Last Update: 14 Dec 2019 3:15 GMT+0
The United Kingdom 10Y Government Bond has a 0.785% yield.
10 Years vs 2 Years bond spread is 25.2 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 | -7.9 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 4.7 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 25.2 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
|
negative |
| 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 | 0.664% | -4.7 bp | -8.2 bp | ||||||
| 3 months | 0.696% | -1.2 bp | -1.0 bp | ||||||
| 6 months | 0.751% | +2.0 bp | -1.5 bp | ||||||
| 1 year | 0.612% | -1.9 bp | -6.3 bp | 99.39 | +0.02 % | +0.06 % | |||
| 2 years | 0.533% | +1.0 bp | -6.4 bp | 98.94 | -0.02 % | +0.12 % | |||
| 3 years | 0.524% | +5.4 bp | -4.2 bp | 98.44 | -0.16 % | +0.12 % | |||
| 4 years | 0.563% | +7.7 bp | -3.7 bp | 97.78 | -0.31 % | +0.14 % | |||
| 5 years | 0.580% | +8.9 bp | -5.0 bp | 97.15 | -0.44 % | +0.25 % | |||
| 6 years | 0.551% | +11.1 bp | -9.0 bp | 96.76 | -0.66 % | +0.54 % | |||
| 7 years | 0.591% | +11.2 bp | -9.6 bp | 95.96 | -0.78 % | +0.67 % | |||
| 8 years | 0.639% | +10.0 bp | -11.7 bp | 95.03 | -0.79 % | +0.93 % | |||
| 9 years | 0.699% | +8.0 bp | -2.9 bp | 93.92 | -0.72 % | +0.26 % | |||
| 10 years | 0.785% | +7.7 bp | -5.9 bp | 92.48 | -0.76 % | +0.59 % | |||
| 12 years | 0.927% | +7.6 bp | -0.4 bp | 89.52 | -0.90 % | +0.04 % | |||
| 15 years | 1.024% | +6.4 bp | -14.6 bp | 85.83 | -0.95 % | +2.19 % | |||
| 20 years | 1.187% | +5.4 bp | -13.2 bp | 78.98 | -1.06 % | +2.64 % | |||
| 25 years | 1.274% | +4.8 bp | -15.7 bp | 72.87 | -1.18 % | +3.95 % | |||
| 30 years | 1.279% | +4.2 bp | -15.6 bp | 68.30 | -1.23 % | +4.72 % | |||
| 40 years | 1.171% | +1.0 bp | -19.1 bp | 62.77 | -0.40 % | +7.83 % | |||
| 50 years | 1.151% | 0.0 bp | -19.7 bp | 56.43 | 0.00 % | +10.21 % | |||
10Y Bond Yield Spread - United Kingdom vs Main Countries
The United Kingdom 10Y Government Bond has a 0.785% 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 | 108.5 bp | +2.9 | -1.3 | ||
| Japan 10Y | 80.5 bp | +2.5 | -16.9 | ||
| France 10Y | 79.0 bp | +5.6 | +3.6 | ||
| Spain 10Y | 38.2 bp | +12.7 | +3.9 | ||
| Australia 10Y | -37.5 bp | +5.7 | +15.3 | ||
| Italy 10Y | -46.9 bp | +22.3 | +102.7 | ||
| Canada 10Y | -79.8 bp | -3.9 | -20.3 | ||
| United States 10Y | -103.9 bp | +7.5 | +20.3 | ||
| China 10Y | -243.6 bp | +12.7 | -0.1 | ||
| Russia 10Y | -556.5 bp | +20.7 | +125.1 | ||
| Brazil 10Y | -595.3 bp | +1.8 | +113.3 | ||
| India 10Y | -599.7 bp | -19.0 | +7.8 |
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 | 1.151% | 56.43 | 94.28 | 170.00 | 245.71 | 321.42 | 397.13 | |
| 40 years | 1.171% | 62.77 | 94.56 | 158.15 | 221.73 | 285.32 | 348.90 | |
| 30 years | 1.279% | 68.30 | 93.08 | 142.66 | 192.23 | 241.80 | 291.37 | |
| 25 years | 1.274% | 72.87 | 94.17 | 136.75 | 179.34 | 221.93 | 264.52 | |
| 20 years | 1.187% | 78.98 | 96.69 | 132.11 | 167.53 | 202.95 | 238.37 | |
| 15 years | 1.024% | 85.83 | 99.67 | 127.35 | 155.03 | 182.70 | 210.38 | |
| 12 years | 0.927% | 89.52 | 100.83 | 123.44 | 146.05 | 168.67 | 191.28 | |
| 10 years | 0.785% | 92.48 | 102.06 | 121.22 | 140.39 | 159.55 | 178.71 | |
| 9 years | 0.699% | 93.92 | 102.62 | 120.00 | 137.39 | 154.78 | 172.16 | |
| 8 years | 0.639% | 95.03 | 102.81 | 118.36 | 133.91 | 149.46 | 165.00 | |
| 7 years | 0.591% | 95.96 | 102.80 | 116.47 | 130.15 | 143.82 | 157.50 | |
| 6 years | 0.551% | 96.76 | 102.64 | 114.41 | 126.19 | 137.96 | 149.73 | |
| 5 years | 0.580% | 97.15 | 102.06 | 111.89 | 121.72 | 131.55 | 141.38 | |
| 4 years | 0.563% | 97.78 | 101.72 | 109.61 | 117.50 | 125.39 | 133.28 | |
| 3 years | 0.524% | 98.44 | 101.41 | 107.35 | 113.29 | 119.23 | 125.16 | |
| 2 years | 0.533% | 98.94 | 100.93 | 104.89 | 108.86 | 112.83 | 116.80 | |
| 1 year | 0.612% | 99.39 | 100.39 | 102.37 | 104.36 | 106.35 | 108.34 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||