Last Update: 23 Aug 2019 4:15 GMT+0
The United Kingdom 10Y Government Bond has a 0.519% yield.
10 Years vs 2 Years bond spread is 0.6 bp. Yield Curve is flat 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 | -6.7 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -9.6 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 0.6 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 | 0.760% | +4.3 bp | +18.2 bp | ||||||
| 3 months | 0.752% | +2.1 bp | +11.7 bp | ||||||
| 6 months | 0.739% | -1.6 bp | -8.9 bp | ||||||
| 1 year | 0.580% | +4.9 bp | -17.1 bp | 99.42 | -0.05 % | +0.17 % | |||
| 2 years | 0.513% | +2.8 bp | -24.1 bp | 98.98 | -0.06 % | +0.48 % | |||
| 3 years | 0.415% | -1.5 bp | -35.6 bp | 98.77 | +0.05 % | +1.07 % | |||
| 4 years | 0.423% | -2.5 bp | -41.8 bp | 98.33 | +0.10 % | +1.68 % | |||
| 5 years | 0.417% | -5.6 bp | -47.9 bp | 97.94 | +0.28 % | +2.40 % | |||
| 6 years | 0.370% | -9.8 bp | -53.8 bp | 97.81 | +0.59 % | +3.26 % | |||
| 7 years | 0.405% | -11.8 bp | -56.4 bp | 97.21 | +0.83 % | +4.00 % | |||
| 8 years | 0.445% | -14.5 bp | -61.9 bp | 96.51 | +1.16 % | +5.04 % | |||
| 9 years | 0.427% | -14.7 bp | -62.6 bp | 96.24 | +1.33 % | +5.76 % | |||
| 10 years | 0.519% | -16.9 bp | -64.1 bp | 94.96 | +1.70 % | +6.56 % | |||
| 12 years | 0.599% | -18.0 bp | -67.5 bp | 93.08 | +2.16 % | +8.35 % | |||
| 15 years | 0.814% | -21.2 bp | -66.6 bp | 88.55 | +3.21 % | +10.38 % | |||
| 20 years | 0.972% | -22.4 bp | -64.0 bp | 82.41 | +4.53 % | +13.47 % | |||
| 25 years | 1.084% | -21.7 bp | -60.5 bp | 76.37 | +5.50 % | +16.08 % | |||
| 30 years | 1.088% | -22.6 bp | -59.7 bp | 72.28 | +6.92 % | +19.33 % | |||
| 40 years | 1.032% | -21.1 bp | -55.8 bp | 66.32 | +8.70 % | +24.64 % | |||
| 50 years | 1.026% | -20.2 bp | -55.1 bp | 60.03 | +10.51 % | +31.27 % | |||
10Y Bond Yield Spread - United Kingdom vs Main Countries
The United Kingdom 10Y Government Bond has a 0.519% 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 | 116.0 bp | +12.4 | +8.9 | ||
| France 10Y | 87.6 bp | +10.0 | +23.4 | ||
| Japan 10Y | 75.7 bp | -7.7 | -44.3 | ||
| Spain 10Y | 35.7 bp | +7.7 | +38.1 | ||
| Australia 10Y | -45.9 bp | +17.3 | +46.2 | ||
| Canada 10Y | -77.1 bp | +3.2 | -4.0 | ||
| Italy 10Y | -78.6 bp | +12.9 | +92.9 | ||
| United States 10Y | -111.8 bp | +26.6 | +37.6 | ||
| China 10Y | -255.3 bp | -7.9 | -56.5 | ||
| India 10Y | -605.1 bp | -27.5 | +39.4 | ||
| Russia 10Y | -668.1 bp | -8.9 | +58.9 | ||
| Brazil 10Y | -669.6 bp | -15.4 | +107.4 |
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 | 1.026% | 60.03 | 98.99 | 176.91 | 254.83 | 332.75 | 410.67 | |
| 40 years | 1.032% | 66.32 | 98.96 | 164.23 | 229.50 | 294.77 | 360.04 | |
| 30 years | 1.088% | 72.28 | 97.76 | 148.72 | 199.67 | 250.63 | 301.59 | |
| 25 years | 1.084% | 76.37 | 98.17 | 141.76 | 185.35 | 228.95 | 272.54 | |
| 20 years | 0.972% | 82.41 | 100.51 | 136.70 | 172.89 | 209.09 | 245.28 | |
| 15 years | 0.814% | 88.55 | 102.62 | 130.75 | 158.88 | 187.02 | 215.15 | |
| 12 years | 0.599% | 93.08 | 104.63 | 127.72 | 150.81 | 173.90 | 196.99 | |
| 10 years | 0.519% | 94.96 | 104.68 | 124.12 | 143.56 | 163.00 | 182.44 | |
| 9 years | 0.427% | 96.24 | 105.05 | 122.67 | 140.29 | 157.91 | 175.54 | |
| 8 years | 0.445% | 96.51 | 104.35 | 120.04 | 135.72 | 151.41 | 167.09 | |
| 7 years | 0.405% | 97.21 | 104.10 | 117.87 | 131.65 | 145.43 | 159.20 | |
| 6 years | 0.370% | 97.81 | 103.73 | 115.58 | 127.42 | 139.27 | 151.12 | |
| 5 years | 0.417% | 97.94 | 102.88 | 112.75 | 122.63 | 132.51 | 142.38 | |
| 4 years | 0.423% | 98.33 | 102.28 | 110.20 | 118.12 | 126.03 | 133.95 | |
| 3 years | 0.415% | 98.77 | 101.74 | 107.69 | 113.64 | 119.59 | 125.54 | |
| 2 years | 0.513% | 98.98 | 100.97 | 104.94 | 108.91 | 112.87 | 116.84 | |
| 1 year | 0.580% | 99.42 | 100.42 | 102.41 | 104.39 | 106.38 | 108.37 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||