United States Treasury 3-year bond

USA

[Implied Yield 2.201%] 19 January, 2018

NEWS BITES - BONDS

The bond matures in 1 year and 11 months; its yield to maturity has (YTM) increased by 2.5 basis points from 2.18% to 2.201%.

U.S. 3-Year1-day1-week1-month3-months1-year
Price Change %0.20.290.07
YTM change (%)1.154.9611.6129.0246.34

SECTION 1

1.1 Maturity

IssuerUnited States
Maturity DateDecember 15, 2019

SECTION 2

U.S. 3-YEAR BULLISH SIGNALS

High Performance Indicator:

DescriptionValueRank In Market
Price/MAP501.0In Top Quartile

SECTION 3

PRICE VOLUME DYNAMICS

Technicals:

+ The U.S. 3-Year is at a discount of 1.1% to its 12-month high of $US100.68 traded on April 07, 2017.

+ It is at a premium of 0.4% to its 12-month low of $US99.13 traded on October 06, 2017.

+ The present value of $US1,000 (PV1000) invested one year ago in U.S. 3-Year is $US999, for a capital loss of 70c.

PV$10001-week1-year
u.s.-3-year.N998999

SECTION 4

PERFORMANCE RANK

+ The 3-Year bond yield is ranked 16 out of 25 countries in the global sovereign bond index.

The table below shows today's 3-Year Bond Yield in %, current inflation rate in % and real rate of interest(%).

RankCountry3-Yr BondInflationReal Rate
1Kenya12.04.057.641
2Brazil8.972.955.847
3Mexico7.496.770.674
4South Africa7.414.62.686
5India7.085.211.775
6Pakistan6.854.572.182
7Russia6.832.54.224
8Indonesia5.533.611.85
9Colombia5.234.091.094
10Philippines4.153.30.824
11China3.681.81.847
12Chile3.612.31.281
13Vietnam3.532.60.908
14Malaysia3.353.4-0.045
15Australia2.241.80.435
16United States2.22.10.099
17South Korea2.171.50.66
18Poland1.892.1-0.204
19Canada1.862.1-0.232
20Czech Republic0.690.20.492
21United Kingdom0.643.0-2.296
22Hungary0.61.8-1.179
23Israel0.210.4-0.193
24Bulgaria0.052.0-1.912
25Italy0.040.9-0.849

SECTION 5

MACROECONOMIC INDICATORS

IndicatorValueG20 RankGlobal Rank
GDP (USD Billion)18,62411
GDP growth yoy (%)2.31141
Interest rate (%)1.5826
Inflation rate (%)2.11032
Public debt (USD) (billion)15,531.71965
Public debt per person (USD)48,7131861
Total annual debt change (%)10.31251
Debt to GDP (%)106.11859
Budget Deficit to GDP (%)3.51340
CAD to GDP (%)2.61243
Unemployment rate (%)4.1717
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