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  • UK Yield Curve

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    The document contains a table listing US Treasury bonds with their maturity dates, coupon rates, current prices, yields, and yield changes over time. It shows bond yields increasing from 0.48% for 3-month bonds up to 4.12% for 30-year bonds as the length of time to maturity increases, with prices generally decreasing as yields rise. A chart further depicts the upward sloping yield curve from short to long-term bonds.

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    The document contains a table listing US Treasury bonds with their maturity dates, coupon rates, current prices, yields, and yield changes over time. It shows bond yields increasing from 0.48% for 3-month bonds up to 4.12% for 30-year bonds as the length of time to maturity increases, with prices generally decreasing as yields rise. A chart further depicts the upward sloping yield curve from short to long-term bonds.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xls, pdf, or txt
    44 views2 pages

    UK Yield Curve

    Uploaded by

    Information should be FREE
    The document contains a table listing US Treasury bonds with their maturity dates, coupon rates, current prices, yields, and yield changes over time. It shows bond yields increasing from 0.48% for 3-month bonds up to 4.12% for 30-year bonds as the length of time to maturity increases, with prices generally decreasing as yields rise. A chart further depicts the upward sloping yield curve from short to long-term bonds.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xls, pdf, or txt
    of 2

    MATURITY CURRENT PRICE/YIELD TIME

    COUPON DATE PRICE/YIELD CHANGE


    0 02/22/2010 99.89 / .48 0.002 / .009 13:19
    0 05/24/2010 99.76 / .51 0.004 / -.000 16:00
    6.25 11/25/2010 105.46 / .68 -2.044444444444 13:19
    3.25 7/12/2011 104.08 / 1.20 -2.666666666667 13:19
    5.25 7/6/2012 108.9 / 1.63 -3.826086956522 13:19
    4.5 7/3/2013 107.69 / 2.05 -4.090909090909 13:19
    5 7/9/2014 110.66 / 2.61 -5.5 13:19
    4.75 7/9/2015 110.1 / 2.84 -6.190476190476 13:19
    4 7/9/2016 105.79 / 3.05 -6.8125 13:19
    8.75 08/25/2017 137.98 / 3.17 -10.4375 13:19
    5 7/3/2018 112.17 / 3.31 -8.5 13:19
    4.5 4.5 7/3/2019 107.48 / 3.55 -8.666666666667 13:19
    5 7/3/2025 110.54 / 4.07 -12.1875 13:19
    4 4.75 7/12/2030 108.52 / 4.14 -14.96774193548 13:19
    4.75 7/12/2038 110.66 / 4.12 -18.39285714286 13:19
    3.5

    2.5

    1.5

    0.5

    0
    3-Month 6-Month 1-Year 2-Year 3-Year 4-Year 5-Year 6-Year 7-Year 8-Year 9
    3-Month 0.48
    6-Month 0.51
    1-Year 0.68
    2-Year 1.2
    3-Year 1.63
    4-Year 2.05
    5-Year 2.61
    6-Year 2.84
    7-Year 3.05
    8-Year 3.17
    9-Year 3.31
    10-Year 3.55
    15-Year 4.07
    20-Year 4.14
    30-Year 4.12

    ear 7-Year 8-Year 9-Year 10-Year 15-Year 20-Year 30-Year

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