Last Update: 28 Jan 2021 7:15 GMT+0
The United States 10Y Government Bond has a 0.998% yield.
10 Years vs 2 Years bond spread is 87.7 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 11.30 and implied probability of default is 0.19%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 2.7 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 28.6 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 87.7 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 | 11.30 | -6.61 % | -10.32 % | -26.62 % | 0.19 % |
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 | 0.051% | -4.0 bp | -4.3 bp | ||||||
| 3 months | 0.079% | -1.5 bp | -3.0 bp | ||||||
| 6 months | 0.086% | -2.1 bp | -3.9 bp | ||||||
| 1 year | 0.094% | -1.5 bp | -4.3 bp | 99.91 | +0.02 % | +0.05 % | |||
| 2 years | 0.121% | -0.2 bp | -2.2 bp | 99.76 | +0.01 % | +0.05 % | |||
| 3 years | 0.178% | +1.1 bp | +1.3 bp | 99.47 | -0.03 % | -0.04 % | |||
| 5 years | 0.407% | +5.0 bp | +14.1 bp | 97.99 | -0.24 % | -0.70 % | |||
| 7 years | 0.704% | +6.5 bp | +27.3 bp | 95.21 | -0.45 % | -1.88 % | |||
| 10 years | 0.998% | +7.5 bp | +41.9 bp | 90.55 | -0.73 % | -4.07 % | |||
| 20 years | 1.563% | +11.0 bp | +56.1 bp | 73.33 | -2.15 % | -10.49 % | |||
| 30 years | 1.756% | +9.7 bp | +53.9 bp | 59.32 | -2.82 % | -14.73 % | |||
10Y Bond Yield Spread - United States vs Main Countries
The United States 10Y Government Bond has a 0.998% 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 | 155.0 bp | +5.5 | +45.5 | ||
| France 10Y | 131.3 bp | +4.9 | +53.6 | ||
| Japan 10Y | 96.0 bp | +5.2 | +40.1 | ||
| Spain 10Y | 92.8 bp | +4.0 | +70.0 | ||
| United Kingdom 10Y | 73.2 bp | +6.2 | +26.1 | ||
| Italy 10Y | 35.3 bp | -6.5 | +84.1 | ||
| Canada 10Y | 20.5 bp | +0.2 | +10.1 | ||
| Australia 10Y | -4.0 bp | +1.3 | +26.0 | ||
| China 10Y | -220.1 bp | +10.5 | +15.6 | ||
| India 10Y | -494.6 bp | +5.6 | +32.5 | ||
| Russia 10Y | -523.7 bp | -22.0 | +3.4 | ||
| Brazil 10Y | -668.7 bp | -52.6 | -76.9 |
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 | 1.756% | 59.32 | 82.49 | 128.82 | 175.15 | 221.48 | 267.82 | |
| 20 years | 1.563% | 73.33 | 90.39 | 124.52 | 158.64 | 192.77 | 226.89 | |
| 10 years | 0.998% | 90.55 | 100.02 | 118.96 | 137.91 | 156.85 | 175.80 | |
| 7 years | 0.704% | 95.21 | 102.01 | 115.63 | 129.24 | 142.86 | 156.47 | |
| 5 years | 0.407% | 97.99 | 102.93 | 112.81 | 122.69 | 132.57 | 142.45 | |
| 3 years | 0.178% | 99.47 | 102.46 | 108.44 | 114.41 | 120.39 | 126.37 | |
| 2 years | 0.121% | 99.76 | 101.75 | 105.75 | 109.74 | 113.73 | 117.73 | |
| 1 year | 0.094% | 99.91 | 100.91 | 102.90 | 104.90 | 106.90 | 108.90 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||