Last Update: 26 Nov 2020 9:15 GMT+0
The Australia 10Y Government Bond has a 0.920% yield.
10 Years vs 2 Years bond spread is 82 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 14.62 and implied probability of default is 0.24%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 6.8 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 20.6 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 82 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
negative |
| 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 | 14.62 | -0.20 % | -9.64 % | -22.11 % | 0.24 % |
Australia Government Bonds
List of available 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 | 0.032% | -6.2 bp | -22.3 bp | 99.97 | +0.06 % | +0.22 % | |||
| 2 years | 0.100% | -2.0 bp | -16.4 bp | 99.80 | +0.04 % | +0.33 % | |||
| 3 years | 0.120% | -1.2 bp | -13.2 bp | 99.64 | +0.03 % | +0.39 % | |||
| 4 years | 0.192% | +0.2 bp | -11.5 bp | 99.24 | 0.00 % | +0.47 % | |||
| 5 years | 0.306% | +1.8 bp | -9.4 bp | 98.48 | -0.09 % | +0.47 % | |||
| 6 years | 0.346% | +2.2 bp | -15.4 bp | 97.95 | -0.13 % | +0.93 % | |||
| 7 years | 0.553% | +5.1 bp | -5.0 bp | 96.21 | -0.36 % | +0.34 % | |||
| 8 years | 0.697% | +8.2 bp | -3.6 bp | 94.59 | -0.65 % | +0.29 % | |||
| 9 years | 0.811% | +9.3 bp | -1.6 bp | 92.99 | -0.82 % | +0.14 % | |||
| 10 years | 0.920% | +11.5 bp | +2.1 bp | 91.25 | -1.14 % | -0.21 % | |||
| 12 years | 1.035% | +13.3 bp | +3.5 bp | 88.38 | -1.56 % | -0.41 % | |||
| 15 years | 1.273% | +16.8 bp | +5.0 bp | 82.72 | -2.45 % | -0.73 % | |||
| 20 years | 1.582% | +17.3 bp | +6.5 bp | 73.06 | -3.35 % | -1.27 % | |||
| 30 years | 1.908% | +14.7 bp | +20.8 bp | 56.72 | -4.24 % | -5.95 % | |||
10Y Bond Yield Spread - Australia vs Main Countries
The Australia 10Y Government Bond has a 0.920% 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.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Australia 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 149.3 bp | +10.8 | +15.6 | ||
| France 10Y | 125.6 bp | +14.9 | +36.3 | ||
| Japan 10Y | 89.8 bp | +12.0 | 0.0 | ||
| Spain 10Y | 85.6 bp | +22.9 | +64.7 | ||
| United Kingdom 10Y | 61.0 bp | +8.3 | -7.1 | ||
| Italy 10Y | 34.3 bp | +26.9 | +98.8 | ||
| Canada 10Y | 20.8 bp | +3.0 | -14.1 | ||
| United States 10Y | 3.7 bp | +3.5 | -16.7 | ||
| China 10Y | -240.8 bp | +0.8 | -60.3 | ||
| Russia 10Y | -489.5 bp | +29.0 | -27.4 | ||
| India 10Y | -495.6 bp | +7.3 | +12.0 | ||
| Brazil 10Y | -675.1 bp | -5.4 | -71.2 |
Australia Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 1.908% | 56.72 | 79.40 | 124.77 | 170.13 | 215.50 | 260.86 | |
| 20 years | 1.582% | 73.06 | 90.09 | 124.15 | 158.21 | 192.27 | 226.33 | |
| 15 years | 1.273% | 82.72 | 96.29 | 123.45 | 150.60 | 177.75 | 204.91 | |
| 12 years | 1.035% | 88.38 | 99.61 | 122.07 | 144.53 | 166.99 | 189.45 | |
| 10 years | 0.920% | 91.25 | 100.76 | 119.79 | 138.81 | 157.83 | 176.86 | |
| 9 years | 0.811% | 92.99 | 101.63 | 118.93 | 136.22 | 153.51 | 170.80 | |
| 8 years | 0.697% | 94.59 | 102.35 | 117.86 | 133.37 | 148.88 | 164.39 | |
| 7 years | 0.553% | 96.21 | 103.06 | 116.76 | 130.45 | 144.15 | 157.84 | |
| 6 years | 0.346% | 97.95 | 103.88 | 115.73 | 127.59 | 139.44 | 151.30 | |
| 5 years | 0.306% | 98.48 | 103.44 | 113.35 | 123.26 | 133.16 | 143.07 | |
| 4 years | 0.192% | 99.24 | 103.22 | 111.18 | 119.14 | 127.10 | 135.06 | |
| 3 years | 0.120% | 99.64 | 102.63 | 108.62 | 114.60 | 120.59 | 126.58 | |
| 2 years | 0.100% | 99.80 | 101.80 | 105.79 | 109.79 | 113.78 | 117.77 | |
| 1 year | 0.032% | 99.97 | 100.97 | 102.97 | 104.97 | 106.97 | 108.97 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||