Last Update: 13 Dec 2018 5:15 GMT+0
The United States 10Y Government Bond has a 2.911% yield.
10 Years vs 2 Years bond spread is 14.1 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 17.20 and implied probability of default is 0.29%.
| 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 | 17.20 | +1.18 % | -3.91 % | +4.88 % | 0.29 % |
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 | 2.280% | +7.4 bp | +46.5 bp | ||||||
| 3 months | 2.428% | +8.3 bp | +49.2 bp | ||||||
| 6 months | 2.552% | +3.5 bp | +46.5 bp | ||||||
| 1 year | 2.699% | -2.4 bp | +37.2 bp | 97.37 | +0.02 % | -0.37 % | |||
| 2 years | 2.770% | -12.5 bp | +20.0 bp | 94.68 | +0.24 % | -0.39 % | |||
| 3 years | 2.776% | -17.6 bp | +7.2 bp | 92.11 | +0.51 % | -0.22 % | |||
| 5 years | 2.768% | -21.8 bp | -6.9 bp | 87.24 | +1.07 % | +0.33 % | |||
| 7 years | 2.835% | -23.3 bp | -10.2 bp | 82.23 | +1.61 % | +0.70 % | |||
| 10 years | 2.911% | -23.2 bp | -6.5 bp | 75.06 | +2.29 % | +0.64 % | |||
| 30 years | 3.154% | -21.0 bp | +6.0 bp | 39.39 | +6.29 % | -1.75 % | |||
10Y Bond Yield Spread - United States vs Main Countries
The United States 10Y Government Bond has a 2.911% 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 | 285.4 bp | -17.5 | -7.3 | ||
| Germany 10Y | 262.3 bp | -11.9 | +12.6 | ||
| France 10Y | 216.9 bp | -19.5 | +3.9 | ||
| United Kingdom 10Y | 163.1 bp | -1.5 | +2.7 | ||
| Spain 10Y | 147.6 bp | -4.3 | -8.3 | ||
| Canada 10Y | 77.7 bp | +9.3 | +12.3 | ||
| Australia 10Y | 43.7 bp | +0.9 | +23.7 | ||
| Italy 10Y | -8.8 bp | +22.3 | -24.9 | ||
| China 10Y | -42.2 bp | -6.3 | +31.4 | ||
| India 10Y | -448.3 bp | +13.6 | +47.1 | ||
| Russia 10Y | -576.9 bp | +11.8 | -116.5 | ||
| Brazil 10Y | -712.9 bp | +27.8 | +152.5 |
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 | 3.154% | 39.39 | 58.61 | 97.04 | 135.47 | 173.90 | 212.34 | |
| 10 years | 2.911% | 75.06 | 83.62 | 100.76 | 117.90 | 135.04 | 152.18 | |
| 7 years | 2.835% | 82.23 | 88.50 | 101.03 | 113.57 | 126.11 | 138.65 | |
| 5 years | 2.768% | 87.24 | 91.85 | 101.07 | 110.29 | 119.51 | 128.73 | |
| 3 years | 2.776% | 92.11 | 94.95 | 100.64 | 106.32 | 112.00 | 117.68 | |
| 2 years | 2.770% | 94.68 | 96.60 | 100.44 | 104.28 | 108.12 | 111.96 | |
| 1 year | 2.699% | 97.37 | 98.35 | 100.29 | 102.24 | 104.19 | 106.14 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||