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%.

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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
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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%
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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.

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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.

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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.

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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

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