Last Update: 18 Apr 2019 20:15 GMT+0
The United Kingdom 10Y Government Bond has a 1.189% yield.
10 Years vs 2 Years bond spread is 42.2 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 0.75%.
The United Kingdom 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 | 1 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 13.9 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 42.2 bp | Normal Convexity 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 | 0.774% | +23.5 bp | +4.4 bp | ||||||
| 3 months | 0.756% | +16.1 bp | +3.7 bp | ||||||
| 6 months | 0.790% | +1.1 bp | +5.1 bp | ||||||
| 1 year | 0.757% | 0.0 bp | -1.8 bp | 99.25 | 0.00 % | +0.02 % | |||
| 2 years | 0.767% | +1.3 bp | -0.7 bp | 98.48 | -0.03 % | +0.01 % | |||
| 3 years | 0.789% | -0.3 bp | -0.7 bp | 97.67 | +0.01 % | +0.02 % | |||
| 4 years | 0.852% | -2.2 bp | -11.6 bp | 96.66 | +0.08 % | +0.46 % | |||
| 5 years | 0.906% | -2.2 bp | -21.8 bp | 95.59 | +0.10 % | +1.09 % | |||
| 6 years | 0.939% | -0.9 bp | -24.1 bp | 94.55 | +0.05 % | +1.45 % | |||
| 7 years | 1.001% | -0.7 bp | -24.3 bp | 93.27 | +0.05 % | +1.70 % | |||
| 8 years | 1.084% | -0.8 bp | -24.9 bp | 91.74 | +0.07 % | +1.99 % | |||
| 9 years | 1.066% | -0.6 bp | -37.5 bp | 90.90 | +0.06 % | +3.39 % | |||
| 10 years | 1.189% | -0.6 bp | -35.2 bp | 88.85 | +0.06 % | +3.53 % | |||
| 12 years | 1.290% | -1.3 bp | -35.0 bp | 85.74 | +0.15 % | +4.22 % | |||
| 15 years | 1.504% | +0.6 bp | -20.6 bp | 79.94 | -0.09 % | +3.10 % | |||
| 20 years | 1.639% | +0.5 bp | -26.7 bp | 72.24 | -0.10 % | +5.38 % | |||
| 25 years | 1.715% | +0.1 bp | -21.5 bp | 65.37 | -0.03 % | +5.42 % | |||
| 30 years | 1.706% | +0.4 bp | -23.3 bp | 60.20 | -0.12 % | +7.10 % | |||
| 40 years | 1.621% | +0.9 bp | -26.2 bp | 52.56 | -0.36 % | +10.84 % | |||
| 50 years | 1.590% | -1.2 bp | -26.7 bp | 45.44 | +0.60 % | +14.03 % | |||
10Y Bond Yield Spread - United Kingdom vs Main Countries
The United Kingdom 10Y Government Bond has a 1.189% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 121.9 bp | -1.2 | -16.8 | ||
| Germany 10Y | 116.3 bp | +5.3 | +3.0 | ||
| France 10Y | 82.3 bp | +8.2 | +9.1 | ||
| Spain 10Y | 12.8 bp | +10.0 | +32.0 | ||
| Canada 10Y | -57.7 bp | -5.6 | +38.2 | ||
| Australia 10Y | -73.6 bp | +4.4 | +44.5 | ||
| United States 10Y | -137.1 bp | +3.9 | +26.9 | ||
| Italy 10Y | -142.3 bp | -15.6 | +77.4 | ||
| China 10Y | -219.7 bp | -23.9 | -16.0 | ||
| India 10Y | -623.1 bp | +5.4 | +13.7 | ||
| Russia 10Y | -705.1 bp | +6.4 | +1.8 | ||
| Brazil 10Y | -777.1 bp | -15.6 | +110.8 |
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 | 1.590% | 45.44 | 79.75 | 148.38 | 217.01 | 285.64 | 354.26 | |
| 40 years | 1.621% | 52.56 | 81.83 | 140.36 | 198.89 | 257.42 | 315.95 | |
| 30 years | 1.706% | 60.20 | 83.53 | 130.19 | 176.85 | 223.50 | 270.16 | |
| 25 years | 1.715% | 65.37 | 85.56 | 125.95 | 166.33 | 206.72 | 247.10 | |
| 20 years | 1.639% | 72.24 | 89.18 | 123.05 | 156.92 | 190.79 | 224.66 | |
| 15 years | 1.504% | 79.94 | 93.28 | 119.96 | 146.63 | 173.31 | 199.99 | |
| 12 years | 1.290% | 85.74 | 96.80 | 118.90 | 141.00 | 163.10 | 185.21 | |
| 10 years | 1.189% | 88.85 | 98.23 | 116.98 | 135.73 | 154.48 | 173.24 | |
| 9 years | 1.066% | 90.90 | 99.44 | 116.51 | 133.59 | 150.67 | 167.74 | |
| 8 years | 1.084% | 91.74 | 99.36 | 114.61 | 129.85 | 145.10 | 160.35 | |
| 7 years | 1.001% | 93.27 | 99.99 | 113.45 | 126.90 | 140.36 | 153.82 | |
| 6 years | 0.939% | 94.55 | 100.35 | 111.97 | 123.58 | 135.20 | 146.82 | |
| 5 years | 0.906% | 95.59 | 100.46 | 110.19 | 119.93 | 129.66 | 139.39 | |
| 4 years | 0.852% | 96.66 | 100.58 | 108.41 | 116.24 | 124.08 | 131.91 | |
| 3 years | 0.789% | 97.67 | 100.62 | 106.53 | 112.44 | 118.34 | 124.25 | |
| 2 years | 0.767% | 98.48 | 100.46 | 104.42 | 108.37 | 112.32 | 116.28 | |
| 1 year | 0.757% | 99.25 | 100.24 | 102.23 | 104.21 | 106.20 | 108.18 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||