Last Update: 12 Dec 2019 7:15 GMT+0
The United States 10Y Government Bond has a 1.805% yield.
10 Years vs 2 Years bond spread is 18.9 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.75% (last modification in October 2019).
The United States credit rating is AA+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 15.70 and implied probability of default is 0.26%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 6.1 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 3.2 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 18.9 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 | 1.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 15.70 | -0.63 % | 0.00 % | -8.72 % | 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 | 1.539% | -2.1 bp | -66.0 bp | ||||||
| 3 months | 1.572% | -0.5 bp | -65.1 bp | ||||||
| 6 months | 1.573% | -1.2 bp | -63.2 bp | ||||||
| 1 year | 1.555% | -2.9 bp | -47.7 bp | 98.47 | +0.03 % | +0.47 % | |||
| 2 years | 1.616% | -4.6 bp | -26.7 bp | 96.84 | +0.08 % | +0.52 % | |||
| 3 years | 1.630% | -5.9 bp | -19.5 bp | 95.27 | +0.18 % | +0.58 % | |||
| 5 years | 1.648% | -8.6 bp | -22.6 bp | 92.15 | +0.43 % | +1.12 % | |||
| 7 years | 1.749% | -9.5 bp | -24.6 bp | 88.57 | +0.66 % | +1.70 % | |||
| 10 years | 1.805% | -12.3 bp | -31.6 bp | 83.62 | +1.21 % | +3.15 % | |||
| 30 years | 2.236% | -16.8 bp | -37.9 bp | 51.51 | +5.06 % | +11.74 % | |||
10Y Bond Yield Spread - United States vs Main Countries
The United States 10Y Government Bond has a 1.805% 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 | 212.9 bp | -5.6 | -23.1 | ||
| Japan 10Y | 181.9 bp | -13.8 | -41.6 | ||
| France 10Y | 181.6 bp | -7.1 | -19.0 | ||
| Spain 10Y | 139.6 bp | -9.4 | -14.8 | ||
| United Kingdom 10Y | 102.9 bp | -9.7 | -22.4 | ||
| Australia 10Y | 66.6 bp | +1.7 | -2.5 | ||
| Italy 10Y | 50.0 bp | -11.9 | +81.2 | ||
| Canada 10Y | 21.9 bp | -9.3 | -40.5 | ||
| China 10Y | -141.2 bp | -6.6 | -23.1 | ||
| Russia 10Y | -459.0 bp | -6.3 | +97.9 | ||
| Brazil 10Y | -494.3 bp | -13.2 | +88.6 | ||
| India 10Y | -498.4 bp | -35.1 | -9.3 |
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 | 2.236% | 51.51 | 73.20 | 116.57 | 159.94 | 203.31 | 246.69 | |
| 10 years | 1.805% | 83.62 | 92.69 | 110.84 | 128.99 | 147.14 | 165.29 | |
| 7 years | 1.749% | 88.57 | 95.11 | 108.18 | 121.24 | 134.31 | 147.38 | |
| 5 years | 1.648% | 92.15 | 96.91 | 106.44 | 115.96 | 125.49 | 135.01 | |
| 3 years | 1.630% | 95.27 | 98.17 | 103.98 | 109.79 | 115.60 | 121.41 | |
| 2 years | 1.616% | 96.84 | 98.80 | 102.70 | 106.61 | 110.51 | 114.42 | |
| 1 year | 1.555% | 98.47 | 99.45 | 101.42 | 103.39 | 105.36 | 107.33 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||