英镑超国家机构债券收益率(GBP)
拟合即期曲线,截至 2026-10-07
https://bondscovery.com/zh/yield-curve/gbp-supranational
英镑超国家机构债券收益率(GBP)(截至 2026-10-07):10Y为5.57%,拟合曲线3M–30Y(4.06%–5.97%),共82只债券。实时图表、成分债券与远期利率见bondScovery。
| 剩余期限 | 拟合收益率 | 远期利率 |
|---|---|---|
| 3M | 4.06% | — |
| 9M | 4.33% | 4.62% |
| 12M | 4.49% | 4.87% |
| 18M | 4.70% | 5.18% |
| 2Y | 4.79% | 5.17% |
| 3Y | 4.92% | 5.27% |
| 4Y | 5.02% | 5.43% |
| 5Y | 5.12% | 5.66% |
| 6Y | 5.23% | 5.93% |
| 7Y | 5.33% | 6.15% |
| 8Y | 5.42% | 6.33% |
| 10Y | 5.57% | 6.50% |
| 15Y | 5.81% | 6.67% |
| 30Y | 5.97% | 6.45% |
2年期、10年期与10年−2年利差走势
截至 2026-10-07,2年期收益率为4.79%,10年期为5.57%,10年−2年利差+78个基点,曲线呈正向倾斜。下方图表与表格记录了两者的变化。
每月取一个更新日的2年期、10年期拟合收益率及其利差。查看今日全部倒挂曲线 →
| 期限 | 最新2026-10-07 | 1个月前2026-09-07 | 2个月前2026-08-07 | 3个月前2026-07-09 | 4个月前2026-06-09 | 5个月前2026-05-11 | 6个月前2026-04-10 |
|---|---|---|---|---|---|---|---|
| 2Y | 4.79% | 4.55% | 4.39% | 4.37% | 4.39% | 4.51% | 4.34% |
| 10Y | 5.57% | 5.26% | 5.04% | 5.01% | 5.01% | 4.98% | 4.96% |
| 10Y − 2Y | +78 bp | +71 bp | +65 bp | +64 bp | +63 bp | +46 bp | +62 bp |
曲线的成分债券
构成这条曲线的83只债券中的30只,按期限分布选取。
| 发行人 | 收益率 | 剩余期限 | 票息 | ISIN |
|---|---|---|---|---|
| Ibrd | 4.08% | 2026-12-15 | 0.75% | XS2113033281 |
| ADB | 4.08% | 2026-12-15 | 0.12% | XS2294319194 |
| EIB | 3.96% | 2026-12-14 | 0.12% | XS2281370903 |
| CEB | 4.51% | 2027-07-22 | 0.75% | XS2111458977 |
| IFC | 4.13% | 2027-07-22 | 0.75% | XS2121223601 |
| IDB | 4.16% | 2027-07-22 | 2.50% | XS2491214792 |
| IDA | 4.38% | 2027-09-22 | 0.38% | XS2297687787 |
| Ibrd | 4.34% | 2027-09-23 | 0.25% | XS2236022153 |
| ADB | 4.52% | 2027-10-28 | 0.25% | XS2249778080 |
| CEB | 4.63% | 2028-01-09 | 4.38% | XS2972982917 |
| EIB | 4.60% | 2028-01-31 | 4.50% | EU000A3L6Q00 |
| EIB | 4.67% | 2028-04-12 | 3.88% | XS2610167962 |
| Ibrd | 4.73% | 2028-07-14 | 0.62% | XS2365061931 |
| IDA | 4.86% | 2028-09-21 | 0.75% | XS2388161650 |
| IFC | 4.68% | 2028-10-02 | 4.50% | XS2729287388 |
| IDA | 4.94% | 2029-04-10 | 4.12% | XS2800644671 |
| EIB | 4.91% | 2029-06-07 | 4.50% | XS0415532273 |
| IDB | 4.80% | 2029-08-03 | 2.38% | XS2511301595 |
| IDB | 4.89% | 2030-07-20 | 5.00% | XS2651983178 |
| Ibrd | 5.02% | 2030-08-15 | 4.88% | XS2681943390 |
| ADB | 5.05% | 2031-07-01 | 4.00% | XS3270869954 |
| IDB | 5.07% | 2031-07-31 | 4.00% | XS3272092480 |
| Ibrd | 5.10% | 2032-06-07 | 5.75% | XS0113708969 |
| EIB | 5.05% | 2032-06-07 | 5.62% | XS0114126294 |
| IDB | 5.11% | 2033-05-02 | 4.38% | XS2810876065 |
| Ibrd | 5.21% | 2034-10-23 | 4.25% | XS2923391606 |
| EIB | 5.46% | 2037-06-08 | 3.88% | XS0740808802 |
| EIB | 5.58% | 2039-04-15 | 5.00% | XS0096499057 |
| EIB | 5.86% | 2044-03-07 | 4.50% | XS0295479983 |
| EIB | 6.00% | 2054-10-12 | 4.62% | XS0202407093 |