Last Update: 4 Mar 2021 19:15 GMT+0
The United Kingdom 10Y Government Bond has a 0.776% yield.
10 Years vs 2 Years bond spread is 65.9 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.10% (last modification in March 2020).
The United Kingdom credit rating is AA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 14.24 and implied probability of default is 0.24%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 7.8 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 22.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 65.9 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA
|
- |
| Moody's Investors Service |
Aa3
|
- |
| Fitch Ratings |
AA-
|
negative |
| DBRS |
AA (high)
|
- |
| United Kingdom Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.10% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 14.24 | -7.65 % | -17.69 % | -30.04 % | 0.24 % |
United Kingdom Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 0.007% | +2.9 bp | +4.5 bp | ||||||
| 3 months | -0.025% | -0.4 bp | +0.9 bp | ||||||
| 6 months | 0.018% | +3.9 bp | +4.8 bp | ||||||
| 1 year | 0.039% | +9.5 bp | +7.0 bp | 99.96 | -0.10 % | -0.07 % | |||
| 2 years | 0.117% | +14.2 bp | +18.5 bp | 99.77 | -0.28 % | -0.37 % | |||
| 3 years | 0.192% | +19.5 bp | +28.7 bp | 99.43 | -0.58 % | -0.86 % | |||
| 4 years | 0.260% | +25.4 bp | +34.2 bp | 98.97 | -1.01 % | -1.36 % | |||
| 5 years | 0.338% | +27.6 bp | +37.0 bp | 98.33 | -1.36 % | -1.83 % | |||
| 6 years | 0.501% | +38.2 bp | +51.5 bp | 97.05 | -2.26 % | -3.03 % | |||
| 7 years | 0.572% | +35.6 bp | +50.6 bp | 96.09 | -2.45 % | -3.47 % | |||
| 8 years | 0.716% | +42.7 bp | +57.7 bp | 94.45 | -3.35 % | -4.49 % | |||
| 9 years | 0.808% | +42.0 bp | +58.3 bp | 93.01 | -3.69 % | -5.09 % | |||
| 10 years | 0.776% | +33.0 bp | +50.6 bp | 92.56 | -3.23 % | -4.91 % | |||
| 12 years | 0.906% | +35.4 bp | +50.8 bp | 89.74 | -4.13 % | -5.88 % | |||
| 15 years | 1.144% | +47.1 bp | +62.3 bp | 84.31 | -6.77 % | -8.85 % | |||
| 20 years | 1.251% | +29.1 bp | +45.7 bp | 77.99 | -5.59 % | -8.64 % | |||
| 25 years | 1.338% | +33.9 bp | +50.8 bp | 71.73 | -8.04 % | -11.80 % | |||
| 30 years | 1.285% | +26.2 bp | +44.8 bp | 68.18 | -7.48 % | -12.46 % | |||
| 40 years | 1.196% | +25.4 bp | +44.8 bp | 62.15 | -9.57 % | -16.26 % | |||
| 50 years | 1.153% | +30.0 bp | +47.1 bp | 56.37 | -13.81 % | -20.82 % | |||
10Y Bond Yield Spread - United Kingdom vs Main Countries
The United Kingdom 10Y Government Bond has a 0.776% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| United Kingdom 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 106.9 bp | +16.7 | +33.3 | ||
| France 10Y | 81.2 bp | +12.7 | +37.2 | ||
| Japan 10Y | 64.3 bp | +25.1 | +41.0 | ||
| Spain 10Y | 45.5 bp | +13.0 | +54.0 | ||
| Italy 10Y | 0.0 bp | +9.8 | +80.8 | ||
| Canada 10Y | -72.1 bp | -20.3 | -39.5 | ||
| United States 10Y | -77.1 bp | -8.1 | -32.0 | ||
| Australia 10Y | -104.4 bp | -25.2 | -35.7 | ||
| China 10Y | -251.4 bp | +29.5 | +35.4 | ||
| India 10Y | -543.6 bp | +19.2 | +22.4 | ||
| Russia 10Y | -577.9 bp | +6.5 | +9.6 | ||
| Brazil 10Y | -783.5 bp | -90.5 | -143.4 |
United Kingdom Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 50 years | 1.153% | 56.37 | 94.21 | 169.89 | 245.57 | 321.24 | 396.92 | |
| 40 years | 1.196% | 62.15 | 93.80 | 157.09 | 220.37 | 283.66 | 346.95 | |
| 30 years | 1.285% | 68.18 | 92.94 | 142.47 | 192.00 | 241.53 | 291.05 | |
| 25 years | 1.338% | 71.73 | 92.86 | 135.12 | 177.38 | 219.64 | 261.90 | |
| 20 years | 1.251% | 77.99 | 95.58 | 130.78 | 165.97 | 201.17 | 236.36 | |
| 15 years | 1.144% | 84.31 | 98.03 | 125.45 | 152.87 | 180.30 | 207.72 | |
| 12 years | 0.906% | 89.74 | 101.06 | 123.71 | 146.35 | 169.00 | 191.64 | |
| 10 years | 0.776% | 92.56 | 102.15 | 121.32 | 140.49 | 159.66 | 178.84 | |
| 9 years | 0.808% | 93.01 | 101.66 | 118.95 | 136.25 | 153.54 | 170.84 | |
| 8 years | 0.716% | 94.45 | 102.20 | 117.70 | 133.19 | 148.69 | 164.19 | |
| 7 years | 0.572% | 96.09 | 102.93 | 116.61 | 130.30 | 143.98 | 157.67 | |
| 6 years | 0.501% | 97.05 | 102.94 | 114.73 | 126.53 | 138.32 | 150.11 | |
| 5 years | 0.338% | 98.33 | 103.28 | 113.18 | 123.08 | 132.97 | 142.87 | |
| 4 years | 0.260% | 98.97 | 102.94 | 110.89 | 118.84 | 126.79 | 134.73 | |
| 3 years | 0.192% | 99.43 | 102.41 | 108.39 | 114.37 | 120.35 | 126.32 | |
| 2 years | 0.117% | 99.77 | 101.76 | 105.76 | 109.75 | 113.74 | 117.73 | |
| 1 year | 0.039% | 99.96 | 100.96 | 102.96 | 104.96 | 106.96 | 108.96 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||