Last Update: 23 Aug 2019 4:15 GMT+0
The United States 10Y Government Bond has a 1.637% yield.
10 Years vs 2 Years bond spread is 0.3 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities
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 16.00 and implied probability of default is 0.27%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -15.8 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -11.4 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 0.3 bp | Yield Curve is flat 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 | 2.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 16.00 | 0.00 % | +3.23 % | -12.09 % | 0.27 % |
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 | 2.098% | -0.7 bp | -33.5 bp | ||||||
| 3 months | 1.995% | -9.5 bp | -45.5 bp | ||||||
| 6 months | 1.911% | -16.9 bp | -60.1 bp | ||||||
| 1 year | 1.792% | -18.1 bp | -75.2 bp | 98.24 | +0.17 % | +0.74 % | |||
| 2 years | 1.634% | -20.3 bp | -86.3 bp | 96.81 | +0.40 % | +1.70 % | |||
| 3 years | 1.554% | -24.7 bp | -91.0 bp | 95.48 | +0.73 % | +2.71 % | |||
| 5 years | 1.520% | -30.3 bp | -95.1 bp | 92.73 | +1.50 % | +4.77 % | |||
| 7 years | 1.583% | -35.7 bp | -97.0 bp | 89.59 | +2.48 % | +6.88 % | |||
| 10 years | 1.637% | -43.5 bp | -101.7 bp | 85.01 | +4.36 % | +10.46 % | |||
| 30 years | 2.135% | -47.2 bp | -88.2 bp | 53.06 | +14.82 % | +29.41 % | |||
10Y Bond Yield Spread - United States vs Main Countries
The United States 10Y Government Bond has a 1.637% 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 | 227.8 bp | -14.2 | -28.7 | ||
| France 10Y | 199.4 bp | -16.6 | -14.2 | ||
| Japan 10Y | 187.5 bp | -34.3 | -81.9 | ||
| Spain 10Y | 147.5 bp | -18.9 | +0.5 | ||
| United Kingdom 10Y | 111.8 bp | -26.6 | -37.6 | ||
| Australia 10Y | 65.9 bp | -9.3 | +8.6 | ||
| Canada 10Y | 34.7 bp | -23.4 | -41.6 | ||
| Italy 10Y | 33.2 bp | -13.7 | +55.3 | ||
| China 10Y | -143.5 bp | -34.5 | -94.1 | ||
| India 10Y | -493.3 bp | -54.1 | +1.8 | ||
| Russia 10Y | -556.3 bp | -35.5 | +21.3 | ||
| Brazil 10Y | -557.8 bp | -42.0 | +69.8 |
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 | 2.135% | 53.06 | 75.05 | 119.02 | 162.99 | 206.96 | 250.94 | |
| 10 years | 1.637% | 85.01 | 94.17 | 112.48 | 130.79 | 149.10 | 167.41 | |
| 7 years | 1.583% | 89.59 | 96.17 | 109.32 | 122.47 | 135.63 | 148.78 | |
| 5 years | 1.520% | 92.73 | 97.51 | 107.07 | 116.63 | 126.19 | 135.75 | |
| 3 years | 1.554% | 95.48 | 98.39 | 104.21 | 110.02 | 115.84 | 121.66 | |
| 2 years | 1.634% | 96.81 | 98.76 | 102.67 | 106.57 | 110.47 | 114.38 | |
| 1 year | 1.792% | 98.24 | 99.22 | 101.19 | 103.15 | 105.12 | 107.08 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||