Last Update: 16 Jul 2020 14:15 GMT+0
The United Kingdom 10Y Government Bond has a 0.135% yield.
10 Years vs 2 Years bond spread is 24.4 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 28.36 and implied probability of default is 0.47%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -8.4 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 2.7 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 24.4 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
|
negative |
| 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 | 28.36 | +0.85 % | -4.02 % | +0.93 % | 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 | -0.058% | -9.2 bp | -72.5 bp | ||||||
| 3 months | -0.050% | -2.0 bp | -69.3 bp | ||||||
| 6 months | -0.086% | -4.3 bp | -71.0 bp | ||||||
| 1 year | -0.025% | -5.4 bp | -54.7 bp | 100.03 | +0.06 % | +0.55 % | |||
| 2 years | -0.109% | -6.1 bp | -56.5 bp | 100.22 | +0.12 % | +1.14 % | |||
| 3 years | -0.107% | -8.5 bp | -49.4 bp | 100.32 | +0.25 % | +1.49 % | |||
| 4 years | -0.115% | -8.2 bp | -53.2 bp | 100.46 | +0.33 % | +2.15 % | |||
| 5 years | -0.082% | -7.9 bp | -51.1 bp | 100.41 | +0.39 % | +2.58 % | |||
| 6 years | -0.065% | -5.3 bp | -46.0 bp | 100.39 | +0.32 % | +2.80 % | |||
| 7 years | -0.014% | -5.9 bp | -45.5 bp | 100.10 | +0.41 % | +3.23 % | |||
| 8 years | 0.025% | -5.2 bp | -47.6 bp | 99.80 | +0.41 % | +3.87 % | |||
| 9 years | 0.080% | -7.1 bp | -48.1 bp | 99.28 | +0.64 % | +4.41 % | |||
| 10 years | 0.135% | -6.9 bp | -50.6 bp | 98.66 | +0.69 % | +5.17 % | |||
| 12 years | 0.253% | -6.1 bp | -53.1 bp | 97.01 | +0.73 % | +6.55 % | |||
| 15 years | 0.363% | -4.8 bp | -53.0 bp | 94.71 | +0.72 % | +8.22 % | |||
| 20 years | 0.552% | +0.3 bp | -51.2 bp | 89.57 | -0.07 % | +10.69 % | |||
| 25 years | 0.658% | +3.5 bp | -49.2 bp | 84.88 | -0.86 % | +12.96 % | |||
| 30 years | 0.658% | +4.7 bp | -49.8 bp | 82.14 | -1.39 % | +15.95 % | |||
| 40 years | 0.628% | +9.3 bp | -44.3 bp | 77.85 | -3.63 % | +19.22 % | |||
| 50 years | 0.523% | +8.1 bp | -55.3 bp | 77.04 | -3.95 % | +31.56 % | |||
10Y Bond Yield Spread - United Kingdom vs Main Countries
The United Kingdom 10Y Government Bond has a 0.135% 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 | 60.3 bp | -3.1 | -26.0 | ||
| France 10Y | 29.3 bp | +3.9 | -31.0 | ||
| Japan 10Y | 12.5 bp | -6.5 | -50.5 | ||
| Spain 10Y | -26.1 bp | +6.5 | -44.2 | ||
| Canada 10Y | -37.4 bp | -2.9 | +54.3 | ||
| United States 10Y | -47.9 bp | +5.8 | +68.9 | ||
| Australia 10Y | -74.2 bp | -1.9 | -19.0 | ||
| Italy 10Y | -111.0 bp | +4.1 | -33.8 | ||
| China 10Y | -290.3 bp | -25.4 | -39.6 | ||
| India 10Y | -567.8 bp | -3.6 | +27.9 | ||
| Russia 10Y | -570.5 bp | -32.4 | -13.6 | ||
| Brazil 10Y | -632.2 bp | +9.0 | -11.9 |
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 | 0.523% | 77.04 | 120.94 | 208.73 | 296.53 | 384.32 | 472.11 | |
| 40 years | 0.628% | 77.85 | 113.12 | 183.67 | 254.22 | 324.77 | 395.32 | |
| 30 years | 0.658% | 82.14 | 109.28 | 163.57 | 217.86 | 272.15 | 326.43 | |
| 25 years | 0.658% | 84.88 | 107.86 | 153.83 | 199.79 | 245.76 | 291.72 | |
| 20 years | 0.552% | 89.57 | 108.46 | 146.23 | 184.01 | 221.78 | 259.55 | |
| 15 years | 0.363% | 94.71 | 109.28 | 138.43 | 167.58 | 196.72 | 225.87 | |
| 12 years | 0.253% | 97.01 | 108.82 | 132.43 | 156.04 | 179.65 | 203.26 | |
| 10 years | 0.135% | 98.66 | 108.59 | 128.44 | 148.29 | 168.14 | 188.00 | |
| 9 years | 0.080% | 99.28 | 108.25 | 126.18 | 144.10 | 162.03 | 179.96 | |
| 8 years | 0.025% | 99.80 | 107.79 | 123.77 | 139.76 | 155.74 | 171.72 | |
| 7 years | -0.014% | 100.10 | 107.10 | 121.11 | 135.12 | 149.13 | 163.13 | |
| 6 years | -0.065% | 100.39 | 106.40 | 118.43 | 130.46 | 142.49 | 154.51 | |
| 5 years | -0.082% | 100.41 | 105.42 | 115.45 | 125.47 | 135.50 | 145.52 | |
| 4 years | -0.115% | 100.46 | 104.47 | 112.50 | 120.52 | 128.54 | 136.57 | |
| 3 years | -0.107% | 100.32 | 103.33 | 109.34 | 115.35 | 121.37 | 127.38 | |
| 2 years | -0.109% | 100.22 | 102.22 | 106.23 | 110.23 | 114.24 | 118.25 | |
| 1 year | -0.025% | 100.03 | 101.03 | 103.03 | 105.03 | 107.03 | 109.03 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||