Last Update: 24 Nov 2020 21:15 GMT+0
The Austria 10Y Government Bond has a -0.416% yield.
10 Years vs 2 Years bond spread is 31.3 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 9.44 and implied probability of default is 0.16%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -11.2 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 4.9 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 31.3 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 | 9.44 | +0.36 % | -39.82 % | -3.36 % | 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 | -0.617% | +2.1 bp | -5.2 bp | 100.62 | -0.02 % | +0.05 % | |||
| 2 years | -0.729% | -1.0 bp | -14.6 bp | 101.47 | +0.02 % | +0.29 % | |||
| 3 years | -0.718% | -0.3 bp | -19.7 bp | 102.19 | +0.01 % | +0.60 % | |||
| 4 years | -0.698% | -1.6 bp | -22.5 bp | 102.84 | +0.06 % | +0.91 % | |||
| 5 years | -0.680% | -0.3 bp | -27.7 bp | 103.47 | +0.02 % | +1.40 % | |||
| 6 years | -0.626% | -0.9 bp | -29.4 bp | 103.84 | +0.06 % | +1.78 % | |||
| 7 years | -0.611% | -2.7 bp | -30.6 bp | 104.38 | +0.18 % | +2.17 % | |||
| 8 years | -0.556% | -2.0 bp | -33.6 bp | 104.56 | +0.16 % | +2.73 % | |||
| 9 years | -0.501% | -2.4 bp | -33.4 bp | 104.62 | +0.21 % | +3.05 % | |||
| 10 years | -0.416% | -0.6 bp | -30.4 bp | 104.26 | +0.07 % | +3.10 % | |||
| 15 years | -0.180% | -3.2 bp | -24.6 bp | 102.74 | +0.48 % | +3.76 % | |||
| 20 years | -0.034% | -2.7 bp | -15.1 bp | 100.68 | +0.54 % | +3.06 % | |||
| 25 years | 0.031% | -3.7 bp | -19.3 bp | 99.23 | +0.94 % | +4.94 % | |||
| 30 years | 0.102% | -2.3 bp | -19.5 bp | 96.99 | +0.70 % | +6.01 % | |||
| 50 years | 0.299% | 0.0 bp | -12.6 bp | 86.13 | 0.00 % | +6.48 % | |||
10Y Bond Yield Spread - Austria vs Main Countries
The Austria 10Y Government Bond has a -0.416% 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 | 14.5 bp | -2.3 | -23.6 | ||
| France 10Y | -8.7 bp | +1.7 | -1.1 | ||
| Japan 10Y | -43.6 bp | +1.1 | -33.5 | ||
| Spain 10Y | -49.0 bp | +11.2 | +31.8 | ||
| United Kingdom 10Y | -74.2 bp | -6.3 | -46.0 | ||
| Italy 10Y | -98.8 bp | +17.9 | +71.9 | ||
| Canada 10Y | -113.1 bp | -7.9 | -51.4 | ||
| United States 10Y | -129.8 bp | -4.7 | -52.9 | ||
| Australia 10Y | -134.5 bp | -9.9 | -35.9 | ||
| China 10Y | -374.6 bp | -13.4 | -102.5 | ||
| Russia 10Y | -621.6 bp | +17.4 | -63.4 | ||
| India 10Y | -629.6 bp | -4.2 | -22.3 | ||
| Brazil 10Y | -812.2 bp | -16.5 | -65.7 |
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 | 0.299% | 86.13 | 132.51 | 225.27 | 318.02 | 410.78 | 503.53 | |
| 30 years | 0.102% | 96.99 | 126.52 | 185.58 | 244.64 | 303.70 | 362.77 | |
| 25 years | 0.031% | 99.23 | 124.13 | 173.93 | 223.73 | 273.52 | 323.32 | |
| 20 years | -0.034% | 100.68 | 120.75 | 160.90 | 201.04 | 241.18 | 281.33 | |
| 15 years | -0.180% | 102.74 | 117.96 | 148.39 | 178.83 | 209.27 | 239.70 | |
| 10 years | -0.416% | 104.26 | 114.49 | 134.95 | 155.42 | 175.89 | 196.35 | |
| 9 years | -0.501% | 104.62 | 113.85 | 132.31 | 150.77 | 169.23 | 187.69 | |
| 8 years | -0.556% | 104.56 | 112.77 | 129.17 | 145.58 | 161.99 | 178.40 | |
| 7 years | -0.611% | 104.38 | 111.56 | 125.91 | 140.25 | 154.60 | 168.95 | |
| 6 years | -0.626% | 103.84 | 109.97 | 122.24 | 134.51 | 146.78 | 159.04 | |
| 5 years | -0.680% | 103.47 | 108.57 | 118.78 | 128.99 | 139.20 | 149.40 | |
| 4 years | -0.698% | 102.84 | 106.91 | 115.05 | 123.20 | 131.34 | 139.48 | |
| 3 years | -0.718% | 102.19 | 105.23 | 111.32 | 117.40 | 123.49 | 129.58 | |
| 2 years | -0.729% | 101.47 | 103.50 | 107.54 | 111.58 | 115.63 | 119.67 | |
| 1 year | -0.617% | 100.62 | 101.63 | 103.64 | 105.65 | 107.66 | 109.68 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||