Spot Rate

1Y 2Y 3Y 4Y 5Y 6Y 7Y 8Y 9Y 10Y 15Y 20Y 25Y 30Y 35Y 40Y
-0.137 -0.092 -0.047 -0.002 0.047 0.099 0.148 0.195 0.249 0.314 0.645 0.959 1.142 1.280 1.280 1.347

 

Compound yield

The JBT-JGB.CMY, one of nonparametric smoothed yield curves, is estimated from BB JGB Closing Prices using a nonlinear regression model based on radial basis function networks.

1Y 2Y 3Y 4Y 5Y 6Y 7Y 8Y 9Y 10Y 15Y 20Y 25Y 30Y 35Y 40Y
-0.127 -0.086 -0.051 -0.007 0.049 0.107 0.157 0.197 0.239 0.294 0.628 0.910 1.098 1.209 1.223 1.262