Last Update: 25 Jan 2022 3:15 GMT+0
The United Kingdom 10Y Government Bond has a 1.129% yield.
10 Years vs 2 Years bond spread is 26.6 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.25% (last modification in December 2021).
The United Kingdom credit rating is AA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 10.15 and implied probability of default is 0.17%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 13.6 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 9.9 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 26.6 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA
|
- |
| Moody's Investors Service |
Aa3
|
- |
| Fitch Ratings |
AA-
|
- |
| DBRS |
AA (high)
|
- |
| United Kingdom Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 10.15 | -2.38 % | +1.48 % | -39.93 % | 0.17 % |
United Kingdom 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 | 0.144% | +1.4 bp | +15.1 bp | ||||||
| 3 months | 0.226% | +8.3 bp | +21.3 bp | ||||||
| 6 months | 0.252% | +7.6 bp | +27.3 bp | ||||||
| 1 year | 0.727% | +25.1 bp | +66.5 bp | 99.28 | -0.25 % | -0.66 % | |||
| 2 years | 0.863% | +21.5 bp | +78.2 bp | 98.30 | -0.43 % | -1.54 % | |||
| 3 years | 0.903% | +17.8 bp | +72.7 bp | 97.34 | -0.53 % | -2.14 % | |||
| 4 years | 0.891% | +20.8 bp | +68.1 bp | 96.51 | -0.82 % | -2.67 % | |||
| 5 years | 0.962% | +19.4 bp | +68.3 bp | 95.33 | -0.96 % | -3.34 % | |||
| 6 years | 0.928% | +22.2 bp | +56.0 bp | 94.61 | -1.31 % | -3.28 % | |||
| 7 years | 0.968% | +22.7 bp | +53.2 bp | 93.48 | -1.56 % | -3.63 % | |||
| 8 years | 1.028% | +22.5 bp | +49.3 bp | 92.15 | -1.76 % | -3.83 % | |||
| 9 years | 1.073% | +21.0 bp | +46.0 bp | 90.84 | -1.86 % | -4.03 % | |||
| 10 years | 1.129% | +20.7 bp | +54.0 bp | 89.38 | -2.03 % | -5.22 % | |||
| 12 years | 1.153% | +21.1 bp | +46.0 bp | 87.15 | -2.47 % | -5.32 % | |||
| 15 years | 1.278% | +16.9 bp | +39.3 bp | 82.66 | -2.47 % | -5.66 % | |||
| 20 years | 1.324% | +16.4 bp | +33.1 bp | 76.87 | -3.19 % | -6.34 % | |||
| 25 years | 1.313% | +14.8 bp | +28.5 bp | 72.17 | -3.59 % | -6.81 % | |||
| 30 years | 1.243% | +15.6 bp | +23.8 bp | 69.03 | -4.52 % | -6.82 % | |||
| 40 years | 1.092% | +13.1 bp | +18.1 bp | 64.76 | -5.06 % | -6.93 % | |||
| 50 years | 1.000% | +15.3 bp | +16.5 bp | 60.80 | -7.30 % | -7.85 % | |||
United Kingdom 10Y Bond Yield Spread
The United Kingdom 10Y Government Bond has a 1.129% 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. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| United Kingdom 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 124.0 bp | +6.4 bp | +23.1 bp | Compare | |
| Japan 10Y | 99.8 bp | +13.5 bp | +42.9 bp | Compare | |
| France 10Y | 82.8 bp | +2.4 bp | +15.2 bp | Compare | |
| Spain 10Y | 49.8 bp | +9.3 bp | +17.4 bp | Compare | |
| Italy 10Y | -22.3 bp | -2.4 bp | -19.0 bp | Compare | |
| United States 10Y | -64.2 bp | -7.1 bp | +5.0 bp | Compare | |
| Canada 10Y | -68.9 bp | -13.5 bp | -7.0 bp | Compare | |
| Australia 10Y | -82.9 bp | -15.7 bp | -21.6 bp | Compare | |
| China 10Y | -157.3 bp | +34.9 bp | +77.6 bp | Compare | |
| India 10Y | -552.3 bp | +1.7 bp | +5.3 bp | Compare | |
| Russia 10Y | -858.6 bp | -108.8 bp | -218.5 bp | Compare | |
| Brazil 10Y | -998.3 bp | -66.4 bp | -140.4 bp | Compare |
United Kingdom Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 50 years | 1.000% | 60.80 | 100.00 | 178.39 | 256.78 | 335.18 | 413.57 | |
| 40 years | 1.092% | 64.76 | 97.03 | 161.57 | 226.10 | 290.64 | 355.18 | |
| 30 years | 1.243% | 69.03 | 93.95 | 143.77 | 193.60 | 243.43 | 293.26 | |
| 25 years | 1.313% | 72.17 | 93.37 | 135.75 | 178.14 | 220.53 | 262.92 | |
| 20 years | 1.324% | 76.87 | 94.34 | 129.28 | 164.22 | 199.16 | 234.10 | |
| 15 years | 1.278% | 82.66 | 96.23 | 123.37 | 150.51 | 177.66 | 204.80 | |
| 12 years | 1.153% | 87.15 | 98.29 | 120.59 | 142.88 | 165.18 | 187.47 | |
| 10 years | 1.129% | 89.38 | 98.79 | 117.60 | 136.42 | 155.23 | 174.04 | |
| 9 years | 1.073% | 90.84 | 99.38 | 116.45 | 133.52 | 150.59 | 167.66 | |
| 8 years | 1.028% | 92.15 | 99.79 | 115.07 | 130.36 | 145.64 | 160.93 | |
| 7 years | 0.968% | 93.48 | 100.22 | 113.69 | 127.16 | 140.64 | 154.11 | |
| 6 years | 0.928% | 94.61 | 100.42 | 112.04 | 123.66 | 135.28 | 146.90 | |
| 5 years | 0.962% | 95.33 | 100.19 | 109.90 | 119.62 | 129.34 | 139.06 | |
| 4 years | 0.891% | 96.51 | 100.43 | 108.25 | 116.08 | 123.90 | 131.73 | |
| 3 years | 0.903% | 97.34 | 100.29 | 106.18 | 112.07 | 117.97 | 123.86 | |
| 2 years | 0.863% | 98.30 | 100.27 | 104.22 | 108.17 | 112.12 | 116.07 | |
| 1 year | 0.727% | 99.28 | 100.27 | 102.26 | 104.24 | 106.23 | 108.21 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||