Last Update: 4 Mar 2021 21:15 GMT+0
The Austria 10Y Government Bond has a -0.074% yield.
10 Years vs 2 Years bond spread is 56.6 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 9.52 and implied probability of default is 0.16%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 1.4 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 16.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 56.6 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+
|
- |
| 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 | 9.52 | -4.08 % | +0.90 % | -1.71 % | 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 | -0.654% | -1.5 bp | -3.0 bp | 100.66 | +0.02 % | +0.03 % | |||
| 2 years | -0.640% | +4.9 bp | +3.8 bp | 101.29 | -0.10 % | -0.08 % | |||
| 3 years | -0.598% | +6.6 bp | +5.7 bp | 101.82 | -0.20 % | -0.17 % | |||
| 4 years | -0.542% | +11.0 bp | +9.3 bp | 102.20 | -0.44 % | -0.37 % | |||
| 5 years | -0.475% | +15.4 bp | +13.1 bp | 102.41 | -0.78 % | -0.66 % | |||
| 6 years | -0.434% | +12.9 bp | +12.0 bp | 102.64 | -0.78 % | -0.73 % | |||
| 7 years | -0.370% | +18.2 bp | +13.3 bp | 102.63 | -1.27 % | -0.93 % | |||
| 8 years | -0.270% | +21.4 bp | +17.4 bp | 102.19 | -1.70 % | -1.38 % | |||
| 9 years | -0.151% | +26.8 bp | +22.7 bp | 101.37 | -2.39 % | -2.03 % | |||
| 10 years | -0.074% | +25.9 bp | +22.9 bp | 100.74 | -2.56 % | -2.27 % | |||
| 15 years | 0.157% | +22.5 bp | +19.7 bp | 97.67 | -3.33 % | -2.91 % | |||
| 20 years | 0.314% | +20.4 bp | +20.5 bp | 93.92 | -4.00 % | -4.01 % | |||
| 25 years | 0.429% | +23.6 bp | +24.2 bp | 89.85 | -5.71 % | -5.86 % | |||
| 30 years | 0.499% | +23.4 bp | +23.0 bp | 86.13 | -6.76 % | -6.64 % | |||
| 40 years | 0.583% | +24.6 bp | n.a. | 79.25 | -9.34 % | n.a. | |||
10Y Bond Yield Spread - Austria vs Main Countries
The Austria 10Y Government Bond has a -0.074% 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 | 21.9 bp | +9.6 | +5.6 | ||
| France 10Y | -3.8 bp | +5.6 | +9.5 | ||
| Japan 10Y | -20.5 bp | +18.2 | +13.5 | ||
| Spain 10Y | -39.5 bp | +5.9 | +26.3 | ||
| Italy 10Y | -85.0 bp | +2.7 | +53.1 | ||
| United Kingdom 10Y | -85.0 bp | -7.1 | -27.7 | ||
| Canada 10Y | -157.6 bp | -27.9 | -67.7 | ||
| United States 10Y | -162.2 bp | -15.3 | -59.8 | ||
| Australia 10Y | -189.3 bp | -32.2 | -63.3 | ||
| China 10Y | -336.4 bp | +22.4 | +7.7 | ||
| India 10Y | -628.6 bp | +12.1 | -5.3 | ||
| Russia 10Y | -662.9 bp | -0.6 | -18.1 | ||
| Brazil 10Y | -868.5 bp | -97.6 | -171.1 |
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% | |||
| 40 years | 0.583% | 79.25 | 114.84 | 186.01 | 257.18 | 328.36 | 399.53 | |
| 30 years | 0.499% | 86.13 | 113.93 | 169.52 | 225.12 | 280.72 | 336.31 | |
| 25 years | 0.429% | 89.85 | 113.51 | 160.82 | 208.14 | 255.46 | 302.77 | |
| 20 years | 0.314% | 93.92 | 113.28 | 151.99 | 190.70 | 229.41 | 268.12 | |
| 15 years | 0.157% | 97.67 | 112.49 | 142.11 | 171.74 | 201.37 | 230.99 | |
| 10 years | -0.074% | 100.74 | 110.78 | 130.87 | 150.95 | 171.03 | 191.11 | |
| 9 years | -0.151% | 101.37 | 110.44 | 128.57 | 146.71 | 164.85 | 182.98 | |
| 8 years | -0.270% | 102.19 | 110.28 | 126.48 | 142.68 | 158.87 | 175.07 | |
| 7 years | -0.370% | 102.63 | 109.73 | 123.94 | 138.15 | 152.36 | 166.57 | |
| 6 years | -0.434% | 102.64 | 108.74 | 120.92 | 133.11 | 145.29 | 157.47 | |
| 5 years | -0.475% | 102.41 | 107.48 | 117.63 | 127.77 | 137.91 | 148.06 | |
| 4 years | -0.542% | 102.20 | 106.25 | 114.36 | 122.47 | 130.58 | 138.69 | |
| 3 years | -0.598% | 101.82 | 104.85 | 110.92 | 117.00 | 123.07 | 129.14 | |
| 2 years | -0.640% | 101.29 | 103.31 | 107.35 | 111.39 | 115.43 | 119.47 | |
| 1 year | -0.654% | 100.66 | 101.66 | 103.68 | 105.69 | 107.70 | 109.72 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||