United States Treasury 10-year bond

USA

[Implied Yield 2.383%] 20 October, 2017

NEWS BITES - BONDS

The bond matures in 9 years and 1 month; its yield to maturity has (YTM) increased by 2.2 basis points from 2.36% to 2.383%.

U.S. 10-Year1-day1-week1-month3-months1-year
Price Change %0.020.41.561.64
YTM change (%)0.934.754.755.4936.02

SECTION 1

1.1 Maturity

IssuerUnited States
Maturity DateNovember 15, 2026

SECTION 2

U.S. 10-YEAR BEARISH SIGNALS

2.1 Technicals:

+ The price decreased 0.4% in the last month.

2.2 Low Performance Indicator:

DescriptionValueRank In Market
Volatility %0.7In Bottom Quartile

SECTION 3

PRICE VOLUME DYNAMICS

Technicals:

+ The U.S. 10-Year is at a discount of 2.8% to its 12-month high of $US102.22 traded on June 14.

+ It is at a premium of 5.0% to its 12-month low of $US94.63 traded on December 16, 2016.

+ The present value of $US1,000 (PV1000) invested one year ago in U.S. 10-Year is $US1,016, for a capital gain of $US16.

PV$10001-week1-month1-year
u.s.-10-year.N1,0009961,016

+ The present value of USD1,000 (PV1000) invested three years ago in U.S. Treasury 10-Year is $US975, for a capital loss of $US25.

+ 3 years Multiplier in USD = 0.975x

+ Compound Annual Growth Rate (CAGR) in USD = -0.8%

SECTION 4

PERFORMANCE RANK

+ The 10-Year bond yield is ranked 20 out of 42 countries in the global sovereign bond index.

The table below shows today's 10-Year Bond Yield in %, current inflation rate in % and real rate of interest(%).

RankCountry10-Yr BondInflationReal Rate
1Kenya13.24.058.794
2Brazil9.634.085.337
3South Africa8.846.12.578
4Pakistan8.24.783.264
5Russia7.554.13.314
6Mexico7.165.821.266
7India6.762.993.662
8Indonesia6.634.172.36
9Colombia6.494.661.749
10Vietnam5.326.69-1.284
11Philippines4.643.41.202
12Chile4.472.71.723
13Malaysia3.915.1-1.129
14China3.731.22.504
15Qatar3.593.50.09
16Poland3.382.01.358
17Australia2.822.10.701
18Hungary2.591.80.776
19South Korea2.471.90.56
20United States2.382.20.179
21Portugal2.292.00.286
22Thailand2.290.381.903
23Singapore2.170.71.461
24Italy2.051.90.146
25Canada2.031.60.423
26Israel1.740.71.029
27Spain1.652.6-0.923
28Norway1.642.2-0.553
29Czech Republic1.560.21.353
30Bulgaria1.542.0-0.455
31United Kingdom1.332.3-0.95
32Taiwan1.040.120.922
33Sweden0.871.9-1.014
34France0.861.2-0.333
35Belgium0.712.28-1.534
36Ireland0.680.9-0.218
37Austria0.632.0-1.342
38Finland0.610.8-0.188
39Denmark0.571.1-0.527
40Netherlands0.561.6-1.024
41Germany0.452.0-1.52
42Japan0.070.2-0.126

SECTION 5

MACROECONOMIC INDICATORS

IndicatorValueG20 RankGlobal Rank
GDP (USD Billion)18,03711
GDP growth yoy (%)2.0937
Interest rate (%)1.0825
Inflation rate (%)2.21133
Public debt (USD) (billion)15,531.71965
Public debt per person (USD)48,7131861
Total annual debt change (%)10.31251
Debt to GDP (%)104.171858
Budget Deficit to GDP (%)3.21036
CAD to GDP (%)2.61343
Unemployment rate (%)4.4620
Population (million)321.133

SECTION 6

CREDIT RATING SUMMARY

United States:

Rating AgencyLong TermForeign CurrencyDescription
MOODYAaa
S&PAA+Very strong capacity to meet financial commitments. The plus (+) sign shows relative standing within the major rating category.
FITCHAAA Highest credit quality: 'AAA' ratings denote the lowest expectation of default risk. This capacity is highly unlikely to be adversely affected by foreseeable events.
DAGONGA-High Credit Quality: "A" ratings denote expectations of relatively low default risk. The capacity for payment of financial commitments is considered sufficient. However, this capacity may be more vulnerable than those of the higher ratings to adverse business or economic conditions due to any foreseeable event. The minus (-) sign shows relative standing within the major rating category.

Source: www.BuySellSignals.com