COUNTRY •
AUSTRIA
Last Update: 21 Mar 2023 9:23 GMT+0
The Austria 10Y Government Bond has a 2.830% yield.
10 Years vs 2 Years bond spread is 23.5 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 3.50% (last modification in March 2023).
The Austria credit rating is AA+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 16.04 and implied probability of default is 0.27%.
If data are not all visible, swipe table left
Residual Maturity |
Yield | ZC Price | Last Change |
||||||
---|---|---|---|---|---|---|---|---|---|
Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
3 months | 2.444% | -5.2 bp | +201.6 bp | 21 Mar | |||||
6 months | 2.898% | -25.7 bp | +198.5 bp | 21 Mar | |||||
1 year | 2.629% | -56.5 bp | +108.3 bp | 97.44 | +0.56 % | -1.06 % | 21 Mar | ||
2 years | 2.595% | -43.2 bp | +70.7 bp | 95.01 | +0.85 % | -1.37 % | 21 Mar | ||
3 years | 2.496% | -42.3 bp | +44.6 bp | 92.87 | +1.24 % | -1.30 % | 21 Mar | ||
4 years | 2.547% | -35.7 bp | +36.1 bp | 90.43 | +1.40 % | -1.40 % | 21 Mar | ||
5 years | 2.574% | -36.7 bp | +39.0 bp | 88.07 | +1.80 % | -1.88 % | 21 Mar | ||
6 years | 2.654% | -34.4 bp | +34.7 bp | 85.46 | +2.03 % | -2.01 % | 21 Mar | ||
7 years | 2.718% | -32.8 bp | +35.5 bp | 82.88 | +2.25 % | -2.40 % | 21 Mar | ||
8 years | 2.757% | -31.7 bp | +36.4 bp | 80.45 | +2.50 % | -2.79 % | 21 Mar | ||
9 years | 2.792% | -32.7 bp | +37.9 bp | 78.05 | +2.90 % | -3.27 % | 21 Mar | ||
10 years | 2.830% | -35.6 bp | +32.9 bp | 75.65 | +3.52 % | -3.15 % | 21 Mar | ||
15 years | 2.927% | -29.3 bp | +30.8 bp | 64.87 | +4.36 % | -4.41 % | 21 Mar | ||
20 years | 2.984% | -27.5 bp | +28.2 bp | 55.54 | +5.47 % | -5.33 % | 21 Mar | ||
25 years | 2.918% | -24.1 bp | +33.6 bp | 48.72 | +6.03 % | -7.85 % | 21 Mar | ||
30 years | 2.931% | -13.5 bp | +40.4 bp | 42.04 | +4.03 % | -11.12 % | 21 Mar | ||
40 years | 2.939% | -24.5 bp | +30.9 bp | 31.39 | +9.99 % | -11.33 % | 21 Mar | ||
50 years | 2.670% | -18.3 bp | +15.5 bp | 26.78 | +9.31 % | -7.27 % | 21 Mar | ||
70 years | 2.809% | -16.3 bp | +27.2 bp | 14.38 | +11.73 % | -16.93 % | 21 Mar | ||
95 years | 2.892% | -20.7 bp | +24.8 bp | 6.66 | +20.87 % | -20.53 % | 21 Mar | ||
100 years | 2.359% | -19.7 bp | +7.0 bp | 9.71 | +21.22 % | -6.63 % | 21 Mar |
Last Update: 21 Mar 2023 9:23 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 (3.50%) |
|||||
---|---|---|---|---|---|---|---|---|
3 months | 1 year | 2 years | 5 years | 10 years | ||||
30 years | 2.931% | -56.9 bp | ||||||
10 years | 2.830% | -67.0 bp | ||||||
5 years | 2.574% | -92.6 bp | ||||||
2 years | 2.595% | -90.5 bp | ||||||
1 year | 2.629% | -87.1 bp | ||||||
3 months | 2.444% | -105.6 bp |
Focusing on 2 years Government Bond:
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2Y vs 1Y | -3.4 bp | Yield Curve is inverted in Short-Term Maturities | ||
5Y vs 2Y | -2.1 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
10Y vs 2Y | 23.5 bp | Yield Curve is flat 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+
|
- |
Moody's Investors Service |
Aa1
|
- |
Fitch Ratings |
AA+
|
negative |
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 | 3.50% |
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 | 16.04 | +109.82 % | +109.82 % | +25.86 % | 0.27 % |
(*) 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 2.830% 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 | 261.2 bp | -7.1 bp | +36.3 bp | Compare | |
Germany 10Y | 63.7 bp | -0.1 bp | +1.9 bp | Compare | |
France 10Y | 11.4 bp | -5.0 bp | +4.3 bp | Compare | |
Canada 10Y | -0.3 bp | +27.5 bp | +53.8 bp | Compare | |
China 10Y | -5.1 bp | -29.9 bp | +11.6 bp | Compare | |
Spain 10Y | -40.4 bp | +1.8 bp | +14.7 bp | Compare | |
Australia 10Y | -42.5 bp | +31.0 bp | +74.9 bp | Compare | |
United Kingdom 10Y | -55.6 bp | -11.2 bp | +29.0 bp | Compare | |
United States 10Y | -68.5 bp | +8.9 bp | +34.6 bp | Compare | |
Italy 10Y | -118.6 bp | +10.4 bp | +43.5 bp | Compare | |
India 10Y | -453.0 bp | -32.5 bp | +20.2 bp | Compare | |
Russia 10Y | -835.0 bp | -52.1 bp | -65.1 bp | Compare | |
Brazil 10Y | -1018.1 bp | -17.1 bp | -85.2 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 | 2.359% | 9.71 | 47.99 | 124.53 | 201.08 | 277.63 | 354.17 | ||
95 years | 2.892% | 6.66 | 38.94 | 103.49 | 168.03 | 232.58 | 297.13 | ||
70 years | 2.809% | 14.38 | 44.86 | 105.82 | 166.78 | 227.74 | 288.70 | ||
50 years | 2.670% | 26.78 | 54.20 | 109.05 | 163.90 | 218.74 | 273.59 | ||
40 years | 2.939% | 31.39 | 54.74 | 101.42 | 148.11 | 194.80 | 241.49 | ||
30 years | 2.931% | 42.04 | 61.81 | 101.36 | 140.92 | 180.47 | 220.02 | ||
25 years | 2.918% | 48.72 | 66.29 | 101.44 | 136.59 | 171.73 | 206.88 | ||
20 years | 2.984% | 55.54 | 70.44 | 100.24 | 130.04 | 159.84 | 189.64 | ||
15 years | 2.927% | 64.87 | 76.87 | 100.88 | 124.88 | 148.88 | 172.88 | ||
10 years | 2.830% | 75.65 | 84.25 | 101.46 | 118.67 | 135.88 | 153.09 | ||
9 years | 2.792% | 78.05 | 85.91 | 101.64 | 117.36 | 133.08 | 148.81 | ||
8 years | 2.757% | 80.45 | 87.54 | 101.72 | 115.91 | 130.09 | 144.28 | ||
7 years | 2.718% | 82.88 | 89.18 | 101.78 | 114.37 | 126.96 | 139.56 | ||
6 years | 2.654% | 85.46 | 90.94 | 101.90 | 112.86 | 123.82 | 134.78 | ||
5 years | 2.574% | 88.07 | 92.70 | 101.97 | 111.25 | 120.52 | 129.79 | ||
4 years | 2.547% | 90.43 | 94.19 | 101.70 | 109.22 | 116.73 | 124.25 | ||
3 years | 2.496% | 92.87 | 95.73 | 101.44 | 107.15 | 112.86 | 118.58 | ||
2 years | 2.595% | 95.01 | 96.93 | 100.78 | 104.63 | 108.48 | 112.33 | ||
1 year | 2.629% | 97.44 | 98.41 | 100.36 | 102.31 | 104.26 | 106.21 | ||
Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |