Last Update: 22 Sep 2021 20:15 GMT+0
The Australia 10Y Government Bond has a 1.246% yield.
10 Years vs 2 Years bond spread is 122.2 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.10% (last modification in November 2020).
The Australia credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 16.71 and implied probability of default is 0.28%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 0.4 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 61.2 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 122.2 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
negative |
| DBRS |
AAA
|
- |
| Australia Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.10% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 16.71 | +7.60 % | +7.32 % | -14.04 % | 0.28 % |
Australia Government Bonds
Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 year | 0.020% | +1.9 bp | -1.4 bp | 99.98 | -0.02 % | +0.01 % | |||
| 2 years | 0.024% | -0.5 bp | -6.5 bp | 99.95 | +0.01 % | +0.13 % | |||
| 3 years | 0.240% | +5.3 bp | +13.4 bp | 99.28 | -0.16 % | -0.40 % | |||
| 4 years | 0.466% | +6.4 bp | -0.9 bp | 98.16 | -0.25 % | +0.04 % | |||
| 5 years | 0.636% | +10.8 bp | -8.6 bp | 96.88 | -0.53 % | +0.43 % | |||
| 6 years | 0.799% | +13.6 bp | -17.9 bp | 95.34 | -0.80 % | +1.07 % | |||
| 7 years | 0.926% | +14.8 bp | -31.5 bp | 93.75 | -1.02 % | +2.20 % | |||
| 8 years | 1.049% | +16.5 bp | -34.4 bp | 91.99 | -1.30 % | +2.76 % | |||
| 9 years | 1.178% | +17.6 bp | -41.1 bp | 90.00 | -1.55 % | +3.72 % | |||
| 10 years | 1.246% | +17.7 bp | -51.3 bp | 88.35 | -1.74 % | +5.18 % | |||
| 12 years | 1.294% | +17.0 bp | -59.1 bp | 85.70 | -2.00 % | +7.23 % | |||
| 15 years | 1.671% | +19.2 bp | -45.1 bp | 77.99 | -2.79 % | +6.86 % | |||
| 20 years | 1.944% | +18.7 bp | -55.0 bp | 68.04 | -3.61 % | +11.36 % | |||
| 30 years | 2.129% | +17.5 bp | -57.1 bp | 53.15 | -5.02 % | +18.19 % | |||
Australia 10Y Bond Yield Spread
The Australia 10Y Government Bond has a 1.246% yield. Click on Spread value for the historical serie.
A positive spread, marked by a red circle, means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Australia 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 157.3 bp | +0.9 bp | -49.5 bp | Compare | |
| France 10Y | 123.9 bp | +2.2 bp | -57.7 bp | Compare | |
| Japan 10Y | 121.4 bp | +15.1 bp | -46.8 bp | Compare | |
| Spain 10Y | 93.4 bp | +7.7 bp | -48.8 bp | Compare | |
| Italy 10Y | 58.2 bp | +6.0 bp | -53.2 bp | Compare | |
| United Kingdom 10Y | 44.7 bp | -9.6 bp | -49.5 bp | Compare | |
| Canada 10Y | 3.0 bp | +10.4 bp | -16.8 bp | Compare | |
| United States 10Y | -6.1 bp | +12.5 bp | -12.5 bp | Compare | |
| China 10Y | -163.6 bp | +16.3 bp | -13.9 bp | Compare | |
| India 10Y | -489.2 bp | +27.3 bp | -47.1 bp | Compare | |
| Russia 10Y | -591.4 bp | -3.3 bp | -55.8 bp | Compare | |
| Brazil 10Y | -952.5 bp | -1.2 bp | -260.9 bp | Compare |
Australia Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 2.129% | 53.15 | 75.16 | 119.17 | 163.17 | 207.18 | 251.19 | |
| 20 years | 1.944% | 68.04 | 84.48 | 117.36 | 150.24 | 183.12 | 216.00 | |
| 15 years | 1.671% | 77.99 | 91.16 | 117.50 | 143.85 | 170.19 | 196.53 | |
| 12 years | 1.294% | 85.70 | 96.75 | 118.85 | 140.95 | 163.04 | 185.14 | |
| 10 years | 1.246% | 88.35 | 97.70 | 116.40 | 135.09 | 153.79 | 172.48 | |
| 9 years | 1.178% | 90.00 | 98.49 | 115.47 | 132.46 | 149.44 | 166.42 | |
| 8 years | 1.049% | 91.99 | 99.63 | 114.90 | 130.17 | 145.44 | 160.71 | |
| 7 years | 0.926% | 93.75 | 100.50 | 113.99 | 127.49 | 140.99 | 154.48 | |
| 6 years | 0.799% | 95.34 | 101.17 | 112.84 | 124.52 | 136.19 | 147.86 | |
| 5 years | 0.636% | 96.88 | 101.79 | 111.60 | 121.41 | 131.22 | 141.03 | |
| 4 years | 0.466% | 98.16 | 102.11 | 110.02 | 117.93 | 125.83 | 133.74 | |
| 3 years | 0.240% | 99.28 | 102.27 | 108.24 | 114.21 | 120.18 | 126.15 | |
| 2 years | 0.024% | 99.95 | 101.95 | 105.95 | 109.95 | 113.95 | 117.95 | |
| 1 year | 0.020% | 99.98 | 100.98 | 102.98 | 104.98 | 106.98 | 108.98 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||