Last Update: 20 Sep 2020 18:15 GMT+0
The United Kingdom 10Y Government Bond has a 0.183% yield.
10 Years vs 2 Years bond spread is 30.1 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 17.73 and implied probability of default is 0.30%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -2.8 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -1.5 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 30.1 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA
|
- |
| Moody's Investors Service |
Aa2
|
negative |
| Fitch Ratings |
AA-
|
negative |
| DBRS |
AAA
|
negative |
| 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 | 17.73 | -2.83 % | -17.38 % | -36.90 % | 0.30 % |
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 | -0.038% | -1.6 bp | -18.4 bp | ||||||
| 3 months | -0.046% | -2.5 bp | -39.1 bp | ||||||
| 6 months | -0.061% | -4.6 bp | -49.0 bp | ||||||
| 1 year | -0.090% | -8.5 bp | -14.8 bp | 100.09 | +0.08 % | +0.15 % | |||
| 2 years | -0.118% | -7.7 bp | -22.5 bp | 100.24 | +0.16 % | +0.45 % | |||
| 3 years | -0.158% | -7.5 bp | -35.6 bp | 100.48 | +0.23 % | +1.08 % | |||
| 4 years | -0.163% | -8.5 bp | -42.5 bp | 100.65 | +0.34 % | +1.71 % | |||
| 5 years | -0.133% | -9.5 bp | -45.7 bp | 100.67 | +0.48 % | +2.31 % | |||
| 6 years | -0.097% | -7.8 bp | -39.3 bp | 100.58 | +0.47 % | +2.38 % | |||
| 7 years | -0.019% | -7.4 bp | -38.6 bp | 100.13 | +0.51 % | +2.73 % | |||
| 8 years | 0.045% | -5.6 bp | -38.2 bp | 99.64 | +0.44 % | +3.09 % | |||
| 9 years | 0.138% | -4.3 bp | -37.3 bp | 98.77 | +0.39 % | +3.40 % | |||
| 10 years | 0.183% | -4.1 bp | -37.2 bp | 98.19 | +0.41 % | +3.77 % | |||
| 12 years | 0.302% | -5.4 bp | -36.8 bp | 96.45 | +0.65 % | +4.50 % | |||
| 15 years | 0.418% | -6.8 bp | -28.6 bp | 93.93 | +1.01 % | +4.36 % | |||
| 20 years | 0.707% | +3.2 bp | -14.3 bp | 86.86 | -0.63 % | +2.88 % | |||
| 25 years | 0.732% | -6.2 bp | -21.1 bp | 83.33 | +1.55 % | +5.36 % | |||
| 30 years | 0.750% | -5.7 bp | -18.9 bp | 79.92 | +1.72 % | +5.78 % | |||
| 40 years | 0.672% | -10.0 bp | -8.9 bp | 76.50 | +4.05 % | +3.60 % | |||
| 50 years | 0.588% | -6.6 bp | -6.0 bp | 74.59 | +3.32 % | +3.02 % | |||
10Y Bond Yield Spread - United Kingdom vs Main Countries
The United Kingdom 10Y Government Bond has a 0.183% 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 | 67.0 bp | -4.9 | -22.5 | ||
| France 10Y | 40.6 bp | -2.0 | -4.7 | ||
| Japan 10Y | 16.3 bp | -3.7 | -28.7 | ||
| Spain 10Y | -9.9 bp | -3.4 | +7.7 | ||
| Canada 10Y | -39.6 bp | -5.9 | -8.8 | ||
| United States 10Y | -51.4 bp | -8.5 | -18.4 | ||
| Australia 10Y | -74.6 bp | -11.9 | -23.2 | ||
| Italy 10Y | -77.7 bp | -2.7 | +29.8 | ||
| China 10Y | -296.6 bp | -17.4 | -76.4 | ||
| India 10Y | -583.1 bp | -5.5 | -12.7 | ||
| Russia 10Y | -598.7 bp | -3.6 | +119.3 | ||
| Brazil 10Y | -705.6 bp | -32.0 | +141.7 |
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 | 0.588% | 74.59 | 117.80 | 204.23 | 290.65 | 377.07 | 463.49 | |
| 40 years | 0.672% | 76.50 | 111.47 | 181.42 | 251.36 | 321.31 | 391.25 | |
| 30 years | 0.750% | 79.92 | 106.69 | 160.24 | 213.79 | 267.34 | 320.89 | |
| 25 years | 0.732% | 83.33 | 106.10 | 151.64 | 197.18 | 242.72 | 288.26 | |
| 20 years | 0.707% | 86.86 | 105.45 | 142.63 | 179.80 | 216.98 | 254.16 | |
| 15 years | 0.418% | 93.93 | 108.44 | 137.46 | 166.49 | 195.51 | 224.53 | |
| 12 years | 0.302% | 96.45 | 108.21 | 131.75 | 155.28 | 178.82 | 202.36 | |
| 10 years | 0.183% | 98.19 | 108.09 | 127.89 | 147.69 | 167.49 | 187.29 | |
| 9 years | 0.138% | 98.77 | 107.70 | 125.58 | 143.46 | 161.33 | 179.21 | |
| 8 years | 0.045% | 99.64 | 107.62 | 123.59 | 139.56 | 155.53 | 171.50 | |
| 7 years | -0.019% | 100.13 | 107.14 | 121.15 | 135.16 | 149.17 | 163.18 | |
| 6 years | -0.097% | 100.58 | 106.60 | 118.65 | 130.69 | 142.73 | 154.77 | |
| 5 years | -0.133% | 100.67 | 105.69 | 115.73 | 125.77 | 135.81 | 145.85 | |
| 4 years | -0.163% | 100.65 | 104.67 | 112.70 | 120.74 | 128.77 | 136.80 | |
| 3 years | -0.158% | 100.48 | 103.49 | 109.50 | 115.52 | 121.54 | 127.56 | |
| 2 years | -0.118% | 100.24 | 102.24 | 106.25 | 110.25 | 114.26 | 118.27 | |
| 1 year | -0.090% | 100.09 | 101.09 | 103.09 | 105.09 | 107.10 | 109.10 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||