Last Update: 19 Jan 2020 3:15 GMT+0
The United Kingdom 10Y Government Bond has a 0.628% yield.
10 Years vs 2 Years bond spread is 20.4 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 | -6.2 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -1.3 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 20.4 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 | 0.75% |
| 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% | +4.1 bp | -6.6 bp | ||||||
| 3 months | 0.516% | -17.2 bp | -22.8 bp | ||||||
| 6 months | 0.598% | -10.7 bp | -13.2 bp | ||||||
| 1 year | 0.486% | -12.2 bp | -6.9 bp | 99.52 | +0.12 % | +0.07 % | |||
| 2 years | 0.424% | -9.8 bp | -8.0 bp | 99.16 | +0.20 % | +0.16 % | |||
| 3 years | 0.372% | -12.8 bp | -10.0 bp | 98.89 | +0.39 % | +0.29 % | |||
| 4 years | 0.403% | -14.9 bp | -9.1 bp | 98.40 | +0.59 % | +0.36 % | |||
| 5 years | 0.411% | -16.5 bp | -10.4 bp | 97.97 | +0.82 % | +0.52 % | |||
| 6 years | 0.380% | -15.9 bp | -13.1 bp | 97.75 | +0.95 % | +0.78 % | |||
| 7 years | 0.426% | -15.5 bp | -14.9 bp | 97.07 | +1.08 % | +1.04 % | |||
| 8 years | 0.488% | -15.1 bp | -15.6 bp | 96.18 | +1.21 % | +1.25 % | |||
| 9 years | 0.547% | -15.2 bp | -8.1 bp | 95.21 | +1.37 % | +0.73 % | |||
| 10 years | 0.628% | -15.8 bp | -10.9 bp | 93.93 | +1.58 % | +1.09 % | |||
| 12 years | 0.774% | -15.5 bp | -5.9 bp | 91.16 | +1.85 % | +0.71 % | |||
| 15 years | 0.886% | -14.4 bp | -18.5 bp | 87.61 | +2.17 % | +2.79 % | |||
| 20 years | 1.062% | -12.6 bp | -17.6 bp | 80.95 | +2.52 % | +3.53 % | |||
| 25 years | 1.152% | -12.6 bp | -20.2 bp | 75.10 | +3.16 % | +5.11 % | |||
| 30 years | 1.160% | -12.2 bp | -20.3 bp | 70.75 | +3.68 % | +6.20 % | |||
| 40 years | 1.077% | -10.5 bp | -21.9 bp | 65.15 | +4.24 % | +9.04 % | |||
| 50 years | 1.070% | -9.5 bp | -21.6 bp | 58.73 | +4.80 % | +11.25 % | |||
10Y Bond Yield Spread - United Kingdom vs Main Countries
The United Kingdom 10Y Government Bond has a 0.628% 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 | 84.7 bp | -17.9 | -21.7 | ||
| Japan 10Y | 62.4 bp | -15.8 | -23.8 | ||
| France 10Y | 58.6 bp | -13.7 | -22.2 | ||
| Spain 10Y | 17.0 bp | -17.2 | -16.1 | ||
| Australia 10Y | -55.4 bp | -4.3 | +5.5 | ||
| Italy 10Y | -74.2 bp | -14.7 | +11.9 | ||
| Canada 10Y | -93.8 bp | -5.9 | -17.3 | ||
| United States 10Y | -119.7 bp | -6.1 | +11.4 | ||
| China 10Y | -250.6 bp | -3.7 | -7.0 | ||
| Russia 10Y | -555.7 bp | +2.7 | +105.6 | ||
| India 10Y | -599.4 bp | -3.4 | -37.0 | ||
| Brazil 10Y | -618.9 bp | +5.7 | +36.4 |
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 | 1.070% | 58.73 | 97.30 | 174.43 | 251.57 | 328.70 | 405.83 | |
| 40 years | 1.077% | 65.15 | 97.51 | 162.23 | 226.95 | 291.67 | 356.38 | |
| 30 years | 1.160% | 70.75 | 95.97 | 146.39 | 196.82 | 247.25 | 297.68 | |
| 25 years | 1.152% | 75.10 | 96.71 | 139.94 | 183.17 | 226.40 | 269.63 | |
| 20 years | 1.062% | 80.95 | 98.89 | 134.75 | 170.62 | 206.49 | 242.36 | |
| 15 years | 0.886% | 87.61 | 101.59 | 129.57 | 157.55 | 185.52 | 213.50 | |
| 12 years | 0.774% | 91.16 | 102.58 | 125.42 | 148.25 | 171.09 | 193.92 | |
| 10 years | 0.628% | 93.93 | 103.59 | 122.92 | 142.25 | 161.57 | 180.90 | |
| 9 years | 0.547% | 95.21 | 103.97 | 121.49 | 139.00 | 156.52 | 174.04 | |
| 8 years | 0.488% | 96.18 | 104.01 | 119.66 | 135.32 | 150.97 | 166.62 | |
| 7 years | 0.426% | 97.07 | 103.95 | 117.71 | 131.48 | 145.24 | 159.01 | |
| 6 years | 0.380% | 97.75 | 103.67 | 115.51 | 127.36 | 139.20 | 151.04 | |
| 5 years | 0.411% | 97.97 | 102.91 | 112.79 | 122.66 | 132.54 | 142.42 | |
| 4 years | 0.403% | 98.40 | 102.36 | 110.28 | 118.20 | 126.12 | 134.04 | |
| 3 years | 0.372% | 98.89 | 101.87 | 107.83 | 113.78 | 119.74 | 125.69 | |
| 2 years | 0.424% | 99.16 | 101.14 | 105.12 | 109.09 | 113.07 | 117.04 | |
| 1 year | 0.486% | 99.52 | 100.51 | 102.50 | 104.49 | 106.48 | 108.47 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||