mercatusdata

Japanese 2-Year: 95.9% of its 52-week yield range

On 2026-10-08, the Japanese 2-year yield fell 1.5 bp to 1.936%. On 2026-10-08, the Japanese 2-year yield was 95.9% of the way from its 52-week low to its high. On 2026-10-08, the Japanese 2-year yield's RSI(14) of 64.55 was in the 80th percentile of its history since 1974, and its 20-day yield change of +8 bp in the 83rd percentile. Its yield sits above its 20-, 50- and 200-day moving averages. On 2026-10-08, the Japanese 2-year yield's 20/50/200-day moving averages were 1.899% / 1.755% / 1.430%, with the yield +4 bp / +18 bp / +51 bp against them. On 2026-10-08, the Japanese 2-year yield's 52-week range was 0.895–1.981%; the yield is 4 bp below the 52-week high and 104 bp above the low. Its 20-day yield volatility is 2.3 bp/day, in the 70th percentile since 1974. Its yield has changed -0 bp over 5 days and +49 bp over 60 days.

Figures reflect the latest daily snapshot for 2026-10-08.

=== JAPANESE 2-YEAR  (%) ===
  yield & change   (as of 2026-10-08, prior 2026-10-07)
    yield       1.936%
    change      -1.5 bp
  moving averages  (as of 2026-10-08)
     20d MA     1.899%   yield above by +3.7 bp
     50d MA     1.755%   yield above by +18.1 bp
    200d MA     1.430%   yield above by +50.6 bp
    yield > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-08)
    20d stdev   2.3 bp/day ≈ 37 bp annualised (×√252)   (70th pct of own history, since 1974 (12934 obs))
  52-week range    (as of 2026-10-08)
    high        1.981%   (-4.5 bp from high)
    low         0.895%   (+104.1 bp from low)
    position    95.9% of range
  momentum         (as of 2026-10-08)
    RSI(14)     64.55   (80th pct of own history, since 1974 (12940 obs))
  yield changes    (as of 2026-10-08)
      5d change -0.3 bp
     20d change +8.4 bp
     60d change +49.2 bp
    120d change +53.1 bp
    252d change +100.4 bp