Last Update: 22 Oct 2019 20:15 GMT+0
The United Kingdom 10Y Government Bond has a 0.712% yield.
10 Years vs 2 Years bond spread is 17.8 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.75% (last modification in August 2018).
The United Kingdom credit rating is AA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 28.10 and implied probability of default is 0.47%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -12 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -3.6 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 17.8 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA
|
negative |
| Moody's Investors Service |
Aa2
|
- |
| Fitch Ratings |
AA
|
negative |
| DBRS |
AAA
|
- |
| United Kingdom Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 28.10 | 0.00 % | 0.00 % | 0.00 % | 0.47 % |
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 | 0.726% | -3.5 bp | -4.1 bp | ||||||
| 3 months | 0.695% | -6.2 bp | -6.3 bp | ||||||
| 6 months | 0.723% | -1.2 bp | -6.7 bp | ||||||
| 1 year | 0.654% | +6.0 bp | -11.2 bp | 99.35 | -0.06 % | +0.11 % | |||
| 2 years | 0.534% | +0.3 bp | -22.9 bp | 98.94 | -0.01 % | +0.46 % | |||
| 3 years | 0.487% | +3.2 bp | -31.1 bp | 98.55 | -0.10 % | +0.93 % | |||
| 4 years | 0.490% | +3.0 bp | -37.4 bp | 98.06 | -0.12 % | +1.49 % | |||
| 5 years | 0.498% | +4.2 bp | -40.9 bp | 97.55 | -0.20 % | +2.05 % | |||
| 6 years | 0.454% | +5.6 bp | -49.1 bp | 97.32 | -0.33 % | +2.97 % | |||
| 7 years | 0.493% | +6.9 bp | -51.9 bp | 96.62 | -0.47 % | +3.68 % | |||
| 8 years | 0.547% | +7.3 bp | -54.8 bp | 95.73 | -0.58 % | +4.44 % | |||
| 9 years | 0.629% | +8.4 bp | -44.5 bp | 94.51 | -0.76 % | +4.05 % | |||
| 10 years | 0.712% | +8.8 bp | -47.9 bp | 93.15 | -0.87 % | +4.86 % | |||
| 12 years | 0.848% | +12.3 bp | -45.1 bp | 90.36 | -1.46 % | +5.50 % | |||
| 15 years | 0.957% | +14.5 bp | -55.3 bp | 86.69 | -2.13 % | +8.54 % | |||
| 20 years | 1.138% | +17.8 bp | -49.8 bp | 79.75 | -3.46 % | +10.32 % | |||
| 25 years | 1.228% | +17.7 bp | -49.2 bp | 73.70 | -4.29 % | +12.88 % | |||
| 30 years | 1.235% | +18.5 bp | -47.0 bp | 69.20 | -5.34 % | +14.91 % | |||
| 40 years | 1.161% | +18.7 bp | -45.7 bp | 63.02 | -7.13 % | +19.76 % | |||
| 50 years | 1.147% | +18.7 bp | -45.1 bp | 56.54 | -8.84 % | +24.92 % | |||
10Y Bond Yield Spread - United Kingdom vs Main Countries
The United Kingdom 10Y Government Bond has a 0.712% 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 | 107.8 bp | -7.1 | -8.9 | ||
| Japan 10Y | 83.8 bp | -0.1 | -38.2 | ||
| France 10Y | 78.0 bp | -6.5 | -4.1 | ||
| Spain 10Y | 45.2 bp | +8.0 | +32.4 | ||
| Italy 10Y | -30.8 bp | -0.1 | +109.8 | ||
| Australia 10Y | -43.8 bp | -4.4 | +32.1 | ||
| Canada 10Y | -81.4 bp | -5.1 | -21.7 | ||
| United States 10Y | -105.8 bp | +4.0 | +33.6 | ||
| China 10Y | -253.7 bp | -4.3 | -30.9 | ||
| Russia 10Y | -576.8 bp | +61.8 | +129.1 | ||
| Brazil 10Y | -585.3 bp | +60.3 | +189.6 | ||
| India 10Y | -610.3 bp | +5.5 | +18.0 |
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 | 1.147% | 56.54 | 94.43 | 170.21 | 245.99 | 321.78 | 397.56 | |
| 40 years | 1.161% | 63.02 | 94.87 | 158.58 | 222.28 | 285.99 | 349.69 | |
| 30 years | 1.235% | 69.20 | 94.14 | 144.02 | 193.91 | 243.79 | 293.68 | |
| 25 years | 1.228% | 73.70 | 95.12 | 137.95 | 180.78 | 223.61 | 266.44 | |
| 20 years | 1.138% | 79.75 | 97.54 | 133.14 | 168.73 | 204.33 | 239.92 | |
| 15 years | 0.957% | 86.69 | 100.60 | 128.42 | 156.24 | 184.07 | 211.89 | |
| 12 years | 0.848% | 90.36 | 101.73 | 124.46 | 147.18 | 169.91 | 192.64 | |
| 10 years | 0.712% | 93.15 | 102.77 | 122.01 | 141.25 | 160.49 | 179.72 | |
| 9 years | 0.629% | 94.51 | 103.24 | 120.68 | 138.13 | 155.58 | 173.02 | |
| 8 years | 0.547% | 95.73 | 103.54 | 119.15 | 134.76 | 150.38 | 165.99 | |
| 7 years | 0.493% | 96.62 | 103.48 | 117.21 | 130.94 | 144.66 | 158.39 | |
| 6 years | 0.454% | 97.32 | 103.22 | 115.04 | 126.85 | 138.66 | 150.47 | |
| 5 years | 0.498% | 97.55 | 102.47 | 112.33 | 122.18 | 132.03 | 141.88 | |
| 4 years | 0.490% | 98.06 | 102.02 | 109.92 | 117.82 | 125.72 | 133.63 | |
| 3 years | 0.487% | 98.55 | 101.52 | 107.47 | 113.41 | 119.35 | 125.29 | |
| 2 years | 0.534% | 98.94 | 100.92 | 104.89 | 108.86 | 112.83 | 116.80 | |
| 1 year | 0.654% | 99.35 | 100.34 | 102.33 | 104.32 | 106.30 | 108.29 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||