Last Update: 18 Jun 2019 18:15 GMT+0
The United States 10Y Government Bond has a 2.058% yield.
10 Years vs 2 Years bond spread is 19.2 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities
Central Bank Rate is 2.50%.
The United States rating is AA+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 14.70 and implied probability of default is 0.25%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -22 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -3.4 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 19.2 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 | 2.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 14.70 | -1.34 % | -9.82 % | -19.23 % | 0.25 % |
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 | 2.187% | -21.2 bp | -14.9 bp | ||||||
| 3 months | 2.229% | -15.7 bp | -15.8 bp | ||||||
| 6 months | 2.197% | -22.3 bp | -33.9 bp | ||||||
| 1 year | 2.086% | -24.9 bp | -54.9 bp | 97.96 | +0.25 % | +0.54 % | |||
| 2 years | 1.866% | -33.4 bp | -78.8 bp | 96.37 | +0.66 % | +1.55 % | |||
| 3 years | 1.801% | -34.6 bp | -84.3 bp | 94.79 | +1.02 % | +2.51 % | |||
| 5 years | 1.832% | -34.4 bp | -82.8 bp | 91.32 | +1.69 % | +4.13 % | |||
| 7 years | 1.934% | -34.2 bp | -80.7 bp | 87.45 | +2.38 % | +5.68 % | |||
| 10 years | 2.058% | -33.5 bp | -76.8 bp | 81.57 | +3.33 % | +7.78 % | |||
| 30 years | 2.547% | -27.8 bp | -53.2 bp | 47.02 | +8.47 % | +16.79 % | |||
10Y Bond Yield Spread - United States vs Main Countries
The United States 10Y Government Bond has a 2.058% 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 | 237.7 bp | -12.2 | -20.9 | ||
| Japan 10Y | 219.2 bp | -25.7 | -61.1 | ||
| France 10Y | 204.4 bp | -6.3 | -7.3 | ||
| Spain 10Y | 166.0 bp | +15.0 | +21.9 | ||
| United Kingdom 10Y | 125.0 bp | -10.5 | -29.6 | ||
| Australia 10Y | 70.1 bp | -5.3 | +27.2 | ||
| Canada 10Y | 63.2 bp | -7.2 | -17.9 | ||
| Italy 10Y | -6.3 bp | +22.4 | +3.8 | ||
| China 10Y | -120.1 bp | -31.1 | -61.8 | ||
| India 10Y | -475.0 bp | +21.9 | -23.1 | ||
| Russia 10Y | -550.2 bp | +14.5 | +45.2 | ||
| Brazil 10Y | -583.2 bp | +87.5 | +106.2 |
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 | 2.547% | 47.02 | 67.82 | 109.42 | 151.02 | 192.62 | 234.22 | |
| 10 years | 2.058% | 81.57 | 90.53 | 108.44 | 126.35 | 144.26 | 162.17 | |
| 7 years | 1.934% | 87.45 | 93.94 | 106.92 | 119.89 | 132.87 | 145.85 | |
| 5 years | 1.832% | 91.32 | 96.06 | 105.53 | 115.01 | 124.48 | 133.95 | |
| 3 years | 1.801% | 94.79 | 97.68 | 103.47 | 109.26 | 115.05 | 120.84 | |
| 2 years | 1.866% | 96.37 | 98.32 | 102.21 | 106.10 | 109.99 | 113.88 | |
| 1 year | 2.086% | 97.96 | 98.94 | 100.90 | 102.85 | 104.81 | 106.77 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||