Last Update: 1 Apr 2020 4:15 GMT+0
The United States 10Y Government Bond has a 0.638% yield.
10 Years vs 2 Years bond spread is 40 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.25% (last modification in March 2020).
The United States credit rating is AA+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 16.10 and implied probability of default is 0.27%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 5.3 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 12.1 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 40 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 |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
| United States 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 | 16.10 | -22.97 % | +1.26 % | -1.83 % | 0.27 % |
United States 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 | 0.036% | -145.3 bp | -175.8 bp | ||||||
| 3 months | 0.214% | -108.4 bp | -160.7 bp | ||||||
| 6 months | 0.173% | -98.5 bp | -163.0 bp | ||||||
| 1 year | 0.185% | -83.9 bp | -154.4 bp | 99.82 | +0.84 % | +1.55 % | |||
| 2 years | 0.238% | -69.3 bp | -130.8 bp | 99.53 | +1.40 % | +2.63 % | |||
| 3 years | 0.285% | -63.1 bp | -121.2 bp | 99.15 | +1.90 % | +3.67 % | |||
| 5 years | 0.359% | -59.3 bp | -113.6 bp | 98.22 | +2.99 % | +5.78 % | |||
| 7 years | 0.517% | -56.2 bp | -105.8 bp | 96.45 | +3.98 % | +7.60 % | |||
| 10 years | 0.638% | -52.5 bp | -100.2 bp | 93.84 | +5.34 % | +10.41 % | |||
| 30 years | 1.310% | -37.4 bp | -78.9 bp | 67.68 | +11.70 % | +26.22 % | |||
10Y Bond Yield Spread - United States vs Main Countries
The United States 10Y Government Bond has a 0.638% 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 States 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 112.0 bp | -65.2 | -106.5 | ||
| France 10Y | 66.1 bp | -79.5 | -124.1 | ||
| Japan 10Y | 62.8 bp | -68.4 | -116.5 | ||
| United Kingdom 10Y | 27.6 bp | -43.9 | -85.2 | ||
| Spain 10Y | -2.1 bp | -90.2 | -147.4 | ||
| Australia 10Y | -4.8 bp | -51.5 | -73.1 | ||
| Canada 10Y | -5.6 bp | -8.9 | -34.8 | ||
| Italy 10Y | -87.3 bp | -95.0 | -164.8 | ||
| China 10Y | -200.5 bp | -37.3 | -49.0 | ||
| India 10Y | -550.0 bp | -29.2 | -48.3 | ||
| Russia 10Y | -611.7 bp | -81.0 | -72.7 | ||
| Brazil 10Y | -698.0 bp | -139.2 | -152.5 |
United States 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% | |||
| 30 years | 1.310% | 67.68 | 92.35 | 141.70 | 191.05 | 240.40 | 289.75 | |
| 10 years | 0.638% | 93.84 | 103.50 | 122.81 | 142.13 | 161.44 | 180.76 | |
| 7 years | 0.517% | 96.45 | 103.31 | 117.03 | 130.74 | 144.46 | 158.17 | |
| 5 years | 0.359% | 98.22 | 103.17 | 113.06 | 122.96 | 132.85 | 142.74 | |
| 3 years | 0.285% | 99.15 | 102.13 | 108.10 | 114.06 | 120.03 | 126.00 | |
| 2 years | 0.238% | 99.53 | 101.52 | 105.50 | 109.49 | 113.48 | 117.46 | |
| 1 year | 0.185% | 99.82 | 100.81 | 102.81 | 104.81 | 106.80 | 108.80 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||