Last Update: 19 Jan 2022 18:15 GMT+0
The United States 10Y Government Bond has a 1.832% yield.
10 Years vs 2 Years bond spread is 81.2 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 11.70 and implied probability of default is 0.20%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 48.1 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 59.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 81.2 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
How to invest in US Total Bond Market with only 1 ETF?
It's possible to invest in the whole US Bond Market in a very simple way, and at low cost.
| 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 | 11.70 | 0.00 % | -3.31 % | +3.54 % | 0.20 % |
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 | 0.043% | +0.2 bp | +0.2 bp | ||||||
| 3 months | 0.178% | +13.2 bp | +13.7 bp | ||||||
| 6 months | 0.366% | +22.9 bp | +31.8 bp | ||||||
| 1 year | 0.539% | +28.0 bp | +46.5 bp | 99.46 | -0.28 % | -0.47 % | |||
| 2 years | 1.020% | +38.0 bp | +80.4 bp | 97.99 | -0.75 % | -1.59 % | |||
| 3 years | 1.315% | +39.2 bp | +92.7 bp | 96.16 | -1.15 % | -2.71 % | |||
| 5 years | 1.611% | +43.3 bp | +90.5 bp | 92.32 | -2.11 % | -4.37 % | |||
| 7 years | 1.781% | +44.2 bp | +80.3 bp | 88.38 | -3.00 % | -5.38 % | |||
| 10 years | 1.832% | +42.5 bp | +64.0 bp | 83.40 | -4.09 % | -6.11 % | |||
| 20 years | 2.207% | +35.3 bp | +46.5 bp | 64.62 | -6.69 % | -8.72 % | |||
| 30 years | 2.150% | +34.0 bp | +33.0 bp | 52.83 | -9.51 % | -9.24 % | |||
United States 10Y Bond Yield Spread
The United States 10Y Government Bond has a 1.832% 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 | 184.2 bp | +5.3 bp | +25.6 bp | Compare | |
| Japan 10Y | 169.8 bp | +33.3 bp | +52.1 bp | Compare | |
| France 10Y | 145.4 bp | +1.8 bp | +21.6 bp | Compare | |
| Spain 10Y | 115.3 bp | +8.2 bp | +30.1 bp | Compare | |
| United Kingdom 10Y | 57.0 bp | -7.3 bp | -7.6 bp | Compare | |
| Italy 10Y | 42.6 bp | -8.1 bp | -6.3 bp | Compare | |
| Canada 10Y | -3.3 bp | -11.9 bp | -8.0 bp | Compare | |
| Australia 10Y | -12.4 bp | +5.9 bp | -13.8 bp | Compare | |
| China 10Y | -91.3 bp | +55.1 bp | +86.1 bp | Compare | |
| India 10Y | -476.6 bp | +23.8 bp | +16.9 bp | Compare | |
| Russia 10Y | -743.8 bp | -43.0 bp | -140.5 bp | Compare | |
| Brazil 10Y | -971.9 bp | -36.2 bp | -212.2 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 | 2.150% | 52.83 | 74.77 | 118.65 | 162.53 | 206.42 | 250.30 | |
| 20 years | 2.207% | 64.62 | 80.65 | 112.71 | 144.77 | 176.82 | 208.88 | |
| 10 years | 1.832% | 83.40 | 92.46 | 110.58 | 128.71 | 146.83 | 164.96 | |
| 7 years | 1.781% | 88.38 | 94.90 | 107.96 | 121.01 | 134.06 | 147.12 | |
| 5 years | 1.611% | 92.32 | 97.09 | 106.62 | 116.15 | 125.69 | 135.22 | |
| 3 years | 1.315% | 96.16 | 99.08 | 104.92 | 110.77 | 116.62 | 122.46 | |
| 2 years | 1.020% | 97.99 | 99.96 | 103.90 | 107.84 | 111.78 | 115.72 | |
| 1 year | 0.539% | 99.46 | 100.46 | 102.45 | 104.44 | 106.43 | 108.42 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||