Last Update: 12 Apr 2021 22:15 GMT+0
The United States 10Y Government Bond has a 1.669% yield.
10 Years vs 2 Years bond spread is 150 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 9.20 and implied probability of default is 0.15%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 10.3 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 71.6 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 150 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
|
negative |
| 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 | 9.20 | -6.12 % | -12.38 % | -52.08 % | 0.15 % |
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 | 0.010% | -1.8 bp | -8.6 bp | ||||||
| 3 months | 0.018% | -1.5 bp | -8.9 bp | ||||||
| 6 months | 0.043% | -0.5 bp | -7.9 bp | ||||||
| 1 year | 0.066% | -1.0 bp | -6.6 bp | 99.93 | +0.01 % | +0.06 % | |||
| 2 years | 0.169% | +2.0 bp | +1.2 bp | 99.66 | -0.04 % | -0.03 % | |||
| 3 years | 0.352% | +1.3 bp | +15.1 bp | 98.95 | -0.04 % | -0.45 % | |||
| 5 years | 0.885% | +4.3 bp | +54.4 bp | 95.69 | -0.21 % | -2.67 % | |||
| 7 years | 1.337% | +5.2 bp | +78.6 bp | 91.12 | -0.36 % | -5.31 % | |||
| 10 years | 1.669% | +4.4 bp | +89.0 bp | 84.75 | -0.42 % | -8.41 % | |||
| 20 years | 2.227% | -6.4 bp | +88.9 bp | 64.37 | +1.26 % | -16.03 % | |||
| 30 years | 2.338% | -4.0 bp | +76.1 bp | 49.99 | +1.17 % | -20.07 % | |||
10Y Bond Yield Spread - United States vs Main Countries
The United States 10Y Government Bond has a 1.669% 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 | 196.1 bp | +2.8 | +63.6 | ||
| France 10Y | 170.3 bp | +1.0 | +63.9 | ||
| Japan 10Y | 156.5 bp | +5.0 | +81.2 | ||
| Spain 10Y | 128.2 bp | -1.1 | +64.9 | ||
| Italy 10Y | 93.4 bp | -6.4 | +82.8 | ||
| United Kingdom 10Y | 88.1 bp | +8.2 | +37.5 | ||
| Canada 10Y | 15.5 bp | +12.5 | +0.5 | ||
| Australia 10Y | -6.7 bp | +12.7 | +0.8 | ||
| China 10Y | -155.2 bp | +10.5 | +87.9 | ||
| India 10Y | -434.2 bp | +26.5 | +77.8 | ||
| Russia 10Y | -564.6 bp | -48.6 | -45.0 | ||
| Brazil 10Y | -745.0 bp | -45.4 | -58.7 |
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 | 2.338% | 49.99 | 71.38 | 114.16 | 156.94 | 199.72 | 242.50 | |
| 20 years | 2.227% | 64.37 | 80.37 | 112.37 | 144.36 | 176.36 | 208.36 | |
| 10 years | 1.669% | 84.75 | 93.89 | 112.17 | 130.45 | 148.73 | 167.01 | |
| 7 years | 1.337% | 91.12 | 97.76 | 111.04 | 124.32 | 137.60 | 150.88 | |
| 5 years | 0.885% | 95.69 | 100.56 | 110.30 | 120.04 | 129.78 | 139.52 | |
| 3 years | 0.352% | 98.95 | 101.93 | 107.89 | 113.85 | 119.80 | 125.76 | |
| 2 years | 0.169% | 99.66 | 101.66 | 105.65 | 109.64 | 113.63 | 117.62 | |
| 1 year | 0.066% | 99.93 | 100.93 | 102.93 | 104.93 | 106.93 | 108.93 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||