Last Update: 27 May 2020 22:15 GMT+0
The United States 10Y Government Bond has a 0.695% yield.
10 Years vs 2 Years bond spread is 51.1 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 19.60 and implied probability of default is 0.33%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -0.1 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 16.9 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 51.1 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
|
- |
| 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 | 19.60 | +2.62 % | -2.97 % | +30.67 % | 0.33 % |
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 | 0.107% | +1.1 bp | -154.4 bp | ||||||
| 3 months | 0.145% | +2.5 bp | -146.3 bp | ||||||
| 6 months | 0.175% | +3.0 bp | -145.2 bp | ||||||
| 1 year | 0.185% | +0.7 bp | -141.6 bp | 99.82 | 0.00 % | +1.42 % | |||
| 2 years | 0.184% | -4.0 bp | -144.2 bp | 99.63 | +0.08 % | +2.89 % | |||
| 3 years | 0.226% | -6.4 bp | -139.1 bp | 99.33 | +0.19 % | +4.23 % | |||
| 5 years | 0.353% | -5.2 bp | -127.5 bp | 98.25 | +0.26 % | +6.52 % | |||
| 7 years | 0.532% | -3.3 bp | -118.6 bp | 96.35 | +0.23 % | +8.55 % | |||
| 10 years | 0.695% | +3.1 bp | -107.2 bp | 93.31 | -0.31 % | +11.18 % | |||
| 30 years | 1.459% | +20.0 bp | -73.0 bp | 64.76 | -5.75 % | +24.01 % | |||
10Y Bond Yield Spread - United States vs Main Countries
The United States 10Y Government Bond has a 0.695% 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 | 110.9 bp | -0.1 | -102.7 | ||
| France 10Y | 71.3 bp | +6.7 | -111.6 | ||
| Japan 10Y | 70.1 bp | +0.6 | -117.4 | ||
| United Kingdom 10Y | 50.5 bp | +14.7 | -59.1 | ||
| Canada 10Y | 14.8 bp | +10.7 | -14.1 | ||
| Spain 10Y | 5.4 bp | +27.7 | -132.1 | ||
| Australia 10Y | -19.0 bp | +11.2 | -95.9 | ||
| Italy 10Y | -80.5 bp | +28.7 | -127.7 | ||
| China 10Y | -201.8 bp | -15.8 | -58.1 | ||
| Russia 10Y | -487.5 bp | +58.1 | -28.7 | ||
| India 10Y | -528.9 bp | +20.0 | -58.9 | ||
| Brazil 10Y | -640.2 bp | +144.3 | -120.1 |
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 | 1.459% | 64.76 | 88.91 | 137.22 | 185.54 | 233.85 | 282.16 | |
| 10 years | 0.695% | 93.31 | 102.94 | 122.19 | 141.45 | 160.71 | 179.96 | |
| 7 years | 0.532% | 96.35 | 103.21 | 116.91 | 130.62 | 144.33 | 158.03 | |
| 5 years | 0.353% | 98.25 | 103.20 | 113.10 | 122.99 | 132.89 | 142.78 | |
| 3 years | 0.226% | 99.33 | 102.31 | 108.28 | 114.26 | 120.23 | 126.20 | |
| 2 years | 0.184% | 99.63 | 101.63 | 105.62 | 109.61 | 113.59 | 117.58 | |
| 1 year | 0.185% | 99.82 | 100.81 | 102.81 | 104.81 | 106.80 | 108.80 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||