Last Update: 3 Apr 2020 14:15 GMT+0
The Austria 10Y Government Bond has a 0.035% yield.
10 Years vs 2 Years bond spread is 55.6 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 9.65 and implied probability of default is 0.16%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 0.7 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 27 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 55.6 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 | 9.65 | -38.51 % | -0.49 % | -21.57 % | 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 | -0.528% | +11.4 bp | +6.7 bp | 100.53 | -0.12 % | -0.07 % | |||
| 2 years | -0.521% | +20.0 bp | +14.4 bp | 101.05 | -0.40 % | -0.29 % | |||
| 3 years | -0.402% | +34.8 bp | +31.7 bp | 101.22 | -1.04 % | -0.95 % | |||
| 4 years | -0.327% | +39.5 bp | +34.1 bp | 101.32 | -1.57 % | -1.36 % | |||
| 5 years | -0.251% | +44.5 bp | +36.2 bp | 101.26 | -2.21 % | -1.80 % | |||
| 6 years | -0.161% | +46.0 bp | +41.1 bp | 100.97 | -2.74 % | -2.44 % | |||
| 7 years | -0.111% | +42.8 bp | +38.3 bp | 100.78 | -2.97 % | -2.66 % | |||
| 8 years | -0.048% | +47.3 bp | +40.7 bp | 100.38 | -3.73 % | -3.22 % | |||
| 9 years | -0.019% | +44.7 bp | +37.5 bp | 100.17 | -3.95 % | -3.33 % | |||
| 10 years | 0.035% | +43.5 bp | +36.1 bp | 99.65 | -4.27 % | -3.55 % | |||
| 15 years | 0.207% | +38.9 bp | +29.9 bp | 96.95 | -5.66 % | -4.38 % | |||
| 20 years | 0.223% | +31.5 bp | +23.3 bp | 95.64 | -6.11 % | -4.55 % | |||
| 25 years | 0.326% | +26.9 bp | +17.9 bp | 92.19 | -6.49 % | -4.36 % | |||
| 30 years | 0.425% | +28.3 bp | +18.2 bp | 88.05 | -8.12 % | -5.30 % | |||
| 50 years | 0.557% | +29.3 bp | +15.1 bp | 75.75 | -13.58 % | -7.24 % | |||
10Y Bond Yield Spread - Austria vs Main Countries
The Austria 10Y Government Bond has a 0.035% 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 | 48.9 bp | +24.7 | +22.5 | ||
| Japan 10Y | 3.9 bp | +33.3 | +17.1 | ||
| France 10Y | -0.3 bp | +7.0 | +3.2 | ||
| United Kingdom 10Y | -27.2 bp | +51.5 | +52.3 | ||
| United States 10Y | -54.6 bp | +85.3 | +131.6 | ||
| Canada 10Y | -64.7 bp | +71.8 | +92.5 | ||
| Spain 10Y | -66.8 bp | -7.6 | -19.1 | ||
| Australia 10Y | -73.2 bp | +39.3 | +50.4 | ||
| Italy 10Y | -145.7 bp | -6.3 | -29.9 | ||
| China 10Y | -257.5 bp | +62.4 | +90.6 | ||
| India 10Y | -627.1 bp | +47.1 | +66.1 | ||
| Russia 10Y | -673.0 bp | -16.5 | +61.6 | ||
| Brazil 10Y | -784.2 bp | -85.2 | -52.6 |
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 | 0.557% | 75.75 | 119.29 | 206.36 | 293.43 | 380.50 | 467.58 | |
| 30 years | 0.425% | 88.05 | 116.16 | 172.38 | 228.60 | 284.83 | 341.05 | |
| 25 years | 0.326% | 92.19 | 116.16 | 164.10 | 212.04 | 259.98 | 307.92 | |
| 20 years | 0.223% | 95.64 | 115.18 | 154.26 | 193.34 | 232.42 | 271.50 | |
| 15 years | 0.207% | 96.95 | 111.70 | 141.21 | 170.72 | 200.23 | 229.74 | |
| 10 years | 0.035% | 99.65 | 109.63 | 129.59 | 149.55 | 169.52 | 189.48 | |
| 9 years | -0.019% | 100.17 | 109.18 | 127.20 | 145.21 | 163.23 | 181.25 | |
| 8 years | -0.048% | 100.38 | 108.40 | 124.44 | 140.47 | 156.51 | 172.54 | |
| 7 years | -0.111% | 100.78 | 107.81 | 121.87 | 135.94 | 150.00 | 164.06 | |
| 6 years | -0.161% | 100.97 | 107.01 | 119.07 | 131.14 | 143.21 | 155.28 | |
| 5 years | -0.251% | 101.26 | 106.30 | 116.38 | 126.45 | 136.53 | 146.61 | |
| 4 years | -0.327% | 101.32 | 105.35 | 113.42 | 121.48 | 129.55 | 137.61 | |
| 3 years | -0.402% | 101.22 | 104.24 | 110.29 | 116.34 | 122.39 | 128.43 | |
| 2 years | -0.521% | 101.05 | 103.07 | 107.10 | 111.13 | 115.16 | 119.19 | |
| 1 year | -0.528% | 100.53 | 101.54 | 103.55 | 105.56 | 107.57 | 109.58 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||