Bond Analytics

Fixed Income Intelligence

Live yields, spread monitor, yield curve inversion signal, real rates, and a free bond P&L calculator.

Live 10Y Government Yields

๐Ÿ‡ฎ๐Ÿ‡น BTP 10Y
3.99%
โ–ฒ +11bps
vs prev. month
๐Ÿ‡ฉ๐Ÿ‡ช Bund 10Y
3.47%
โ–ฒ +28bps
vs prev. month
๐Ÿ‡ซ๐Ÿ‡ท OAT 10Y
4.48%
โ–ฒ +45bps
vs prev. month
๐Ÿ‡ช๐Ÿ‡ธ Bonos 10Y
3.92%
โ–ฒ +29bps
vs prev. month
๐Ÿ‡ฌ๐Ÿ‡ง Gilt 10Y
5.24%
โ–ฒ +25bps
vs prev. month
๐Ÿ‡บ๐Ÿ‡ธ US Treasury 10Y
5.10%
โ–ผ -9bps
vs prev. day

Macro Signals

UST Yield Curve โ€” 10Y minus 2Y

+35bpsโ–ฒ 2bps
Normal
โˆ’200bps (inverted)0+200bps (normal)

Yield curve positively sloped โ€” typical of mid-cycle expansion.

10Y Real Yield (TIPS)

+2.78%Tight

High real rates compress valuations โ€” historically negative for growth stocks and gold.

Source: FRED DFII10 ยท 10Y TIPS Constant Maturity

10Y Break-even Inflation

2.35%Above Target

Inflation expectations moderately above 2% target.

Source: FRED T10YIE ยท Nominal 10Y minus TIPS 10Y

Spread & Duration Analysis

Spread vs Bund
BondSpreadฮ”
๐Ÿ‡ฎ๐Ÿ‡น BTP52 bps+11
๐Ÿ‡ซ๐Ÿ‡ท OAT101 bps+45
๐Ÿ‡ช๐Ÿ‡ธ Bonos45 bps+29
๐Ÿ‡ฌ๐Ÿ‡ง Gilt177 bps+25
๐Ÿ‡บ๐Ÿ‡ธ US Treasury163 bps-9
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Rate Sensitivity Calculator

Bond Portfolio Impact

How much do you gain or lose if rates move?

FREE

TOTAL FACE VALUE

โ‚ฌ10.000

CURRENT VALUE

โ‚ฌ9900

MOD. DURATION

8.16y

Rate Scenario Impact โ€” keeping asset prices constant

โ†“Rates -200bps
+22.62%+โ‚ฌ2239
โ†“Rates -100bps
+9.73%+โ‚ฌ964
โ†“Rates -50bps
+4.47%+โ‚ฌ443
โ†‘Rates +50bps
-3.69%โˆ’โ‚ฌ365
โ†‘Rates +100bps
-6.59%โˆ’โ‚ฌ652
โ†‘Rates +150bps
-8.70%โˆ’โ‚ฌ861
โ†‘Rates +200bps
-10.03%โˆ’โ‚ฌ993

Second-order Taylor approximation (Modified Duration + Convexity). Semi-annual coupon assumed. Actual P&L depends on accrued interest, bid-ask spread, and credit spread changes.

Sources: FRED (St. Louis Fed) ยท T10Y2Y, DFII10, T10YIE updated daily ยท ECB sovereign series updated monthly