Last Update: 22 Sep 2021 17:15 GMT+0
The United Kingdom 10Y Government Bond has a 0.799% yield.
10 Years vs 2 Years bond spread is 52.5 bp. Normal Convexity 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 9.04 and implied probability of default is 0.15%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 12.6 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 20.6 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 52.5 bp | Normal Convexity 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 | 0.10% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 9.04 | -4.07 % | -13.36 % | -55.82 % | 0.15 % |
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 | -0.035% | +0.3 bp | -4.8 bp | ||||||
| 3 months | 0.004% | +0.8 bp | -1.0 bp | ||||||
| 6 months | -0.018% | -0.9 bp | -2.2 bp | ||||||
| 1 year | 0.148% | +9.0 bp | +17.0 bp | 99.85 | -0.09 % | -0.17 % | |||
| 2 years | 0.274% | +18.3 bp | +20.2 bp | 99.46 | -0.36 % | -0.40 % | |||
| 3 years | 0.355% | +18.1 bp | +19.1 bp | 98.94 | -0.54 % | -0.57 % | |||
| 4 years | 0.402% | +23.0 bp | +15.6 bp | 98.41 | -0.91 % | -0.62 % | |||
| 5 years | 0.479% | +24.2 bp | +11.2 bp | 97.64 | -1.19 % | -0.56 % | |||
| 6 years | 0.480% | +16.6 bp | -3.3 bp | 97.17 | -0.99 % | +0.20 % | |||
| 7 years | 0.544% | +17.4 bp | -5.5 bp | 96.27 | -1.21 % | +0.38 % | |||
| 8 years | 0.646% | +17.7 bp | -11.8 bp | 94.98 | -1.40 % | +0.94 % | |||
| 9 years | 0.728% | +17.7 bp | -12.5 bp | 93.68 | -1.57 % | +1.11 % | |||
| 10 years | 0.799% | +27.3 bp | -1.9 bp | 92.35 | -2.68 % | +0.17 % | |||
| 12 years | 0.813% | +18.4 bp | -14.0 bp | 90.74 | -2.17 % | +1.68 % | |||
| 15 years | 1.007% | +18.8 bp | -18.2 bp | 86.05 | -2.75 % | +2.72 % | |||
| 20 years | 1.120% | +18.3 bp | -20.4 bp | 80.03 | -3.56 % | +4.11 % | |||
| 25 years | 1.152% | +17.9 bp | -21.5 bp | 75.10 | -4.33 % | +5.45 % | |||
| 30 years | 1.119% | +17.8 bp | -22.6 bp | 71.62 | -5.14 % | +6.93 % | |||
| 40 years | 1.007% | +17.6 bp | -23.8 bp | 66.98 | -6.74 % | +9.88 % | |||
| 50 years | 0.924% | +17.2 bp | -24.5 bp | 63.14 | -8.17 % | +12.89 % | |||
United Kingdom 10Y Bond Yield Spread
The United Kingdom 10Y Government Bond has a 0.799% 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 | 112.5 bp | +10.4 bp | -0.1 bp | Compare | |
| France 10Y | 79.1 bp | +11.7 bp | -8.3 bp | Compare | |
| Japan 10Y | 76.8 bp | +24.8 bp | +2.8 bp | Compare | |
| Spain 10Y | 48.9 bp | +17.5 bp | +0.9 bp | Compare | |
| Italy 10Y | 13.5 bp | +15.6 bp | -3.7 bp | Compare | |
| Canada 10Y | -42.5 bp | +19.2 bp | +31.9 bp | Compare | |
| Australia 10Y | -44.9 bp | +9.4 bp | +49.3 bp | Compare | |
| United States 10Y | -51.2 bp | +21.7 bp | +36.6 bp | Compare | |
| China 10Y | -208.3 bp | +25.9 bp | +35.6 bp | Compare | |
| India 10Y | -533.9 bp | +36.9 bp | +2.4 bp | Compare | |
| Russia 10Y | -636.1 bp | +6.3 bp | -6.3 bp | Compare | |
| Brazil 10Y | -997.2 bp | +8.4 bp | -211.4 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 | 0.924% | 63.14 | 103.03 | 182.82 | 262.62 | 342.41 | 422.20 | |
| 40 years | 1.007% | 66.98 | 99.77 | 165.35 | 230.93 | 296.52 | 362.10 | |
| 30 years | 1.119% | 71.62 | 96.98 | 147.71 | 198.44 | 249.17 | 299.90 | |
| 25 years | 1.152% | 75.10 | 96.71 | 139.94 | 183.17 | 226.40 | 269.63 | |
| 20 years | 1.120% | 80.03 | 97.86 | 133.52 | 169.18 | 204.84 | 240.50 | |
| 15 years | 1.007% | 86.05 | 99.91 | 127.63 | 155.34 | 183.06 | 210.77 | |
| 12 years | 0.813% | 90.74 | 102.13 | 124.91 | 147.69 | 170.47 | 193.24 | |
| 10 years | 0.799% | 92.35 | 101.93 | 121.08 | 140.23 | 159.38 | 178.53 | |
| 9 years | 0.728% | 93.68 | 102.37 | 119.73 | 137.09 | 154.45 | 171.81 | |
| 8 years | 0.646% | 94.98 | 102.76 | 118.30 | 133.85 | 149.39 | 164.94 | |
| 7 years | 0.544% | 96.27 | 103.12 | 116.82 | 130.52 | 144.22 | 157.92 | |
| 6 years | 0.480% | 97.17 | 103.07 | 114.87 | 126.67 | 138.47 | 150.28 | |
| 5 years | 0.479% | 97.64 | 102.57 | 112.43 | 122.28 | 132.14 | 142.00 | |
| 4 years | 0.402% | 98.41 | 102.37 | 110.29 | 118.21 | 126.13 | 134.05 | |
| 3 years | 0.355% | 98.94 | 101.92 | 107.88 | 113.84 | 119.79 | 125.75 | |
| 2 years | 0.274% | 99.46 | 101.45 | 105.43 | 109.41 | 113.40 | 117.38 | |
| 1 year | 0.148% | 99.85 | 100.85 | 102.85 | 104.85 | 106.84 | 108.84 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||