Last Update: 23 Oct 2018 8:15 GMT+0
The United States 10Y Government Bond has a 3.156% yield.
10 Years vs 2 Years bond spread is 27.3 bp. Yield Curve is flat
Central Bank Rate is 2.25%.
The United States rating is AA+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 18.20 and implied probability of default is 0.30%.
| 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 | 2.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 18.20 | +0.55 % | -9.90 % | -10.34 % | 0.30 % |
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 | 2.173% | +13.7 bp | +50.8 bp | ||||||
| 3 months | 2.341% | +16.8 bp | +51.6 bp | ||||||
| 6 months | 2.484% | +11.0 bp | +47.0 bp | ||||||
| 1 year | 2.672% | +10.3 bp | +45.6 bp | 97.40 | -0.10 % | -0.44 % | |||
| 2 years | 2.883% | +7.9 bp | +40.5 bp | 94.47 | -0.16 % | -0.79 % | |||
| 3 years | 2.952% | +6.1 bp | +31.6 bp | 91.64 | -0.19 % | -0.92 % | |||
| 5 years | 3.012% | +6.0 bp | +19.1 bp | 86.21 | -0.29 % | -0.92 % | |||
| 7 years | 3.093% | +6.6 bp | +15.5 bp | 80.80 | -0.44 % | -1.04 % | |||
| 10 years | 3.156% | +8.9 bp | +17.9 bp | 73.29 | -0.87 % | -1.73 % | |||
| 30 years | 3.350% | +14.7 bp | +20.4 bp | 37.21 | -4.20 % | -5.75 % | |||
10Y Bond Yield Spread - United States vs Main Countries
The United States 10Y Government Bond has a 3.156% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 300.7 bp | +6.9 | +9.1 | ||
| Germany 10Y | 272.5 bp | +11.9 | +38.3 | ||
| France 10Y | 235.4 bp | +6.6 | +22.0 | ||
| United Kingdom 10Y | 165.8 bp | +14.8 | +21.8 | ||
| Spain 10Y | 146.7 bp | -8.7 | -20.1 | ||
| Canada 10Y | 67.1 bp | +3.4 | +4.9 | ||
| Australia 10Y | 47.7 bp | +10.9 | +37.0 | ||
| Italy 10Y | -29.8 bp | -52.6 | -148.3 | ||
| China 10Y | -44.8 bp | +19.8 | +17.8 | ||
| India 10Y | -474.5 bp | +26.4 | +1.8 | ||
| Russia 10Y | -539.4 bp | +22.9 | -103.1 | ||
| Brazil 10Y | -705.4 bp | +157.9 | -33.6 |
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 | 3.350% | 37.21 | 55.95 | 93.44 | 130.93 | 168.41 | 205.90 | |
| 10 years | 3.156% | 73.29 | 81.75 | 98.68 | 115.61 | 132.53 | 149.46 | |
| 7 years | 3.093% | 80.80 | 87.01 | 99.42 | 111.84 | 124.26 | 136.67 | |
| 5 years | 3.012% | 86.21 | 90.79 | 99.95 | 109.10 | 118.26 | 127.41 | |
| 3 years | 2.952% | 91.64 | 94.47 | 100.14 | 105.80 | 111.46 | 117.12 | |
| 2 years | 2.883% | 94.47 | 96.39 | 100.22 | 104.06 | 107.89 | 111.72 | |
| 1 year | 2.672% | 97.40 | 98.37 | 100.32 | 102.27 | 104.22 | 106.16 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||