日本国债(JGB)收益率
拟合即期曲线,截至 2026-09-11
https://bondscovery.com/zh/yield-curve/jgb
日本国债(JGB)收益率(截至 2026-09-11):10Y为2.93%,拟合曲线1M–40Y(1.06%–4.01%),共292只债券。实时图表、成分债券与远期利率见bondScovery。
也常被称为日债收益率、日本国债利率、JGB。下方曲线由日本国债(JGB)的292只债券拟合而成,涵盖从最短期票据到最长期债券,并随每日更新重建。
| 剩余期限 | 拟合收益率 | 远期利率 |
|---|---|---|
| 1M | 1.06% | — |
| 3M | 1.15% | 1.20% |
| 6M | 1.31% | 1.48% |
| 9M | 1.46% | 1.83% |
| 12M | 1.56% | 1.83% |
| 18M | 1.70% | 1.98% |
| 2Y | 1.79% | 2.10% |
| 3Y | 1.97% | 2.33% |
| 4Y | 2.11% | 2.59% |
| 5Y | 2.24% | 2.79% |
| 6Y | 2.36% | 3.03% |
| 7Y | 2.49% | 3.39% |
| 8Y | 2.64% | 3.85% |
| 9Y | 2.79% | 4.26% |
| 10Y | 2.93% | 4.49% |
| 15Y | 3.45% | 4.93% |
| 20Y | 3.77% | 5.35% |
| 25Y | 4.01% | 5.92% |
| 30Y | 3.99% | 3.77% |
| 40Y | 3.97% | 3.93% |
2年期、10年期与10年−2年利差走势
截至 2026-09-11,2年期收益率为1.79%,10年期为2.93%,10年−2年利差+114个基点,曲线呈正向倾斜。下方图表与表格记录了两者的变化。
每月取一个更新日的2年期、10年期拟合收益率及其利差。查看今日全部倒挂曲线 →
| 期限 | 最新2026-09-11 | 1个月前2026-08-12 | 2个月前2026-07-13 | 3个月前2026-06-12 | 4个月前2026-05-14 | 5个月前2026-04-14 | 6个月前2026-03-16 |
|---|---|---|---|---|---|---|---|
| 2Y | 1.79% | 1.60% | 1.42% | 1.40% | 1.38% | 1.37% | 1.25% |
| 10Y | 2.93% | 2.82% | 2.77% | 2.68% | 2.60% | 2.47% | 2.25% |
| 10Y − 2Y | +114 bp | +121 bp | +135 bp | +128 bp | +122 bp | +111 bp | +101 bp |
曲线的成分债券
构成这条曲线的292只债券中的30只,按期限分布选取。
| 发行人 | 收益率 | 剩余期限 | 票息 | ISIN |
|---|---|---|---|---|
| Japan | 1.01% | 2026-09-20 | 2.30% | JP12009116A6 |
| Japan | 1.22% | 2026-12-20 | 2.10% | JP12009216C0 |
| Japan | 1.33% | 2027-03-20 | 0.10% | JP1051521N69 |
| Japan | 1.33% | 2027-03-20 | 2.00% | JP1200931739 |
| Japan | 1.39% | 2027-05-01 | 0.70% | JP1024721R52 |
| Japan | 1.43% | 2027-06-01 | 0.80% | JP1024731R68 |
| Japan | 1.50% | 2027-08-01 | 0.90% | JP1024751R89 |
| Japan | 1.54% | 2027-09-01 | 0.90% | JP1024761R95 |
| Japan | 1.65% | 2027-12-20 | 0.30% | JP1051551P11 |
| Japan | 1.64% | 2027-12-20 | 0.20% | JP1051561P27 |
| Japan | 1.78% | 2028-06-20 | 0.10% | JP1051591P70 |
| Japan | 1.78% | 2028-06-20 | 0.20% | JP1051601P86 |
| Japan | 1.89% | 2029-03-20 | 0.40% | JP1051671Q49 |
| Japan | 1.89% | 2029-03-20 | 0.60% | JP1051681Q54 |
| Japan | 2.06% | 2030-03-20 | 1.00% | JP1051781R45 |
| Japan | 2.05% | 2030-03-20 | 0.10% | JP1103581L42 |
| Japan | 2.19% | 2031-03-20 | 1.80% | JP1051841S42 |
| Japan | 2.19% | 2031-03-20 | 0.10% | JP1103621M43 |
| Japan | 2.29% | 2032-03-20 | 0.20% | JP1103661N43 |
| Japan | 2.30% | 2032-03-20 | 1.80% | JP1201341C38 |
| Japan | 2.42% | 2033-03-20 | 0.50% | JP1103701P43 |
| Japan | 2.42% | 2033-03-20 | 1.60% | JP1201431D38 |
| Japan | 2.57% | 2034-03-20 | 0.80% | JP1103741Q44 |
| Japan | 2.72% | 2035-03-20 | 1.40% | JP1103781R44 |
| Japan | 2.85% | 2036-03-20 | 0.40% | JP1201561G37 |
| Japan | 3.23% | 2039-03-20 | 0.40% | JP1201681K44 |
| Japan | 3.63% | 2044-03-20 | 1.60% | JP1201881Q46 |
| Japan | 3.89% | 2049-03-20 | 0.50% | JP1300621K47 |
| Japan | 4.05% | 2054-03-20 | 1.80% | JP1300821Q49 |
| Japan | 3.93% | 2062-03-20 | 1.00% | JP1400151N57 |