Last Update: 24 Jan 2020 9:15 GMT+0
The Austria 10Y Government Bond has a -0.121% yield.
10 Years vs 2 Years bond spread is 47.5 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 8.53 and implied probability of default is 0.14%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -1.2 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 14.4 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 47.5 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 | 8.53 | +2.15 % | -4.24 % | -33.64 % | 0.14 % |
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 | -0.584% | +6.0 bp | -2.4 bp | 100.59 | -0.06 % | +0.03 % | |||
| 2 years | -0.596% | +1.8 bp | +11.0 bp | 101.20 | -0.04 % | -0.23 % | |||
| 3 years | -0.572% | +1.5 bp | +10.0 bp | 101.74 | -0.04 % | -0.29 % | |||
| 4 years | -0.526% | -0.2 bp | +8.7 bp | 102.13 | +0.01 % | -0.35 % | |||
| 5 years | -0.452% | -5.0 bp | +9.8 bp | 102.29 | +0.25 % | -0.50 % | |||
| 6 years | -0.370% | -5.0 bp | +11.1 bp | 102.25 | +0.30 % | -0.67 % | |||
| 7 years | -0.299% | -6.2 bp | +7.3 bp | 102.12 | +0.44 % | -0.51 % | |||
| 8 years | -0.261% | -6.7 bp | +8.8 bp | 102.11 | +0.53 % | -0.71 % | |||
| 9 years | -0.196% | -8.1 bp | +6.5 bp | 101.78 | +0.73 % | -0.59 % | |||
| 10 years | -0.121% | -8.5 bp | +3.2 bp | 101.22 | +0.86 % | -0.32 % | |||
| 15 years | 0.156% | -7.9 bp | -2.8 bp | 97.69 | +1.19 % | +0.42 % | |||
| 20 years | 0.228% | -7.8 bp | -5.0 bp | 95.55 | +1.57 % | +1.00 % | |||
| 25 years | 0.399% | -6.9 bp | -6.2 bp | 90.52 | +1.73 % | +1.55 % | |||
| 30 years | 0.491% | -6.7 bp | -6.7 bp | 86.33 | +2.01 % | +2.01 % | |||
| 50 years | 0.640% | -6.2 bp | -7.3 bp | 72.69 | +3.14 % | +3.69 % | |||
10Y Bond Yield Spread - Austria vs Main Countries
The Austria 10Y Government Bond has a -0.121% 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 | 17.0 bp | -3.9 | -5.2 | ||
| France 10Y | -7.9 bp | +1.6 | -3.9 | ||
| Japan 10Y | -10.1 bp | -6.3 | -9.7 | ||
| Spain 10Y | -49.9 bp | -4.1 | +1.1 | ||
| United Kingdom 10Y | -72.8 bp | +7.8 | +10.2 | ||
| Australia 10Y | -122.4 bp | +11.8 | +21.2 | ||
| Italy 10Y | -139.8 bp | +14.4 | +25.4 | ||
| Canada 10Y | -153.8 bp | +11.5 | +6.4 | ||
| United States 10Y | -187.3 bp | +6.6 | +32.8 | ||
| China 10Y | -315.5 bp | +8.3 | +17.6 | ||
| Russia 10Y | -632.1 bp | +5.0 | +110.2 | ||
| India 10Y | -671.5 bp | -10.8 | -12.4 | ||
| Brazil 10Y | -681.8 bp | +15.5 | +52.5 |
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 | 0.640% | 72.69 | 115.36 | 200.71 | 286.06 | 371.40 | 456.75 | |
| 30 years | 0.491% | 86.33 | 114.17 | 169.83 | 225.49 | 281.16 | 336.82 | |
| 25 years | 0.399% | 90.52 | 114.27 | 161.77 | 209.27 | 256.76 | 304.26 | |
| 20 years | 0.228% | 95.55 | 115.08 | 154.13 | 193.19 | 232.25 | 271.31 | |
| 15 years | 0.156% | 97.69 | 112.50 | 142.13 | 171.76 | 201.39 | 231.02 | |
| 10 years | -0.121% | 101.22 | 111.28 | 131.42 | 151.55 | 171.69 | 191.82 | |
| 9 years | -0.196% | 101.78 | 110.87 | 129.05 | 147.23 | 165.40 | 183.58 | |
| 8 years | -0.261% | 102.11 | 110.21 | 126.40 | 142.59 | 158.78 | 174.97 | |
| 7 years | -0.299% | 102.12 | 109.20 | 123.37 | 137.54 | 151.71 | 165.88 | |
| 6 years | -0.370% | 102.25 | 108.33 | 120.48 | 132.64 | 144.80 | 156.96 | |
| 5 years | -0.452% | 102.29 | 107.36 | 117.50 | 127.63 | 137.77 | 147.91 | |
| 4 years | -0.526% | 102.13 | 106.19 | 114.29 | 122.40 | 130.50 | 138.61 | |
| 3 years | -0.572% | 101.74 | 104.77 | 110.84 | 116.91 | 122.98 | 129.05 | |
| 2 years | -0.596% | 101.20 | 103.22 | 107.26 | 111.29 | 115.33 | 119.36 | |
| 1 year | -0.584% | 100.59 | 101.59 | 103.61 | 105.62 | 107.63 | 109.64 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||