Last Update: 20 Sep 2021 8:15 GMT+0

The United States 10Y Government Bond has a 1.343% yield.

10 Years vs 2 Years bond spread is 112.1 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 12.30 and implied probability of default is 0.21%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 14.3 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 62.5 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 112.1 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%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 12.30 +19.42 % +24.24 % -32.04 % 0.21 %

United States 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 0.061% +2.0 bp +5.1 bp
3 months 0.046% -0.5 bp +3.6 bp
6 months 0.053% +0.5 bp +2.3 bp
1 year 0.079% +1.3 bp +1.6 bp 99.92 -0.01 % -0.02 %
2 years 0.222% -0.4 bp +6.9 bp 99.56 +0.01 % -0.13 %
3 years 0.462% +1.6 bp +12.8 bp 98.63 -0.04 % -0.37 %
5 years 0.847% +6.4 bp -4.0 bp 95.87 -0.32 % +0.20 %
7 years 1.146% +9.3 bp -22.8 bp 92.33 -0.65 % +1.58 %
10 years 1.343% +8.8 bp -38.7 bp 87.51 -0.86 % +3.88 %
20 years 1.828% +3.9 bp -52.0 bp 69.61 -0.76 % +10.72 %
30 years 1.879% +0.8 bp -55.8 bp 57.21 -0.23 % +17.81 %

United States 10Y Bond Yield Spread

The United States 10Y Government Bond has a 1.343% 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 States 10Y vs Current Spread Chg 1M Chg 6M
Germany 10Y 165.6 bp -9.4 bp -36.2 bp Compare
France 10Y 131.8 bp -8.5 bp -45.3 bp Compare
Japan 10Y 129.8 bp +4.9 bp -32.3 bp Compare
Spain 10Y 100.7 bp -3.6 bp -37.8 bp Compare
Italy 10Y 62.7 bp -8.1 bp -43.6 bp Compare
United Kingdom 10Y 52.8 bp -20.0 bp -35.6 bp Compare
Canada 10Y 6.0 bp -5.2 bp -7.8 bp Compare
Australia 10Y 5.3 bp -12.9 bp +17.2 bp Compare
China 10Y -154.8 bp +6.5 bp -1.0 bp Compare
India 10Y -480.3 bp +17.6 bp -34.0 bp Compare
Russia 10Y -574.7 bp -5.2 bp -44.2 bp Compare
Brazil 10Y -974.7 bp -35.5 bp -283.6 bp Compare

United States 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%
30 years 1.879% 57.21 79.98 125.53 171.08 216.62 262.17
20 years 1.828% 69.61 86.23 119.49 152.74 185.99 219.24
10 years 1.343% 87.51 96.81 115.41 134.01 152.61 171.21
7 years 1.146% 92.33 99.02 112.40 125.78 139.16 152.54
5 years 0.847% 95.87 100.75 110.50 120.25 130.00 139.75
3 years 0.462% 98.63 101.60 107.54 113.49 119.43 125.38
2 years 0.222% 99.56 101.55 105.54 109.52 113.51 117.50
1 year 0.079% 99.92 100.92 102.92 104.92 106.92 108.91
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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