Yield Curve
Tenor structure and curve spreads, computed deterministically from stored observations.
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Comparison curves = latest observation on or before the latest curve date minus 1 day / 1 week / 1, 3, 12 months.
Global 10Y Government Yields · daily, from each central bank / finance ministry
| Market | 10Y % | US − mkt (bp) | As of |
|---|---|---|---|
| United States UST_YIELD_10Y | — | — | — |
| Germany GOVT_BUND_10Y_BBK | — | — | — |
| United Kingdom GOVT_GILT_10Y_BOE | — | — | — |
| Japan JGB_MOF_10Y | — | — | — |
| Australia GOVT_ACGB_10Y_RBA | — | — | — |
| Canada GOVT_GOC_10Y_BOC | — | — | — |
| Euro area AAA (spot) GOVT_EA_AAA_10Y | — | — | — |
Differentials use common dates of both legs. Definitions differ: UST/JGB/GoC/ACGB are benchmark or constant-maturity yields, the gilt and Bund figures are fitted-curve yields, the euro-area AAA figure is a model spot rate.
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Spreads
| Spread | Level (bp) | Δ1D (bp) | Regime | Formula |
|---|---|---|---|---|
| No spreads for this curve. | ||||