United States Treasury 10-year bond

USA

[Implied Yield 2.144%] 23 June, 2017

NEWS BITES - BONDS

The bond matures in 9 years and 5 months; its yield to maturity has (YTM) decreased by 1.1 basis points from 2.15% to 2.144%.

U.S. 10-Year1-day1-week1-month3-months1-year
Price Change %0.11.23.493.03
YTM change (%)0.510.425.9611.7740.77

SECTION 1

1.1 Maturity

IssuerUnited States
Maturity DateNovember 15, 2026

SECTION 2

U.S. 10-YEAR BULLISH SIGNALS

2.1 Technicals:

+ The price increased 0.1% in the last week and 1.2% in the last month.

2.2 High Performance Indicator:

DescriptionValueRank In Market
Price/MAP2001.04In Top Quartile

SECTION 3

PRICE VOLUME DYNAMICS

Technicals:

+ U.S. 10-Year bond is at a discount of 0.6% to its 12-month high of $US102.58 on July 05, 2016. It is also at a premium of 7.8% to the 12-month low of $US94.63 on December 16, 2016.

+ The present value of $US1,000 (PV1000) invested one year ago in U.S. 10-Year is $US1,030, for a capital gain of $US30.

PV$10001-week1-month1-year
u.s.-10-year.N1,0011,0121,030

+ The present value of USD1,000 (PV1000) invested three years ago in U.S. Treasury 10-Year is $US1,041, for a capital gain of $US41.

+ 3 years Multiplier in USD = 1.041x

+ Compound Annual Growth Rate (CAGR) in USD = 1.3%

SECTION 4

PERFORMANCE RANK

+ The 10-Year bond yield is ranked 21 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
1Kenya13.544.059.121
2Brazil10.844.086.495
3South Africa8.526.12.281
4Pakistan8.054.783.121
5Russia7.694.13.449
6Indonesia6.814.172.535
7Mexico6.675.820.803
8India6.462.993.369
9Colombia6.384.661.643
10Vietnam5.656.69-0.973
11Philippines4.63.41.163
12Chile4.052.71.315
13Malaysia3.95.1-1.143
14China3.571.22.342
15Qatar3.53.50.003
16Poland3.252.01.222
17Hungary3.021.81.198
18Portugal2.942.00.919
19Thailand2.410.382.022
20Australia2.392.10.282
21United States2.142.2-0.055
22South Korea2.131.90.225
23Israel2.020.71.31
24Singapore1.990.71.281
25Italy1.911.90.013
26Bulgaria1.792.0-0.205
27Norway1.512.2-0.677
28Canada1.481.6-0.122
29Spain1.392.6-1.184
30Taiwan1.060.120.939
31United Kingdom1.032.3-1.237
32Czech Republic0.90.20.695
33Ireland0.70.9-0.199
34France0.61.2-0.59
35Belgium0.62.28-1.641
36Austria0.512.0-1.459
37Denmark0.491.1-0.605
38Netherlands0.461.6-1.122
39Sweden0.451.9-1.423
40Finland0.310.8-0.486
41Germany0.262.0-1.708
42Japan0.050.2-0.147

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