Last Update: 2 Sep 2021 2:15 GMT+0

The United Kingdom 10Y Government Bond has a 0.695% yield.

10 Years vs 2 Years bond spread is 49.5 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 0.10% (last modification in March 2020).

The United Kingdom credit rating is AA, according to Standard & Poors agency.

Current 5-Years Credit Default Swap quotation is 9.17 and implied probability of default is 0.15%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 7.8 bp Yield Curve is flat in Short-Term Maturities
5Y vs 2Y 16.6 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 49.5 bp Normal Convexity in Long-Term vs Short-Term Maturities

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Interest Rates
Central Bank Rate 0.10%

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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 9.17 +1.22 % -7.56 % -51.93 % 0.15 %

United Kingdom 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.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 month -0.007% +1.8 bp -2.8 bp
3 months 0.004% +1.4 bp +0.2 bp
6 months 0.007% +2.9 bp -0.5 bp
1 year 0.123% +12.0 bp +13.6 bp 99.88 -0.12 % -0.13 %
2 years 0.200% +16.1 bp +15.8 bp 99.60 -0.32 % -0.32 %
3 years 0.255% +12.7 bp +12.2 bp 99.24 -0.38 % -0.36 %
4 years 0.294% +13.5 bp +10.1 bp 98.83 -0.54 % -0.40 %
5 years 0.366% +14.5 bp +7.0 bp 98.19 -0.72 % -0.35 %
6 years 0.371% +5.4 bp -4.8 bp 97.81 -0.32 % +0.29 %
7 years 0.441% +6.1 bp -4.4 bp 96.97 -0.42 % +0.31 %
8 years 0.542% +6.2 bp -8.3 bp 95.77 -0.49 % +0.66 %
9 years 0.624% +6.6 bp -9.2 bp 94.56 -0.59 % +0.83 %
10 years 0.695% +16.3 bp +0.8 bp 93.31 -1.60 % -0.07 %
12 years 0.708% +7.1 bp -10.9 bp 91.88 -0.84 % +1.30 %
15 years 0.907% +6.6 bp -13.4 bp 87.33 -0.98 % +2.01 %
20 years 1.028% +8.0 bp -17.2 bp 81.50 -1.57 % +3.45 %
25 years 1.070% +7.8 bp -17.7 bp 76.64 -1.91 % +4.47 %
30 years 1.035% +7.6 bp -20.6 bp 73.43 -2.22 % +6.31 %
40 years 0.932% +8.1 bp -22.4 bp 69.00 -3.16 % +9.28 %
50 years 0.850% +7.5 bp -21.7 bp 65.49 -3.66 % +11.34 %

Readings that may interest you

United Kingdom 10Y Bond Yield Spread

The United Kingdom 10Y Government Bond has a 0.695% 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. Instead, a negative spread is marked by a green circle.

Click on the values in Current Spread column, for the historical series of the spread.

Click on the Compare button, for a report with the full comparison between the two countries, with all the available data.

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United Kingdom Government Bonds Prices

Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.

For each maturity, the current market yield is shown.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
50 years 0.850% 65.49 106.09 187.28 268.47 349.66 430.85
40 years 0.932% 69.00 102.26 168.79 235.31 301.84 368.36
30 years 1.035% 73.43 99.10 150.45 201.81 253.16 304.51
25 years 1.070% 76.64 98.47 142.14 185.81 229.47 273.14
20 years 1.028% 81.50 99.50 135.49 171.48 207.46 243.45
15 years 0.907% 87.33 101.30 129.23 157.16 185.09 213.02
12 years 0.708% 91.88 103.35 126.28 149.21 172.14 195.07
10 years 0.695% 93.31 102.94 122.19 141.45 160.71 179.96
9 years 0.624% 94.56 103.29 120.74 138.19 155.64 173.09
8 years 0.542% 95.77 103.58 119.19 134.81 150.43 166.04
7 years 0.441% 96.97 103.84 117.60 131.36 145.11 158.87
6 years 0.371% 97.81 103.73 115.57 127.42 139.27 151.11
5 years 0.366% 98.19 103.14 113.03 122.92 132.81 142.70
4 years 0.294% 98.83 102.80 110.74 118.69 126.63 134.57
3 years 0.255% 99.24 102.23 108.19 114.16 120.13 126.10
2 years 0.200% 99.60 101.60 105.58 109.57 113.56 117.55
1 year 0.123% 99.88 100.88 102.87 104.87 106.87 108.87
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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