Last Update: 25 Jan 2022 3:15 GMT+0
The Australia 10Y Government Bond has a 1.958% yield.
10 Years vs 2 Years bond spread is 100.6 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 14.34 and implied probability of default is 0.24%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 30.2 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 73.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 100.6 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
|
- |
| 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 | 14.34 | +0.07 % | -0.28 % | -1.31 % | 0.24 % |
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 | 0.650% | +42.0 bp | +63.7 bp | 99.35 | -0.42 % | -0.64 % | |||
| 2 years | 0.952% | +60.2 bp | +91.0 bp | 98.12 | -1.19 % | -1.80 % | |||
| 3 years | 1.235% | +36.1 bp | +95.0 bp | 96.38 | -1.07 % | -2.79 % | |||
| 4 years | 1.546% | +35.0 bp | +104.7 bp | 94.05 | -1.37 % | -4.06 % | |||
| 5 years | 1.687% | +38.9 bp | +105.2 bp | 91.98 | -1.90 % | -5.06 % | |||
| 6 years | 1.780% | +39.9 bp | +98.9 bp | 89.96 | -2.32 % | -5.68 % | |||
| 7 years | 1.830% | +37.2 bp | +93.0 bp | 88.08 | -2.52 % | -6.22 % | |||
| 8 years | 1.895% | +38.3 bp | +87.4 bp | 86.06 | -2.97 % | -6.65 % | |||
| 9 years | 1.934% | +35.9 bp | +79.6 bp | 84.16 | -3.13 % | -6.82 % | |||
| 10 years | 1.958% | +36.4 bp | +75.6 bp | 82.37 | -3.51 % | -7.18 % | |||
| 12 years | 1.987% | +36.2 bp | +72.9 bp | 78.97 | -4.17 % | -8.25 % | |||
| 15 years | 2.255% | +32.6 bp | +63.5 bp | 71.57 | -4.68 % | -8.92 % | |||
| 20 years | 2.492% | +30.6 bp | +59.0 bp | 61.12 | -5.81 % | -10.90 % | |||
| 30 years | 2.600% | +29.6 bp | +51.7 bp | 46.30 | -8.30 % | -14.07 % | |||
Australia 10Y Bond Yield Spread
The Australia 10Y Government Bond has a 1.958% 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 | 206.9 bp | +22.1 bp | +44.7 bp | Compare | |
| Japan 10Y | 182.7 bp | +29.2 bp | +64.5 bp | Compare | |
| France 10Y | 165.7 bp | +18.1 bp | +36.8 bp | Compare | |
| Spain 10Y | 132.7 bp | +25.0 bp | +39.0 bp | Compare | |
| United Kingdom 10Y | 82.9 bp | +15.7 bp | +21.6 bp | Compare | |
| Italy 10Y | 60.6 bp | +13.3 bp | +2.6 bp | Compare | |
| United States 10Y | 18.7 bp | +8.6 bp | +26.6 bp | Compare | |
| Canada 10Y | 14.0 bp | +2.2 bp | +14.6 bp | Compare | |
| China 10Y | -74.4 bp | +50.6 bp | +99.2 bp | Compare | |
| India 10Y | -469.4 bp | +17.4 bp | +26.9 bp | Compare | |
| Russia 10Y | -775.7 bp | -93.1 bp | -196.9 bp | Compare | |
| Brazil 10Y | -915.4 bp | -50.7 bp | -118.8 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 | 2.600% | 46.30 | 66.95 | 108.26 | 149.57 | 190.88 | 232.19 | |
| 20 years | 2.492% | 61.12 | 76.72 | 107.93 | 139.13 | 170.33 | 201.53 | |
| 15 years | 2.255% | 71.57 | 84.18 | 109.39 | 134.61 | 159.82 | 185.04 | |
| 12 years | 1.987% | 78.97 | 89.55 | 110.72 | 131.89 | 153.06 | 174.22 | |
| 10 years | 1.958% | 82.37 | 91.38 | 109.38 | 127.39 | 145.39 | 163.39 | |
| 9 years | 1.934% | 84.16 | 92.35 | 108.73 | 125.10 | 141.48 | 157.86 | |
| 8 years | 1.895% | 86.06 | 93.41 | 108.13 | 122.85 | 137.57 | 152.28 | |
| 7 years | 1.830% | 88.08 | 94.59 | 107.62 | 120.65 | 133.68 | 146.71 | |
| 6 years | 1.780% | 89.96 | 95.60 | 106.88 | 118.17 | 129.46 | 140.74 | |
| 5 years | 1.687% | 91.98 | 96.73 | 106.25 | 115.76 | 125.27 | 134.78 | |
| 4 years | 1.546% | 94.05 | 97.90 | 105.60 | 113.30 | 121.00 | 128.70 | |
| 3 years | 1.235% | 96.38 | 99.31 | 105.17 | 111.02 | 116.88 | 122.73 | |
| 2 years | 0.952% | 98.12 | 100.09 | 104.04 | 107.98 | 111.93 | 115.87 | |
| 1 year | 0.650% | 99.35 | 100.35 | 102.33 | 104.32 | 106.31 | 108.30 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||