COUNTRY •
AUSTRIA
Last Update: 28 Jun 2022 11:15 GMT+0
The Austria 10Y Government Bond has a 2.190% yield.
10 Years vs 2 Years bond spread is 123.3 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.00% (last modification in March 2016).
The Austria credit rating is AA+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 12.42 and implied probability of default is 0.21%.
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Residual Maturity |
Yield | ZC Price | Last Change |
||||||
---|---|---|---|---|---|---|---|---|---|
Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
3 months | -0.564% | +1.7 bp | n.a. | 28 Jun | |||||
6 months | -0.077% | +18.4 bp | n.a. | 28 Jun | |||||
1 year | 0.624% | +59.4 bp | +125.6 bp | 99.38 | -0.59 % | -1.25 % | 28 Jun | ||
2 years | 0.957% | +61.9 bp | +165.4 bp | 98.11 | -1.23 % | -3.25 % | 28 Jun | ||
3 years | 1.257% | +61.2 bp | +186.2 bp | 96.32 | -1.80 % | -5.42 % | 28 Jun | ||
4 years | 1.551% | +69.6 bp | +204.7 bp | 94.03 | -2.71 % | -7.82 % | 28 Jun | ||
5 years | 1.651% | +73.2 bp | +203.7 bp | 92.14 | -3.55 % | -9.62 % | 28 Jun | ||
6 years | 1.788% | +76.7 bp | +211.4 bp | 89.91 | -4.44 % | -11.84 % | 28 Jun | ||
7 years | 1.880% | +68.3 bp | +214.4 bp | 87.78 | -4.60 % | -13.83 % | 28 Jun | ||
8 years | 1.976% | +62.4 bp | +213.8 bp | 85.51 | -4.79 % | -15.60 % | 28 Jun | ||
9 years | 2.101% | +67.9 bp | +217.0 bp | 82.93 | -5.84 % | -17.58 % | 28 Jun | ||
10 years | 2.190% | +64.9 bp | +216.7 bp | 80.52 | -6.18 % | -19.29 % | 28 Jun | ||
15 years | 2.389% | +59.4 bp | +204.9 bp | 70.18 | -8.36 % | -26.16 % | 28 Jun | ||
20 years | 2.496% | +60.3 bp | +208.2 bp | 61.07 | -11.13 % | -33.67 % | 28 Jun | ||
25 years | 2.424% | +62.7 bp | +193.6 bp | 54.95 | -14.23 % | -37.94 % | 28 Jun | ||
30 years | 2.446% | +57.4 bp | +186.9 bp | 48.43 | -15.52 % | -42.45 % | 28 Jun | ||
40 years | 2.580% | +66.2 bp | +191.8 bp | 36.10 | -22.81 % | -52.99 % | 28 Jun | ||
50 years | 2.479% | +47.1 bp | n.a. | 29.39 | -20.59 % | n.a. | 28 Jun | ||
70 years | 2.574% | +49.4 bp | n.a. | 16.88 | -28.69 % | n.a. | 28 Jun | ||
95 years | 2.698% | +46.1 bp | n.a. | 7.97 | -34.78 % | n.a. | 28 Jun | ||
100 years | 2.494% | +47.9 bp | n.a. | 8.51 | -37.43 % | n.a. | 28 Jun |
Last Update: 28 Jun 2022 11:15 GMT+0
Austria Yield Curve Analysis
Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases.
For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive.
If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
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Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (0.00%) |
|||||
---|---|---|---|---|---|---|---|---|
3 months | 1 year | 2 years | 5 years | 10 years | ||||
30 years | 2.446% | 244.6 bp | ||||||
10 years | 2.190% | 219.0 bp | ||||||
5 years | 1.651% | 165.1 bp | ||||||
2 years | 0.957% | 95.7 bp | ||||||
1 year | 0.624% | 62.4 bp | ||||||
3 months | -0.564% | -56.4 bp |
Focusing on 2 years Government Bond:
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2Y vs 1Y | 33.3 bp | Normal Convexity in Short-Term Maturities | ||
5Y vs 2Y | 69.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
10Y vs 2Y | 123.3 bp | Normal Convexity in Long-Term vs Short-Term Maturities |
Readings that may interest you
Austria Credit Ratings
A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation).
For a deeper analysis of credit ratings, click here
Austria Credit Ratings History
Rating Agency | Rating | Outlook |
---|---|---|
Standard & Poor's |
AA+
|
positive |
Moody's Investors Service |
Aa1
|
- |
Fitch Ratings |
AA+
|
- |
DBRS |
AAA
|
- |
Austria Interest Rates
A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
Interest Rates | Value | |
---|---|---|
Central Bank Rate | 0.00% |
Austria Credit Default Swaps
The term credit default swap (CDS) refers to a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who agrees to reimburse the lender in the case the borrower defaults.
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Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD(*) | |
---|---|---|---|---|---|---|
5 Years CDS | 12.42 | +6.61 % | +9.43 % | +26.91 % | 0.21 % |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
Austria 10Y Bond Yield Spread
The Austria 10Y Government Bond has a 2.190% yield. Click on Spread value for the historical serie.
A positive spread, marked by
, 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.
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Austria 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
---|---|---|---|---|---|
Japan 10Y | 196.0 bp | +64.2 bp | +199.6 bp | Compare | |
Germany 10Y | 53.5 bp | -3.0 bp | +27.6 bp | Compare | |
France 10Y | -0.1 bp | -4.8 bp | +10.7 bp | Compare | |
United Kingdom 10Y | -29.7 bp | +8.6 bp | +60.3 bp | Compare | |
Spain 10Y | -55.2 bp | -0.5 bp | -6.5 bp | Compare | |
China 10Y | -66.7 bp | +54.2 bp | +213.0 bp | Compare | |
United States 10Y | -105.9 bp | +14.3 bp | +40.2 bp | Compare | |
Canada 10Y | -126.8 bp | -1.9 bp | +18.5 bp | Compare | |
Italy 10Y | -149.4 bp | -13.9 bp | -42.2 bp | Compare | |
Australia 10Y | -162.9 bp | +7.9 bp | -6.5 bp | Compare | |
India 10Y | -526.7 bp | +54.2 bp | +118.8 bp | Compare | |
Russia 10Y | -643.0 bp | +153.9 bp | +196.2 bp | Compare | |
Brazil 10Y | -1059.2 bp | +30.0 bp | +9.2 bp | Compare |
Austria 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.
Click on
for a forecast of the yield.
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Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
---|---|---|---|---|---|---|---|---|---|
0% | 1% | 3% | 5% | 7% | 9% | ||||
100 years | 2.494% | 8.51 | 45.20 | 118.56 | 191.93 | 265.29 | 338.65 | ||
95 years | 2.698% | 7.97 | 42.08 | 110.30 | 178.52 | 246.74 | 314.96 | ||
70 years | 2.574% | 16.88 | 49.17 | 113.76 | 178.34 | 242.92 | 307.51 | ||
50 years | 2.479% | 29.39 | 57.88 | 114.84 | 171.80 | 228.77 | 285.73 | ||
40 years | 2.580% | 36.10 | 60.87 | 110.40 | 159.94 | 209.47 | 259.01 | ||
30 years | 2.446% | 48.43 | 69.52 | 111.68 | 153.84 | 196.01 | 238.17 | ||
25 years | 2.424% | 54.95 | 73.53 | 110.71 | 147.88 | 185.05 | 222.22 | ||
20 years | 2.496% | 61.07 | 76.67 | 107.86 | 139.05 | 170.24 | 201.43 | ||
15 years | 2.389% | 70.18 | 82.66 | 107.63 | 132.59 | 157.56 | 182.53 | ||
10 years | 2.190% | 80.52 | 89.42 | 107.20 | 124.99 | 142.78 | 160.57 | ||
9 years | 2.101% | 82.93 | 91.06 | 107.30 | 123.55 | 139.79 | 156.04 | ||
8 years | 1.976% | 85.51 | 92.84 | 107.51 | 122.18 | 136.84 | 151.51 | ||
7 years | 1.880% | 87.78 | 94.28 | 107.28 | 120.29 | 133.29 | 146.29 | ||
6 years | 1.788% | 89.91 | 95.55 | 106.84 | 118.12 | 129.40 | 140.69 | ||
5 years | 1.651% | 92.14 | 96.90 | 106.42 | 115.95 | 125.47 | 134.99 | ||
4 years | 1.551% | 94.03 | 97.88 | 105.58 | 113.28 | 120.98 | 128.68 | ||
3 years | 1.257% | 96.32 | 99.25 | 105.10 | 110.95 | 116.80 | 122.66 | ||
2 years | 0.957% | 98.11 | 100.08 | 104.03 | 107.97 | 111.91 | 115.86 | ||
1 year | 0.624% | 99.38 | 100.37 | 102.36 | 104.35 | 106.34 | 108.32 | ||
Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |