Last Update: 4 Mar 2021 21:15 GMT+0
The Australia 10Y Government Bond has a 1.819% yield.
10 Years vs 2 Years bond spread is 168.5 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 14.48 and implied probability of default is 0.24%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 10 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 68 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 168.5 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 | 14.48 | -0.07 % | -0.07 % | -41.49 % | 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 | 0.034% | -0.7 bp | -15.8 bp | 99.97 | +0.01 % | +0.16 % | |||
| 2 years | 0.134% | +2.4 bp | -12.7 bp | 99.73 | -0.05 % | +0.25 % | |||
| 3 years | 0.136% | +2.7 bp | -13.7 bp | 99.59 | -0.08 % | +0.40 % | |||
| 4 years | 0.614% | +34.3 bp | +32.3 bp | 97.58 | -1.35 % | -1.27 % | |||
| 5 years | 0.814% | +37.1 bp | +40.5 bp | 96.03 | -1.82 % | -1.99 % | |||
| 6 years | 1.101% | +47.9 bp | +57.9 bp | 93.64 | -2.81 % | -3.38 % | |||
| 7 years | 1.232% | +49.8 bp | +59.0 bp | 91.79 | -3.39 % | -4.01 % | |||
| 8 years | 1.501% | +54.5 bp | +71.6 bp | 88.76 | -4.22 % | -5.51 % | |||
| 9 years | 1.597% | +54.7 bp | +72.8 bp | 86.71 | -4.75 % | -6.27 % | |||
| 10 years | 1.819% | +58.1 bp | +86.2 bp | 83.50 | -5.56 % | -8.16 % | |||
| 12 years | 1.911% | +56.0 bp | +82.6 bp | 79.68 | -6.40 % | -9.30 % | |||
| 15 years | 2.177% | +58.8 bp | +88.7 bp | 72.39 | -8.30 % | -12.27 % | |||
| 20 years | 2.560% | +53.4 bp | +101.0 bp | 60.32 | -9.90 % | -17.95 % | |||
| 30 years | 2.780% | +51.8 bp | +92.2 bp | 43.93 | -14.06 % | -23.68 % | |||
10Y Bond Yield Spread - Australia vs Main Countries
The Australia 10Y Government Bond has a 1.819% 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 | 211.2 bp | +41.8 | +68.9 | ||
| France 10Y | 185.5 bp | +37.8 | +72.8 | ||
| Japan 10Y | 168.8 bp | +50.4 | +76.8 | ||
| Spain 10Y | 149.8 bp | +38.1 | +89.6 | ||
| United Kingdom 10Y | 104.3 bp | +25.1 | +35.6 | ||
| Italy 10Y | 104.3 bp | +34.9 | +116.4 | ||
| Canada 10Y | 31.7 bp | +4.3 | -4.4 | ||
| United States 10Y | 27.1 bp | +16.9 | +3.5 | ||
| China 10Y | -147.1 bp | +54.6 | +71.0 | ||
| India 10Y | -439.3 bp | +44.3 | +58.0 | ||
| Russia 10Y | -473.6 bp | +31.6 | +45.2 | ||
| Brazil 10Y | -679.2 bp | -65.4 | -107.8 |
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 | 2.780% | 43.93 | 64.10 | 104.44 | 144.78 | 185.12 | 225.46 | |
| 20 years | 2.560% | 60.32 | 75.82 | 106.82 | 137.82 | 168.83 | 199.83 | |
| 15 years | 2.177% | 72.39 | 85.07 | 110.44 | 135.80 | 161.16 | 186.52 | |
| 12 years | 1.911% | 79.68 | 90.31 | 111.58 | 132.85 | 154.11 | 175.38 | |
| 10 years | 1.819% | 83.50 | 92.57 | 110.71 | 128.85 | 146.98 | 165.12 | |
| 9 years | 1.597% | 86.71 | 95.03 | 111.68 | 128.32 | 144.96 | 161.60 | |
| 8 years | 1.501% | 88.76 | 96.25 | 111.22 | 126.19 | 141.16 | 156.13 | |
| 7 years | 1.232% | 91.79 | 98.45 | 111.79 | 125.12 | 138.46 | 151.79 | |
| 6 years | 1.101% | 93.64 | 99.42 | 110.97 | 122.52 | 134.07 | 145.62 | |
| 5 years | 0.814% | 96.03 | 100.91 | 110.67 | 120.43 | 130.19 | 139.95 | |
| 4 years | 0.614% | 97.58 | 101.52 | 109.40 | 117.28 | 125.16 | 133.04 | |
| 3 years | 0.136% | 99.59 | 102.58 | 108.57 | 114.55 | 120.54 | 126.52 | |
| 2 years | 0.134% | 99.73 | 101.73 | 105.72 | 109.71 | 113.70 | 117.70 | |
| 1 year | 0.034% | 99.97 | 100.97 | 102.96 | 104.96 | 106.96 | 108.96 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||