- https://www.investopedia.com/terms/z/zero-couponbond.asp
- HEARTY THANKS TO INVESTOPEDIA FOR THIS INFORMATION.
- https://www.thebalance.com/what-are-zero-coupon-bond-funds-2466818
- HEARTY THANKS TO THE BALANCE.COM FOR THIS INFORMATION.
- http://www.worldgovernmentbonds.com/country/united-kingdom/
Residual
Maturity Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 month 0.190% -49.4 bp -57.0 bp
3 months 0.216% -43.8 bp -56.1 bp
6 months 0.210% -40.6 bp -53.9 bp
1 year 0.073% -48.2 bp -45.8 bp 99.93 +0.48 % +0.46 %
2 years 0.091% -27.6 bp -34.8 bp 99.82 +0.55 % +0.70 %
3 years 0.124% -25.3 bp -24.6 bp 99.63 +0.76 % +0.74 %
4 years 0.159% -21.9 bp -20.3 bp 99.37 +0.88 % +0.81 %
5 years 0.236% -14.7 bp -12.3 bp 98.83 +0.73 % +0.62 %
6 years 0.196% -15.0 bp -9.7 bp 98.83 +0.90 % +0.58 %
7 years 0.233% -14.6 bp -9.4 bp 98.38 +1.02 % +0.65 %
8 years 0.282% -13.8 bp -8.9 bp 97.77 +1.11 % +0.71 %
9 years 0.370% -11.7 bp -7.4 bp 96.73 +1.06 % +0.67 %
10 years 0.441% -6.5 bp -8.3 bp 95.70 +0.65 % +0.83 %
12 years 0.569% -4.1 bp -6.8 bp 93.42 +0.49 % +0.82 %
15 years 0.682% -2.7 bp -4.4 bp 90.31 +0.41 % +0.66 %
20 years 0.789% -7.7 bp -8.1 bp 85.45 +1.53 % +1.62 %
25 years 0.878% -7.8 bp -7.5 bp 80.37 +1.95 % +1.88 %
30 years 0.867% -8.9 bp -8.6 bp 77.18 +2.67 % +2.58 %
40 years 0.698% -16.4 bp -17.8 bp 75.71 +6.72 % +7.31 %
50 years 0.571% -23.1 bp -28.7 bp 75.22 +12.15 % +15.30 %
| Residual Maturity | Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 0.190% | -49.4 bp | -57.0 bp | ||||||
| 3 months | 0.216% | -43.8 bp | -56.1 bp | ||||||
| 6 months | 0.210% | -40.6 bp | -53.9 bp | ||||||
| 1 year | 0.073% | -48.2 bp | -45.8 bp | 99.93 | +0.48 % | +0.46 % | |||
| 2 years | 0.091% | -27.6 bp | -34.8 bp | 99.82 | +0.55 % | +0.70 % | |||
| 3 years | 0.124% | -25.3 bp | -24.6 bp | 99.63 | +0.76 % | +0.74 % | |||
| 4 years | 0.159% | -21.9 bp | -20.3 bp | 99.37 | +0.88 % | +0.81 % | |||
| 5 years | 0.236% | -14.7 bp | -12.3 bp | 98.83 | +0.73 % | +0.62 % | |||
| 6 years | 0.196% | -15.0 bp | -9.7 bp | 98.83 | +0.90 % | +0.58 % | |||
| 7 years | 0.233% | -14.6 bp | -9.4 bp | 98.38 | +1.02 % | +0.65 % | |||
| 8 years | 0.282% | -13.8 bp | -8.9 bp | 97.77 | +1.11 % | +0.71 % | |||
| 9 years | 0.370% | -11.7 bp | -7.4 bp | 96.73 | +1.06 % | +0.67 % | |||
| 10 years | 0.441% | -6.5 bp | -8.3 bp | 95.70 | +0.65 % | +0.83 % | |||
| 12 years | 0.569% | -4.1 bp | -6.8 bp | 93.42 | +0.49 % | +0.82 % | |||
| 15 years | 0.682% | -2.7 bp | -4.4 bp | 90.31 | +0.41 % | +0.66 % | |||
| 20 years | 0.789% | -7.7 bp | -8.1 bp | 85.45 | +1.53 % | +1.62 % | |||
| 25 years | 0.878% | -7.8 bp | -7.5 bp | 80.37 | +1.95 % | +1.88 % | |||
| 30 years | 0.867% | -8.9 bp | -8.6 bp | 77.18 | +2.67 % | +2.58 % | |||
| 40 years | 0.698% | -16.4 bp | -17.8 bp | 75.71 | +6.72 % | +7.31 % | |||
| 50 years | 0.571% | -23.1 bp | -28.7 bp | 75.22 | +12.15 % | +15.30 % | |||
Basis Points (BPS) - Investopedia
www.investopedia.com › Bonds › Fixed Income EssentialsFeb 22, 2020 - Understanding Basis Points (BPS) It is common for bonds and loans to be quoted in basis point terms. ... A bond whose yield increases from 5% to 5.5% is said to increase by 50 basis points, or interest rates that have risen 1% are said to have increased by 100 basis points.
United Kingdom 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Germany 10Y 74.8 bp -25.9 -35.5
Japan 10Y 43.4 bp -15.8 -33.7
France 10Y 28.9 bp -44.9 -52.2
United States 10Y -37.0 bp +45.9 +80.0
Spain 10Y -37.1 bp -64.3 -72.1
Canada 10Y -46.1 bp +25.5 +37.5
Australia 10Y -49.6 bp -9.4 -6.3
Italy 10Y -105.8 bp -54.9 -74.9
China 10Y -224.4 bp +11.3 +37.7
India 10Y -585.1 bp -1.1 +33.5
Russia 10Y -675.9 bp -118.0 -26.3
Brazil 10Y -797.9 bp -177.6 -143.3
www.investopedia.com › Bonds › Fixed Income EssentialsFeb 22, 2020 - Understanding Basis Points (BPS)
| United Kingdom 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison | |
|---|---|---|---|---|---|
| Germany 10Y | 74.8 bp | -25.9 | -35.5 | ||
| Japan 10Y | 43.4 bp | -15.8 | -33.7 | ||
| France 10Y | 28.9 bp | -44.9 | -52.2 | ||
| United States 10Y | -37.0 bp | +45.9 | +80.0 | ||
| Spain 10Y | -37.1 bp | -64.3 | -72.1 | ||
| Canada 10Y | -46.1 bp | +25.5 | +37.5 | ||
| Australia 10Y | -49.6 bp | -9.4 | -6.3 | ||
| Italy 10Y | -105.8 bp | -54.9 | -74.9 | ||
| China 10Y | -224.4 bp | +11.3 | +37.7 | ||
| India 10Y | -585.1 bp | -1.1 | +33.5 | ||
| Russia 10Y | -675.9 bp | -118.0 | -26.3 | ||
| Brazil 10Y | -797.9 bp | -177.6 | -143.3 |
No comments:
Post a Comment