Last Update: 25 Jan 2020 5:15 GMT+0
The United States 10Y Government Bond has a 1.686% yield.
10 Years vs 2 Years bond spread is 19.1 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.75% (last modification in October 2019).
The United States credit rating is AA+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 15.40 and implied probability of default is 0.26%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -4.9 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 1.4 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 19.1 bp | Yield Curve is flat 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 | 1.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 15.40 | 0.00 % | -1.91 % | -16.76 % | 0.26 % |
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 | 1.537% | -1.5 bp | -56.0 bp | ||||||
| 3 months | 1.531% | -4.6 bp | -57.9 bp | ||||||
| 6 months | 1.544% | -6.5 bp | -54.6 bp | ||||||
| 1 year | 1.544% | +1.5 bp | -44.7 bp | 98.48 | -0.01 % | +0.44 % | |||
| 2 years | 1.495% | -13.4 bp | -36.1 bp | 97.08 | +0.27 % | +0.72 % | |||
| 3 years | 1.481% | -16.3 bp | -34.2 bp | 95.69 | +0.48 % | +1.02 % | |||
| 5 years | 1.509% | -20.3 bp | -34.3 bp | 92.78 | +1.00 % | +1.70 % | |||
| 7 years | 1.604% | -22.8 bp | -34.8 bp | 89.46 | +1.58 % | +2.43 % | |||
| 10 years | 1.686% | -21.7 bp | -39.2 bp | 84.60 | +2.15 % | +3.92 % | |||
| 30 years | 2.135% | -19.9 bp | -47.3 bp | 53.06 | +6.01 % | +14.87 % | |||
10Y Bond Yield Spread - United States vs Main Countries
The United States 10Y Government Bond has a 1.686% 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 | 202.5 bp | -12.3 | -42.3 | ||
| France 10Y | 176.7 bp | -7.7 | -41.5 | ||
| Japan 10Y | 169.6 bp | -23.0 | -53.4 | ||
| Spain 10Y | 134.3 bp | -13.8 | -35.9 | ||
| United Kingdom 10Y | 111.9 bp | -1.4 | -26.1 | ||
| Australia 10Y | 62.5 bp | +2.8 | -21.3 | ||
| Italy 10Y | 46.1 bp | -1.2 | -10.5 | ||
| Canada 10Y | 32.1 bp | +3.5 | -29.3 | ||
| China 10Y | -134.8 bp | -6.2 | -24.4 | ||
| Russia 10Y | -451.9 bp | -9.7 | +62.3 | ||
| India 10Y | -489.2 bp | -22.4 | -45.6 | ||
| Brazil 10Y | -501.1 bp | +2.3 | +17.1 |
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 | 2.135% | 53.06 | 75.05 | 119.02 | 162.99 | 206.96 | 250.94 | |
| 10 years | 1.686% | 84.60 | 93.74 | 112.00 | 130.26 | 148.53 | 166.79 | |
| 7 years | 1.604% | 89.46 | 96.03 | 109.17 | 122.32 | 135.46 | 148.60 | |
| 5 years | 1.509% | 92.78 | 97.57 | 107.13 | 116.69 | 126.25 | 135.82 | |
| 3 years | 1.481% | 95.69 | 98.60 | 104.43 | 110.25 | 116.08 | 121.90 | |
| 2 years | 1.495% | 97.08 | 99.03 | 102.94 | 106.86 | 110.77 | 114.68 | |
| 1 year | 1.544% | 98.48 | 99.46 | 101.43 | 103.40 | 105.37 | 107.34 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||