Last Update: 6 Dec 2019 11:15 GMT+0
The Austria 10Y Government Bond has a -0.082% yield.
10 Years vs 2 Years bond spread is 50.7 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 9.66 and implied probability of default is 0.16%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 3.2 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 15.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 50.7 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA+
|
- |
| Moody's Investors Service |
Aa1
|
- |
| Fitch Ratings |
AA+
|
positive |
| DBRS |
AAA
|
- |
| Austria Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 9.66 | +1.49 % | -2.29 % | -28.76 % | 0.16 % |
Austria 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 | -0.621% | -0.8 bp | -15.4 bp | 100.62 | 0.00 % | +0.15 % | |||
| 2 years | -0.589% | +0.3 bp | -0.3 bp | 101.19 | 0.00 % | +0.01 % | |||
| 3 years | -0.569% | +1.8 bp | -5.1 bp | 101.73 | -0.05 % | +0.16 % | |||
| 4 years | -0.529% | +1.3 bp | -7.5 bp | 102.14 | -0.06 % | +0.29 % | |||
| 5 years | -0.436% | +1.0 bp | -7.3 bp | 102.21 | -0.05 % | +0.37 % | |||
| 6 years | -0.354% | +2.9 bp | -6.4 bp | 102.15 | -0.18 % | +0.38 % | |||
| 7 years | -0.277% | +2.6 bp | -11.8 bp | 101.96 | -0.19 % | +0.83 % | |||
| 8 years | -0.226% | +2.0 bp | -10.0 bp | 101.83 | -0.16 % | +0.81 % | |||
| 9 years | -0.156% | +3.9 bp | -11.6 bp | 101.42 | -0.34 % | +1.06 % | |||
| 10 years | -0.082% | +3.3 bp | -16.4 bp | 100.82 | -0.34 % | +1.65 % | |||
| 15 years | 0.170% | +1.6 bp | -26.7 bp | 97.48 | -0.25 % | +4.07 % | |||
| 20 years | 0.245% | +0.5 bp | -26.0 bp | 95.22 | -0.10 % | +5.31 % | |||
| 25 years | 0.399% | -0.8 bp | -29.2 bp | 90.52 | +0.20 % | +7.53 % | |||
| 30 years | 0.489% | -1.4 bp | -30.8 bp | 86.39 | +0.42 % | +9.62 % | |||
| 50 years | 0.638% | -1.1 bp | -30.6 bp | 72.76 | +0.55 % | +16.40 % | |||
10Y Bond Yield Spread - Austria vs Main Countries
The Austria 10Y Government Bond has a -0.082% 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.
| Austria 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 22.1 bp | -0.7 | -9.3 | ||
| Japan 10Y | -6.9 bp | -3.8 | -27.2 | ||
| France 10Y | -10.0 bp | -3.3 | -5.9 | ||
| Spain 10Y | -55.7 bp | -14.3 | -2.7 | ||
| United Kingdom 10Y | -84.2 bp | -2.0 | -9.8 | ||
| Australia 10Y | -121.3 bp | +14.4 | +18.8 | ||
| Italy 10Y | -152.2 bp | -31.7 | +89.0 | ||
| Canada 10Y | -170.0 bp | -4.1 | -31.9 | ||
| United States 10Y | -187.7 bp | +6.8 | +16.9 | ||
| China 10Y | -331.2 bp | +7.7 | -13.1 | ||
| Russia 10Y | -647.7 bp | -0.2 | +120.1 | ||
| India 10Y | -674.1 bp | -14.0 | +10.8 | ||
| Brazil 10Y | -686.5 bp | -27.2 | +128.3 |
Austria 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% | |||
| 50 years | 0.638% | 72.76 | 115.46 | 200.84 | 286.23 | 371.62 | 457.01 | |
| 30 years | 0.489% | 86.39 | 114.23 | 169.91 | 225.59 | 281.27 | 336.95 | |
| 25 years | 0.399% | 90.52 | 114.27 | 161.77 | 209.27 | 256.76 | 304.26 | |
| 20 years | 0.245% | 95.22 | 114.72 | 153.71 | 192.70 | 231.69 | 270.68 | |
| 15 years | 0.170% | 97.48 | 112.28 | 141.88 | 171.47 | 201.07 | 230.67 | |
| 10 years | -0.082% | 100.82 | 110.87 | 130.96 | 151.05 | 171.14 | 191.23 | |
| 9 years | -0.156% | 101.42 | 110.49 | 128.63 | 146.77 | 164.91 | 183.05 | |
| 8 years | -0.226% | 101.83 | 109.91 | 126.07 | 142.24 | 158.40 | 174.56 | |
| 7 years | -0.277% | 101.96 | 109.04 | 123.20 | 137.35 | 151.51 | 165.66 | |
| 6 years | -0.354% | 102.15 | 108.23 | 120.38 | 132.53 | 144.68 | 156.83 | |
| 5 years | -0.436% | 102.21 | 107.27 | 117.41 | 127.54 | 137.67 | 147.80 | |
| 4 years | -0.529% | 102.14 | 106.20 | 114.30 | 122.41 | 130.52 | 138.63 | |
| 3 years | -0.569% | 101.73 | 104.76 | 110.83 | 116.90 | 122.97 | 129.04 | |
| 2 years | -0.589% | 101.19 | 103.21 | 107.24 | 111.28 | 115.31 | 119.35 | |
| 1 year | -0.621% | 100.62 | 101.63 | 103.64 | 105.66 | 107.67 | 109.68 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||