Last Update: 22 Sep 2021 17:15 GMT+0
The Austria 10Y Government Bond has a -0.108% yield.
10 Years vs 2 Years bond spread is 66.7 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 9.58 and implied probability of default is 0.16%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -14.4 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 22.9 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 66.7 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+
|
- |
| 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 | 9.58 | +0.36 % | -3.00 % | +0.76 % | 0.16 % |
Austria 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 | -0.631% | +10.2 bp | +3.9 bp | 100.64 | -0.10 % | -0.03 % | |||
| 2 years | -0.775% | -2.2 bp | -11.8 bp | 101.57 | +0.05 % | +0.24 % | |||
| 3 years | -0.709% | +4.1 bp | -7.2 bp | 102.16 | -0.12 % | +0.22 % | |||
| 4 years | -0.647% | +7.3 bp | -5.9 bp | 102.63 | -0.29 % | +0.23 % | |||
| 5 years | -0.546% | +9.7 bp | -2.7 bp | 102.78 | -0.48 % | +0.14 % | |||
| 6 years | -0.507% | +11.4 bp | -3.0 bp | 103.10 | -0.68 % | +0.18 % | |||
| 7 years | -0.412% | +12.3 bp | -4.0 bp | 102.93 | -0.87 % | +0.28 % | |||
| 8 years | -0.291% | +14.0 bp | +0.8 bp | 102.36 | -1.12 % | -0.06 % | |||
| 9 years | -0.197% | +15.9 bp | -1.5 bp | 101.79 | -1.42 % | +0.14 % | |||
| 10 years | -0.108% | +15.9 bp | -2.5 bp | 101.09 | -1.58 % | +0.26 % | |||
| 15 years | 0.145% | +16.8 bp | -0.9 bp | 97.85 | -2.49 % | +0.13 % | |||
| 20 years | 0.359% | +17.8 bp | +1.7 bp | 93.08 | -3.49 % | -0.34 % | |||
| 25 years | 0.434% | +18.0 bp | -2.8 bp | 89.74 | -4.38 % | +0.70 % | |||
| 30 years | 0.513% | +18.2 bp | -2.1 bp | 85.77 | -5.29 % | +0.63 % | |||
| 40 years | 0.605% | +17.9 bp | -0.4 bp | 78.56 | -6.88 % | +0.15 % | |||
Austria 10Y Bond Yield Spread
The Austria 10Y Government Bond has a -0.108% 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. 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.
| Austria 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 21.8 bp | -1.0 bp | -0.8 bp | Compare | |
| France 10Y | -11.6 bp | +0.3 bp | -9.0 bp | Compare | |
| Japan 10Y | -13.9 bp | +13.4 bp | +2.1 bp | Compare | |
| Spain 10Y | -41.8 bp | +6.1 bp | +0.2 bp | Compare | |
| Italy 10Y | -77.2 bp | +4.2 bp | -4.4 bp | Compare | |
| United Kingdom 10Y | -90.7 bp | -11.4 bp | -0.7 bp | Compare | |
| Canada 10Y | -133.2 bp | +7.8 bp | +31.2 bp | Compare | |
| Australia 10Y | -135.6 bp | -2.0 bp | +48.6 bp | Compare | |
| United States 10Y | -141.9 bp | +10.3 bp | +35.9 bp | Compare | |
| China 10Y | -299.0 bp | +14.5 bp | +34.9 bp | Compare | |
| India 10Y | -624.6 bp | +25.5 bp | +1.7 bp | Compare | |
| Russia 10Y | -726.8 bp | -5.1 bp | -7.0 bp | Compare | |
| Brazil 10Y | -1087.9 bp | -3.0 bp | -212.1 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.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 40 years | 0.605% | 78.56 | 114.00 | 184.86 | 255.73 | 326.60 | 397.46 | |
| 30 years | 0.513% | 85.77 | 113.51 | 168.99 | 224.47 | 279.95 | 335.43 | |
| 25 years | 0.434% | 89.74 | 113.38 | 160.67 | 207.95 | 255.24 | 302.53 | |
| 20 years | 0.359% | 93.08 | 112.35 | 150.88 | 189.41 | 227.94 | 266.47 | |
| 15 years | 0.145% | 97.85 | 112.68 | 142.33 | 171.99 | 201.64 | 231.30 | |
| 10 years | -0.108% | 101.09 | 111.15 | 131.27 | 151.38 | 171.50 | 191.62 | |
| 9 years | -0.197% | 101.79 | 110.88 | 129.06 | 147.24 | 165.42 | 183.59 | |
| 8 years | -0.291% | 102.36 | 110.46 | 126.68 | 142.89 | 159.10 | 175.31 | |
| 7 years | -0.412% | 102.93 | 110.05 | 124.28 | 138.52 | 152.75 | 166.98 | |
| 6 years | -0.507% | 103.10 | 109.20 | 121.42 | 133.64 | 145.85 | 158.07 | |
| 5 years | -0.546% | 102.78 | 107.86 | 118.02 | 128.19 | 138.36 | 148.52 | |
| 4 years | -0.647% | 102.63 | 106.70 | 114.83 | 122.96 | 131.09 | 139.22 | |
| 3 years | -0.709% | 102.16 | 105.20 | 111.29 | 117.37 | 123.46 | 129.54 | |
| 2 years | -0.775% | 101.57 | 103.59 | 107.64 | 111.69 | 115.73 | 119.78 | |
| 1 year | -0.631% | 100.64 | 101.64 | 103.65 | 105.67 | 107.68 | 109.69 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||