Spot Rate

1Y 2Y 3Y 4Y 5Y 6Y 7Y 8Y 9Y 10Y 15Y 20Y 25Y 30Y 35Y 40Y
-0.130 -0.120 -0.112 -0.111 -0.114 -0.112 -0.096 -0.059 -0.005 0.056 0.279 0.492 0.598 0.715 0.711 0.757

 

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 -0.118 -0.111 -0.109 -0.111 -0.109 -0.094 -0.060 -0.010 0.047 0.271 0.462 0.565 0.672 0.674 0.706