The yield on US 10 Year Note Bond Yield eased to 3.97% on October 22, 2025, marking a 0.01 percentage points decrease from the previous session. Over the past month, the yield has fallen by 0.14 points and is 0.28 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. US 10 Year Treasury Bond Note Yield - values, historical data, forecasts and news - updated on October of 2025.

The yield on US 30 Year Bond Yield eased to 4.57% on October 21, 2025, marking a 0.01 percentage points decrease from the previous session. Over the past month, the yield has fallen by 0.20 points, though it remains 0.07 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. United States 30 Year Bond Yield - values, historical data, forecasts and news - updated on October of 2025.

Track real-time 10 Year Treasury Rate yields and explore historical trends from year start to today. View interactive yield curve data with YCharts.

The yield on US 3 Year Note Bond Yield rose to 3.48% on October 21, 2025, marking a 0.01 percentage points increase from the previous session. Over the past month, the yield has fallen by 0.12 points and is 0.51 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. United States 3 Year Note Yield - values, historical data, forecasts and news - updated on October of 2025.

The yield on US 2 Year Note Bond Yield eased to 3.46% on October 21, 2025, marking a 0.01 percentage points decrease from the previous session. Over the past month, the yield has fallen by 0.16 points and is 0.58 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. US 2 Year Treasury Bond Note Yield - values, historical data, forecasts and news - updated on October of 2025.

The yield on Germany 10Y Bond Yield rose to 2.58% on October 17, 2025, marking a 0.01 percentage points increase from the previous session. Over the past month, the yield has fallen by 0.13 points, though it remains 0.40 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Germany 10-Year Bond Yield - values, historical data, forecasts and news - updated on October of 2025.

The yield on US 7 Year Note Bond Yield held steady at 3.76% on October 21, 2025. Over the past month, the yield has fallen by 0.14 points and is 0.35 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. United States 7 Year Note Yield - values, historical data, forecasts and news - updated on October of 2025.

The yield on US 5 Year Note Bond Yield rose to 3.58% on October 21, 2025, marking a 0.01 percentage points increase from the previous session. Over the past month, the yield has fallen by 0.13 points and is 0.43 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. United States 5 Year Note Yield - values, historical data, forecasts and news - updated on October of 2025.

The yield on Japan 10Y Bond Yield eased to 1.66% on October 22, 2025, marking a 0.01 percentage points decrease from the previous session. Over the past month, the yield has fallen by 0.01 points, though it remains 0.68 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Japan 10 Year Government Bond Yield - values, historical data, forecasts and news - updated on October of 2025.

Overview with Chart & Report: 5-Year Note Auction represents the percentage yield of US Treasury notes having maturity of five years. Since the yield rate can reflect the US government debt situation, an increase in the rate may

Overview with Chart & Report: 5-Year Note Auction represents the percentage yield of German Treasury notes having maturity of five years. Since the yield rate can reflect Germany's government debt situation, an increase in the

The yield on Indonesia 10Y Bond Yield eased to 5.94% on October 22, 2025, marking a 0.01 percentage points decrease from the previous session. Over the past month, the yield has fallen by 0.41 points and is 0.87 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Indonesia 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on October of 2025.

Gold prices hit a record high above $3,050 per ounce due to economic forecasts and Federal Reserve policy decisions, making gold an attractive investment amid rising inflation and declining US dollar and Treasury yields.

The yield on China 10Y Bond Yield held steady at 1.76% on October 22, 2025. Over the past month, the yield has fallen by 0.12 points and is 0.38 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. China 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on October of 2025.

The yield on Spain 10Y Bond Yield rose to 3.09% on October 22, 2025, marking a 0.01 percentage points increase from the previous session. Over the past month, the yield has fallen by 0.21 points, though it remains 0.08 points higher than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Spain 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on October of 2025.

The yield on Taiwan 10Y Bond Yield held steady at 1.24% on October 21, 2025. Over the past month, the yield has fallen by 0.16 points and is 0.27 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Taiwan 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on October of 2025.

The yield on Russia 10Y Bond Yield eased to 14.59% on October 20, 2025, marking a 0.04 percentage points decrease from the previous session. Over the past month, the yield has edged up by 0.17 points, though it remains 1.61 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Russia 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on October of 2025.

The yield on Mexico 10Y Bond Yield rose to 8.54% on October 20, 2025, marking a 0.05 percentage points increase from the previous session. Over the past month, the yield has fallen by 0.05 points and is 1.48 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. Mexico 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on October of 2025.

Using all stocks listed in the Tokyo Stock Exchange and macroeconomic data for Japan, the dataset comprises the following series:

1. Monthly returns for 25 size-book-to-market equity portfolios, following the Fama and French (1993) methodology. (Raw data source: Datastream database)
2. Monthly returns for 25 size-PE portfolios, following the Fama and French (1993) methodology. (Raw data source: Datastream database)
3. Monthly returns for 50 industry portfolios. (Raw data source: Datastream database)
4. Fama and French three-factors (RM, SMB and HML), following the Fama and French (1993) methodology. (Raw data source: Datastream database)
5. Fama and French five-factors (RM, SMB, HML, RMW, and CMA), following the Fama and French (2015) methodology. (Raw data source: Datastream database)
6. Private final consumption expenditure, in national currency and constant prices, non-seasonally adjusted, for Japan. (Raw data source: OECD)
7. Dummy variable with a value of 1 when a nuclear disaster has occurred somewhere in the world and 0 otherwise. (Raw data source: Bloomberg and BBC News)
8. Three-month interest rate of the Treasury Bill for Japan. (Raw data source: OECD)

We have produced all return series using the following data from Datastream: (i) total return index (RI series), (ii) market value (MV series), (iii) market-to-book equity (PTBV series), (iv) total assets (WC02999 series), (v) return on equity (WC08301 series), (vi) price-to-earnings ratio (PE series), and (vii) industry (SECTOR series). We have used the generic rules suggested by Griffin, Kelly, & Nardari (2010) for excluding non-common equity securities from Datastream data. We also exclude stocks with less than twelve observations. Accordingly, our sample comprises a total number of 5,394 stocks.

REFERENCES:

Fama, E. F. and French, K. R. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33, 3–56. Fama, E. F. and French, K. R. (2015). A five-factor asset pricing model. Journal of Financial Economics, 116, 1–22. Griffin, J. M., Kelly, P., and Nardari, F. (2010). Do market efficiency measures yield correct inferences? A comparison of developed and emerging markets. Review of Financial Studies, 23, 3225–3277.

The yield on India 10Y Bond Yield rose to 6.52% on October 20, 2025, marking a 0.02 percentage points increase from the previous session. Over the past month, the yield has edged up by 0.02 points, though it remains 0.32 points lower than a year ago, according to over-the-counter interbank yield quotes for this government bond maturity. India 10-Year Government Bond Yield - values, historical data, forecasts and news - updated on October of 2025.