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%.
| 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% |
| 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.
| 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.
| 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.
| 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 | ||