond issues. The methodology uses government bonds with remaining maturities closest to each standard tenor, helping to more accurately reflect market conditions across different segments of the yield curve. The curve includes 15 tenors ranging from 1 year to 40 years. Curve values are published daily on business days for the previous trading day.

The data on the curves on the page is available for the past 3 years — access to additional data is available through the Cbn-data API