Last Update: 18 Apr 2019 20:15 GMT+0
The United States 10Y Government Bond has a 2.560% yield.
10 Years vs 2 Years bond spread is 18 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 15.80 and implied probability of default is 0.26%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -6.5 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -1.1 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 18 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 | 15.80 | +7.48 % | -3.66 % | -15.96 % | 0.26 % |
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 | 2.413% | -3.0 bp | +22.2 bp | ||||||
| 3 months | 2.422% | -2.0 bp | +11.2 bp | ||||||
| 6 months | 2.464% | -4.0 bp | -0.4 bp | ||||||
| 1 year | 2.445% | -6.8 bp | -21.7 bp | 97.61 | +0.06 % | +0.21 % | |||
| 2 years | 2.380% | -7.4 bp | -49.4 bp | 95.40 | +0.14 % | +0.96 % | |||
| 3 years | 2.345% | -6.3 bp | -61.2 bp | 93.28 | +0.18 % | +1.80 % | |||
| 5 years | 2.369% | -4.6 bp | -66.0 bp | 88.95 | +0.23 % | +3.26 % | |||
| 7 years | 2.462% | -4.5 bp | -65.6 bp | 84.35 | +0.31 % | +4.57 % | |||
| 10 years | 2.560% | -4.5 bp | -62.1 bp | 77.66 | +0.44 % | +6.22 % | |||
| 30 years | 2.959% | -5.8 bp | -40.6 bp | 41.69 | +1.68 % | +12.52 % | |||
10Y Bond Yield Spread - United States vs Main Countries
The United States 10Y Government Bond has a 2.560% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 259.0 bp | -5.1 | -43.7 | ||
| Germany 10Y | 253.4 bp | +1.4 | -23.9 | ||
| France 10Y | 219.4 bp | +4.3 | -17.8 | ||
| Spain 10Y | 149.9 bp | +6.1 | +5.1 | ||
| United Kingdom 10Y | 137.1 bp | -3.9 | -26.9 | ||
| Canada 10Y | 79.4 bp | -9.5 | +11.3 | ||
| Australia 10Y | 63.5 bp | +0.5 | +17.6 | ||
| Italy 10Y | -5.2 bp | -19.5 | +50.5 | ||
| China 10Y | -82.6 bp | -27.8 | -42.9 | ||
| India 10Y | -486.0 bp | +1.5 | -13.2 | ||
| Russia 10Y | -568.0 bp | +2.5 | -25.1 | ||
| Brazil 10Y | -640.0 bp | -19.5 | +83.9 |
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 | 2.959% | 41.69 | 61.40 | 100.81 | 140.22 | 179.63 | 219.04 | |
| 10 years | 2.560% | 77.66 | 86.39 | 103.84 | 121.29 | 138.74 | 156.19 | |
| 7 years | 2.462% | 84.35 | 90.70 | 103.42 | 116.14 | 128.86 | 141.57 | |
| 5 years | 2.369% | 88.95 | 93.62 | 102.94 | 112.27 | 121.60 | 130.92 | |
| 3 years | 2.345% | 93.28 | 96.15 | 101.88 | 107.61 | 113.33 | 119.06 | |
| 2 years | 2.380% | 95.40 | 97.34 | 101.20 | 105.06 | 108.92 | 112.78 | |
| 1 year | 2.445% | 97.61 | 98.59 | 100.54 | 102.49 | 104.45 | 106.40 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||