Major 10-year yields
Comparable benchmark yield levels across major FX markets.
Compare verified government bond-yield observations, understand what moves the curve, estimate how yield changes affect bond prices, or open a country guide for market-specific context.
Compare major-market yield levels and curve shape, then move directly to the matching country or maturity series.
Comparable benchmark yield levels across major FX markets.
Positive values indicate a steeper 10-year versus 2-year curve.
Markets with persisted observations at each nominal maturity.
| Market | 2Y | Change | 10Y | Change | 10s–2s | As of |
|---|---|---|---|---|---|---|
| United StatesUSD | 4.43% | +4 bp | 4.83% | +3 bp | +40 bp | 2026-09-09 |
| EurozoneEUR | 3.01% | +0 bp | 3.80% | -1 bp | +80 bp | 2026-09-08 |
| JapanJPY | 1.83% | -2 bp | 2.89% | -0 bp | +106 bp | 2026-09-10 |
| United KingdomGBP | 4.38% | +1 bp | 5.16% | -2 bp | +78 bp | 2026-09-08 |
| SwitzerlandCHF | 0.14% | +0 bp | 0.49% | +2 bp | +36 bp | 2026-09-09 |
| CanadaCAD | 3.13% | +5 bp | 3.81% | +4 bp | +68 bp | 2026-09-08 |
| AustraliaAUD | 4.83% | +21 bp | 5.22% | +20 bp | +39 bp | 2026-09-02 |
| New ZealandNZD | 3.62% | +3 bp | 4.79% | +3 bp | +117 bp | 2026-09-09 |
Turn a yield scenario into an estimated clean bond price, duration, and DV01. This makes the inverse relationship concrete: when the required yield rises, the present value of fixed cash flows falls.
Educational estimate. It assumes fixed cash flows, a flat yield-to-maturity discount rate, and settlement on a coupon date, so accrued interest is zero. It is not an observed market price or investment advice.
A large yield move rarely has one cause. Read the sequence from the catalyst through policy expectations and term premium, then test whether the FX market confirms or rejects the rates signal.
Inflation, activity, fiscal news, central-bank communication, or an auction can change the expected cash-flow and discount-rate path.
A front-end move points more directly to the policy path; a long-end move can reflect inflation uncertainty, supply, duration demand, or term premium.
Measure the move against peer sovereign curves and the relevant FX anchor. Absolute yields can rise everywhere while relative spreads move the currency.
Breakevens, commodities, policy rates, auctions, and FX help distinguish a growth shock from inflation, fiscal, or funding pressure.
Each maturity page puts markets with verified stored observations first, while retaining clearly labelled country pages for markets whose data coverage is still being completed.
Inspect available curve points and rate-differential context.
Connect yield moves with government bond supply and auction activity.
Place curves beside debt, deficit, and macro-risk indicators.
Compare central-bank policy settings with market yields.
Add market-implied inflation expectations to real-yield analysis.
A practical framework for rates differentials, carry, and currency moves.
Separate policy expectations, inflation risk, term premium, and supply pressure.
Availability varies by country. Select a maturity to see the supported country pages, then open a country directory to view the full published curve for that market.
Open the country bonds page from a country yield page or country hub. It collects each available maturity without mixing in other countries.
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