mercatusdata

Japanese 2-Year: 95.1% of its 52-week yield range

On 2026-10-13, the Japanese 2-year yield rose 1.7 bp to 1.928%. On 2026-10-13, the Japanese 2-year yield was 95.1% of the way from its 52-week low to its high. On 2026-10-13, the Japanese 2-year yield's RSI(14) of 61.25 was in the 76th percentile of its history since 1974, and its 20-day yield change of +9 bp in the 85th percentile. Its yield sits above its 20-, 50- and 200-day moving averages. On 2026-10-13, the Japanese 2-year yield's 20/50/200-day moving averages were 1.907% / 1.772% / 1.439%, with the yield +2 bp / +16 bp / +49 bp against them. On 2026-10-13, the Japanese 2-year yield's 52-week range was 0.895–1.981%; the yield is 5 bp below the 52-week high and 103 bp above the low. Its 20-day yield volatility is 2.4 bp/day, in the 71st percentile since 1974. Its yield has changed +2 bp over 5 days and +48 bp over 60 days.

Figures reflect the latest daily snapshot for 2026-10-13.

=== JAPANESE 2-YEAR  (%) ===
  yield & change   (as of 2026-10-13, prior 2026-10-09)
    yield       1.928%
    change      +1.7 bp
  moving averages  (as of 2026-10-13)
     20d MA     1.907%   yield above by +2.1 bp
     50d MA     1.772%   yield above by +15.6 bp
    200d MA     1.439%   yield above by +48.9 bp
    yield > all MAs
    stack: 20d > 50d > 200d
  volatility       (as of 2026-10-13)
    20d stdev   2.4 bp/day ≈ 38 bp annualised (×√252)   (71st pct of own history, since 1974 (12936 obs))
  52-week range    (as of 2026-10-13)
    high        1.981%   (-5.3 bp from high)
    low         0.895%   (+103.3 bp from low)
    position    95.1% of range
  momentum         (as of 2026-10-13)
    RSI(14)     61.25   (76th pct of own history, since 1974 (12942 obs))
  yield changes    (as of 2026-10-13)
      5d change +1.9 bp
     20d change +9.5 bp
     60d change +47.7 bp
    120d change +54.6 bp
    252d change +99.7 bp