Last Update: 14 Aug 2020 12:15 GMT+0
The United States 10Y Government Bond has a 0.708% yield.
10 Years vs 2 Years bond spread is 55.1 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 18.50 and implied probability of default is 0.31%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 1.5 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 15.2 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 55.1 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 | 18.50 | 0.00 % | -0.54 % | +15.63 % | 0.31 % |
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 | 0.127% | +1.0 bp | -146.6 bp | ||||||
| 3 months | 0.099% | -4.6 bp | -148.0 bp | ||||||
| 6 months | 0.119% | -3.1 bp | -143.3 bp | ||||||
| 1 year | 0.142% | -1.5 bp | -134.3 bp | 99.86 | +0.02 % | +1.34 % | |||
| 2 years | 0.157% | -0.2 bp | -127.3 bp | 99.69 | +0.01 % | +2.56 % | |||
| 3 years | 0.190% | +0.2 bp | -120.9 bp | 99.43 | -0.01 % | +3.66 % | |||
| 5 years | 0.309% | +1.8 bp | -110.9 bp | 98.47 | -0.09 % | +5.65 % | |||
| 7 years | 0.511% | +3.8 bp | -99.9 bp | 96.50 | -0.26 % | +7.17 % | |||
| 10 years | 0.708% | +8.3 bp | -88.0 bp | 93.19 | -0.82 % | +9.10 % | |||
| 20 years | 1.186% | +9.6 bp | n.a. | 78.99 | -1.89 % | n.a. | |||
| 30 years | 1.427% | +11.6 bp | -61.1 bp | 65.37 | -3.38 % | +19.75 % | |||
10Y Bond Yield Spread - United States vs Main Countries
The United States 10Y Government Bond has a 0.708% 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 | 112.7 bp | +6.3 | -85.8 | ||
| France 10Y | 83.8 bp | +7.9 | -91.0 | ||
| Japan 10Y | 66.4 bp | +5.8 | -94.4 | ||
| United Kingdom 10Y | 45.8 bp | -1.6 | -50.1 | ||
| Spain 10Y | 34.9 bp | +12.7 | -95.4 | ||
| Canada 10Y | 7.0 bp | -2.0 | -15.2 | ||
| Australia 10Y | -22.7 bp | +5.0 | -75.7 | ||
| Italy 10Y | -34.6 bp | +29.9 | -101.6 | ||
| China 10Y | -225.8 bp | +24.2 | -96.0 | ||
| India 10Y | -525.4 bp | -5.4 | -47.3 | ||
| Russia 10Y | -526.7 bp | -9.7 | -80.0 | ||
| Brazil 10Y | -628.2 bp | -46.0 | -144.7 |
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 | 1.427% | 65.37 | 89.64 | 138.17 | 186.70 | 235.24 | 283.77 | |
| 20 years | 1.186% | 78.99 | 96.71 | 132.13 | 167.55 | 202.98 | 238.40 | |
| 10 years | 0.708% | 93.19 | 102.81 | 122.05 | 141.29 | 160.54 | 179.78 | |
| 7 years | 0.511% | 96.50 | 103.35 | 117.07 | 130.79 | 144.51 | 158.23 | |
| 5 years | 0.309% | 98.47 | 103.42 | 113.33 | 123.24 | 133.15 | 143.06 | |
| 3 years | 0.190% | 99.43 | 102.42 | 108.40 | 114.38 | 120.35 | 126.33 | |
| 2 years | 0.157% | 99.69 | 101.68 | 105.67 | 109.66 | 113.65 | 117.64 | |
| 1 year | 0.142% | 99.86 | 100.86 | 102.85 | 104.85 | 106.85 | 108.85 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||