Last Update: 4 Apr 2020 22:15 GMT+0
The United Kingdom 10Y Government Bond has a 0.313% yield.
10 Years vs 2 Years bond spread is 23.2 bp. Yield Curve is flat 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 40.94 and implied probability of default is 0.68%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -0.5 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 7 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 23.2 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA
|
- |
| Moody's Investors Service |
Aa2
|
negative |
| Fitch Ratings |
AA-
|
negative |
| DBRS |
AAA
|
- |
| 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 | 40.94 | +3.96 % | +101.13 % | +45.71 % | 0.68 % |
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 | 0.160% | -32.6 bp | -60.1 bp | ||||||
| 3 months | 0.173% | -25.1 bp | -60.5 bp | ||||||
| 6 months | 0.106% | -25.9 bp | -63.3 bp | ||||||
| 1 year | 0.086% | -23.9 bp | -37.8 bp | 99.91 | +0.23 % | +0.37 % | |||
| 2 years | 0.081% | -12.2 bp | -27.1 bp | 99.84 | +0.24 % | +0.54 % | |||
| 3 years | 0.106% | -12.3 bp | -16.5 bp | 99.68 | +0.36 % | +0.49 % | |||
| 4 years | 0.106% | -12.9 bp | -15.0 bp | 99.58 | +0.51 % | +0.61 % | |||
| 5 years | 0.151% | -10.5 bp | -10.5 bp | 99.25 | +0.53 % | +0.53 % | |||
| 6 years | 0.132% | -8.6 bp | -5.9 bp | 99.21 | +0.52 % | +0.35 % | |||
| 7 years | 0.148% | -9.9 bp | -7.7 bp | 98.97 | +0.69 % | +0.54 % | |||
| 8 years | 0.195% | -9.4 bp | -8.7 bp | 98.45 | +0.75 % | +0.70 % | |||
| 9 years | 0.272% | -8.4 bp | -9.2 bp | 97.58 | +0.75 % | +0.83 % | |||
| 10 years | 0.313% | -6.5 bp | -13.5 bp | 96.92 | +0.64 % | +1.35 % | |||
| 12 years | 0.464% | -3.4 bp | -10.7 bp | 94.60 | +0.41 % | +1.28 % | |||
| 15 years | 0.550% | -6.5 bp | -13.1 bp | 92.10 | +0.98 % | +1.97 % | |||
| 20 years | 0.704% | -10.0 bp | -15.2 bp | 86.91 | +2.01 % | +3.06 % | |||
| 25 years | 0.794% | -11.2 bp | -14.5 bp | 82.06 | +2.82 % | +3.66 % | |||
| 30 years | 0.783% | -12.9 bp | -16.2 bp | 79.14 | +3.91 % | +4.95 % | |||
| 40 years | 0.680% | -15.9 bp | -17.6 bp | 76.26 | +6.52 % | +7.24 % | |||
| 50 years | 0.574% | -21.4 bp | -26.4 bp | 75.11 | +11.21 % | +13.99 % | |||
10Y Bond Yield Spread - United Kingdom vs Main Countries
The United Kingdom 10Y Government Bond has a 0.313% 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 | 74.8 bp | -26.4 | -28.8 | ||
| Japan 10Y | 31.7 bp | -19.7 | -33.1 | ||
| France 10Y | 23.8 bp | -46.0 | -49.1 | ||
| United States 10Y | -28.6 bp | +39.1 | +78.6 | ||
| Canada 10Y | -39.9 bp | +24.3 | +38.4 | ||
| Spain 10Y | -42.7 bp | -62.7 | -73.0 | ||
| Australia 10Y | -44.8 bp | -2.5 | -0.6 | ||
| Italy 10Y | -123.3 bp | -58.8 | -84.3 | ||
| China 10Y | -229.7 bp | +8.3 | +41.0 | ||
| India 10Y | -599.3 bp | -14.5 | +23.9 | ||
| Russia 10Y | -650.2 bp | -86.0 | -1.0 | ||
| Brazil 10Y | -785.3 bp | -172.9 | -134.1 |
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 | 0.574% | 75.11 | 118.47 | 205.19 | 291.90 | 378.62 | 465.33 | |
| 40 years | 0.680% | 76.26 | 111.17 | 181.01 | 250.85 | 320.68 | 390.52 | |
| 30 years | 0.783% | 79.14 | 105.78 | 159.07 | 212.36 | 265.65 | 318.94 | |
| 25 years | 0.794% | 82.06 | 104.65 | 149.84 | 195.03 | 240.22 | 285.41 | |
| 20 years | 0.704% | 86.91 | 105.50 | 142.69 | 179.88 | 217.07 | 254.26 | |
| 15 years | 0.550% | 92.10 | 106.46 | 135.18 | 163.90 | 192.62 | 221.34 | |
| 12 years | 0.464% | 94.60 | 106.24 | 129.53 | 152.83 | 176.12 | 199.41 | |
| 10 years | 0.313% | 96.92 | 106.75 | 126.41 | 146.07 | 165.73 | 185.39 | |
| 9 years | 0.272% | 97.58 | 106.46 | 124.22 | 141.98 | 159.74 | 177.49 | |
| 8 years | 0.195% | 98.45 | 106.38 | 122.24 | 138.10 | 153.97 | 169.83 | |
| 7 years | 0.148% | 98.97 | 105.93 | 119.85 | 133.76 | 147.68 | 161.60 | |
| 6 years | 0.132% | 99.21 | 105.18 | 117.13 | 129.07 | 141.02 | 152.96 | |
| 5 years | 0.151% | 99.25 | 104.23 | 114.18 | 124.14 | 134.09 | 144.05 | |
| 4 years | 0.106% | 99.58 | 103.57 | 111.55 | 119.52 | 127.50 | 135.48 | |
| 3 years | 0.106% | 99.68 | 102.68 | 108.66 | 114.65 | 120.64 | 126.63 | |
| 2 years | 0.081% | 99.84 | 101.84 | 105.83 | 109.83 | 113.82 | 117.82 | |
| 1 year | 0.086% | 99.91 | 100.91 | 102.91 | 104.91 | 106.91 | 108.91 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||