Last Update: 19 Oct 2019 22:15 GMT+0
The United States 10Y Government Bond has a 1.754% yield.
10 Years vs 2 Years bond spread is 17.6 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 2.00% (last modification in September 2019).
The United States credit rating is AA+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 14.60 and implied probability of default is 0.24%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 0.2 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | -1.2 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 17.6 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 | 2.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 14.60 | -2.01 % | 0.00 % | -19.34 % | 0.24 % |
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 | 1.756% | -18.3 bp | -65.7 bp | ||||||
| 3 months | 1.671% | -25.2 bp | -75.1 bp | ||||||
| 6 months | 1.627% | -29.7 bp | -83.7 bp | ||||||
| 1 year | 1.576% | -30.8 bp | -86.9 bp | 98.45 | +0.31 % | +0.86 % | |||
| 2 years | 1.578% | -17.2 bp | -80.2 bp | 96.92 | +0.34 % | +1.59 % | |||
| 3 years | 1.555% | -14.2 bp | -79.0 bp | 95.48 | +0.42 % | +2.36 % | |||
| 5 years | 1.566% | -10.4 bp | -80.3 bp | 92.52 | +0.51 % | +4.01 % | |||
| 7 years | 1.656% | -8.7 bp | -80.6 bp | 89.14 | +0.60 % | +5.68 % | |||
| 10 years | 1.754% | -4.0 bp | -80.6 bp | 84.04 | +0.39 % | +8.22 % | |||
| 30 years | 2.249% | +1.0 bp | -71.0 bp | 51.31 | -0.29 % | +23.08 % | |||
10Y Bond Yield Spread - United States vs Main Countries
The United States 10Y Government Bond has a 1.754% 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 | 213.7 bp | -16.2 | -40.0 | ||
| Japan 10Y | 189.4 bp | -11.7 | -69.3 | ||
| France 10Y | 183.5 bp | -17.3 | -35.5 | ||
| Spain 10Y | 151.2 bp | -1.5 | +1.5 | ||
| United Kingdom 10Y | 105.1 bp | -11.1 | -32.0 | ||
| Italy 10Y | 73.2 bp | -17.9 | +78.4 | ||
| Australia 10Y | 60.0 bp | -13.6 | -1.0 | ||
| Canada 10Y | 20.4 bp | -15.6 | -59.0 | ||
| China 10Y | -144.4 bp | -10.1 | -61.4 | ||
| Brazil 10Y | -478.1 bp | +53.5 | +161.9 | ||
| Russia 10Y | -481.6 bp | +40.0 | +86.4 | ||
| India 10Y | -505.2 bp | -21.2 | -19.2 |
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 | 2.249% | 51.31 | 72.96 | 116.26 | 159.55 | 202.85 | 246.15 | |
| 10 years | 1.754% | 84.04 | 93.14 | 111.34 | 129.54 | 147.73 | 165.93 | |
| 7 years | 1.656% | 89.14 | 95.70 | 108.81 | 121.93 | 135.05 | 148.17 | |
| 5 years | 1.566% | 92.52 | 97.30 | 106.85 | 116.39 | 125.94 | 135.49 | |
| 3 years | 1.555% | 95.48 | 98.39 | 104.20 | 110.02 | 115.84 | 121.66 | |
| 2 years | 1.578% | 96.92 | 98.87 | 102.78 | 106.69 | 110.59 | 114.50 | |
| 1 year | 1.576% | 98.45 | 99.43 | 101.40 | 103.37 | 105.34 | 107.31 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||