Last Update: 18 Jun 2019 0:15 GMT+0
The Austria 10Y Government Bond has a 0.057% yield.
10 Years vs 2 Years bond spread is 68.1 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 0.00%.
The Austria rating is AA+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 12.00 and implied probability of default is 0.20%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -13.2 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 23.6 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 68.1 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 | Implied PD | |
|---|---|---|---|---|---|
| 5 Years CDS | 12.00 | 0.00 % | -1.48 % | 0.20 % |
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 | -0.492% | -1.8 bp | +7.0 bp | 100.49 | +0.01 % | -0.08 % | |||
| 2 years | -0.624% | -5.4 bp | -6.2 bp | 101.26 | +0.11 % | +0.13 % | |||
| 3 years | -0.550% | -8.3 bp | -5.4 bp | 101.67 | +0.26 % | +0.17 % | |||
| 4 years | -0.493% | -11.4 bp | -25.4 bp | 102.00 | +0.46 % | +1.03 % | |||
| 5 years | -0.388% | -9.8 bp | -25.5 bp | 101.96 | +0.49 % | +1.28 % | |||
| 6 years | -0.308% | -10.9 bp | -30.7 bp | 101.87 | +0.66 % | +1.86 % | |||
| 7 years | -0.192% | -13.3 bp | -35.4 bp | 101.35 | +0.94 % | +2.51 % | |||
| 8 years | -0.150% | -14.5 bp | -47.4 bp | 101.21 | +1.17 % | +3.86 % | |||
| 9 years | -0.053% | -15.9 bp | -46.0 bp | 100.48 | +1.44 % | +4.22 % | |||
| 10 years | 0.057% | -16.3 bp | -45.6 bp | 99.43 | +1.64 % | +4.65 % | |||
| 15 years | 0.401% | -18.4 bp | -56.0 bp | 94.17 | +2.78 % | +8.69 % | |||
| 20 years | 0.473% | -19.6 bp | -57.2 bp | 90.99 | +3.96 % | +12.02 % | |||
| 25 years | 0.659% | -21.8 bp | -56.3 bp | 84.86 | +5.56 % | +14.97 % | |||
| 30 years | 0.767% | -21.4 bp | -57.8 bp | 79.52 | +6.58 % | +18.72 % | |||
| 50 years | 0.901% | -21.9 bp | -54.2 bp | 63.86 | +11.45 % | +30.73 % | |||
10Y Bond Yield Spread - Austria vs Main Countries
The Austria 10Y Government Bond has a 0.057% 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 | 30.2 bp | -2.4 | +2.9 | ||
| Japan 10Y | 17.7 bp | -9.9 | -31.3 | ||
| France 10Y | -5.1 bp | +1.5 | +14.5 | ||
| Spain 10Y | -47.2 bp | +19.1 | +40.0 | ||
| United Kingdom 10Y | -79.3 bp | +2.5 | -2.6 | ||
| Australia 10Y | -133.7 bp | +8.2 | +54.7 | ||
| Canada 10Y | -139.7 bp | +7.2 | +10.5 | ||
| United States 10Y | -203.7 bp | +13.6 | +27.6 | ||
| Italy 10Y | -224.3 bp | +21.7 | +17.1 | ||
| China 10Y | -321.0 bp | -14.7 | -31.4 | ||
| India 10Y | -687.4 bp | +26.8 | -4.2 | ||
| Russia 10Y | -756.3 bp | +25.7 | +70.4 | ||
| Brazil 10Y | -790.3 bp | +97.7 | +130.4 |
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 | 0.901% | 63.86 | 103.97 | 184.19 | 264.42 | 344.64 | 424.86 | |
| 30 years | 0.767% | 79.52 | 106.22 | 159.64 | 213.05 | 266.47 | 319.88 | |
| 25 years | 0.659% | 84.86 | 107.84 | 153.80 | 199.75 | 245.71 | 291.67 | |
| 20 years | 0.473% | 90.99 | 110.03 | 148.11 | 186.20 | 224.28 | 262.36 | |
| 15 years | 0.401% | 94.17 | 108.70 | 137.76 | 166.82 | 195.88 | 224.94 | |
| 10 years | 0.057% | 99.43 | 109.40 | 129.34 | 149.28 | 169.21 | 189.15 | |
| 9 years | -0.053% | 100.48 | 109.50 | 127.55 | 145.60 | 163.65 | 181.69 | |
| 8 years | -0.150% | 101.21 | 109.26 | 125.37 | 141.48 | 157.59 | 173.70 | |
| 7 years | -0.192% | 101.35 | 108.41 | 122.52 | 136.62 | 150.73 | 164.84 | |
| 6 years | -0.308% | 101.87 | 107.93 | 120.06 | 132.19 | 144.32 | 156.46 | |
| 5 years | -0.388% | 101.96 | 107.02 | 117.14 | 127.26 | 137.37 | 147.49 | |
| 4 years | -0.493% | 102.00 | 106.05 | 114.15 | 122.25 | 130.35 | 138.44 | |
| 3 years | -0.550% | 101.67 | 104.70 | 110.77 | 116.83 | 122.90 | 128.97 | |
| 2 years | -0.624% | 101.26 | 103.28 | 107.32 | 111.35 | 115.39 | 119.43 | |
| 1 year | -0.492% | 100.49 | 101.50 | 103.51 | 105.52 | 107.53 | 109.54 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||