Last Update: 26 Nov 2020 17:15 GMT+0
The United Kingdom 10Y Government Bond has a 0.281% yield.
10 Years vs 2 Years bond spread is 32.8 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 18.75 and implied probability of default is 0.31%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 0.4 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 3.6 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 32.8 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 | 18.75 | -4.86 % | -7.87 % | -33.28 % | 0.31 % |
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 | -0.066% | -4.0 bp | -8.7 bp | ||||||
| 3 months | -0.058% | -1.2 bp | -9.3 bp | ||||||
| 6 months | -0.048% | +4.0 bp | -6.9 bp | ||||||
| 1 year | -0.051% | -3.8 bp | -10.8 bp | 100.05 | +0.04 % | +0.11 % | |||
| 2 years | -0.047% | -1.3 bp | -2.7 bp | 100.09 | +0.02 % | +0.05 % | |||
| 3 years | -0.056% | +2.5 bp | -4.7 bp | 100.17 | -0.07 % | +0.14 % | |||
| 4 years | -0.047% | +2.4 bp | -3.3 bp | 100.19 | -0.09 % | +0.13 % | |||
| 5 years | -0.011% | +1.7 bp | -3.3 bp | 100.06 | -0.08 % | +0.17 % | |||
| 6 years | 0.018% | +2.0 bp | +1.7 bp | 99.89 | -0.12 % | -0.10 % | |||
| 7 years | 0.087% | +1.0 bp | +3.0 bp | 99.39 | -0.07 % | -0.21 % | |||
| 8 years | 0.149% | +0.6 bp | +5.3 bp | 98.82 | -0.04 % | -0.42 % | |||
| 9 years | 0.239% | +0.8 bp | +6.6 bp | 97.87 | -0.07 % | -0.60 % | |||
| 10 years | 0.281% | +0.3 bp | +6.3 bp | 97.23 | -0.03 % | -0.63 % | |||
| 12 years | 0.395% | -0.4 bp | +7.4 bp | 95.38 | +0.05 % | -0.88 % | |||
| 15 years | 0.506% | -1.0 bp | +8.3 bp | 92.71 | +0.15 % | -1.23 % | |||
| 20 years | 0.790% | -0.7 bp | +20.8 bp | 85.44 | +0.14 % | -4.04 % | |||
| 25 years | 0.817% | -1.6 bp | +16.0 bp | 81.59 | +0.39 % | -3.90 % | |||
| 30 years | 0.834% | -1.7 bp | +19.0 bp | 77.95 | +0.52 % | -5.49 % | |||
| 40 years | 0.760% | -3.4 bp | +19.0 bp | 73.87 | +1.36 % | -7.27 % | |||
| 50 years | 0.676% | -3.5 bp | +21.2 bp | 71.40 | +1.75 % | -10.01 % | |||
10Y Bond Yield Spread - United Kingdom vs Main Countries
The United Kingdom 10Y Government Bond has a 0.281% 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 | 87.1 bp | +1.3 | +21.5 | ||
| France 10Y | 63.3 bp | +5.3 | +42.1 | ||
| Japan 10Y | 26.2 bp | +1.1 | +4.5 | ||
| Spain 10Y | 23.4 bp | +13.4 | +70.6 | ||
| Italy 10Y | -28.1 bp | +17.2 | +104.5 | ||
| Canada 10Y | -41.1 bp | -6.2 | -7.9 | ||
| United States 10Y | -60.2 bp | -7.7 | -12.5 | ||
| Australia 10Y | -62.6 bp | -9.9 | +5.5 | ||
| China 10Y | -304.7 bp | -10.4 | -56.1 | ||
| Russia 10Y | -555.4 bp | +15.8 | -25.2 | ||
| India 10Y | -559.1 bp | -3.5 | +16.6 | ||
| Brazil 10Y | -738.5 bp | -16.1 | -66.5 |
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 | 0.676% | 71.40 | 113.71 | 198.32 | 282.93 | 367.55 | 452.16 | |
| 40 years | 0.760% | 73.87 | 108.25 | 177.01 | 245.77 | 314.53 | 383.29 | |
| 30 years | 0.834% | 77.95 | 104.39 | 157.28 | 210.17 | 263.06 | 315.95 | |
| 25 years | 0.817% | 81.59 | 104.12 | 149.18 | 194.24 | 239.30 | 284.36 | |
| 20 years | 0.790% | 85.44 | 103.87 | 140.74 | 177.60 | 214.47 | 251.33 | |
| 15 years | 0.506% | 92.71 | 107.12 | 135.94 | 164.76 | 193.58 | 222.40 | |
| 12 years | 0.395% | 95.38 | 107.08 | 130.47 | 153.87 | 177.26 | 200.66 | |
| 10 years | 0.281% | 97.23 | 107.08 | 126.77 | 146.47 | 166.16 | 185.86 | |
| 9 years | 0.239% | 97.87 | 106.77 | 124.55 | 142.34 | 160.13 | 177.91 | |
| 8 years | 0.149% | 98.82 | 106.76 | 122.66 | 138.55 | 154.44 | 170.34 | |
| 7 years | 0.087% | 99.39 | 106.37 | 120.32 | 134.27 | 148.22 | 162.17 | |
| 6 years | 0.018% | 99.89 | 105.89 | 117.88 | 129.87 | 141.87 | 153.86 | |
| 5 years | -0.011% | 100.06 | 105.06 | 115.06 | 125.06 | 135.07 | 145.07 | |
| 4 years | -0.047% | 100.19 | 104.19 | 112.20 | 120.21 | 128.22 | 136.23 | |
| 3 years | -0.056% | 100.17 | 103.17 | 109.18 | 115.19 | 121.19 | 127.20 | |
| 2 years | -0.047% | 100.09 | 102.10 | 106.10 | 110.10 | 114.10 | 118.11 | |
| 1 year | -0.051% | 100.05 | 101.05 | 103.05 | 105.05 | 107.05 | 109.06 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||