Last Update: 22 Feb 2019 1:15 GMT+0
The Austria 10Y Government Bond has a 0.489% yield.
10 Years vs 2 Years bond spread is 95.5 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 12.86 and implied probability of default is 0.21%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 0 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 36.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 95.5 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 | 12.86 | +1.26 % | -5.02 % | 0.21 % |
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 | -0.466% | -1.0 bp | -6.9 bp | 100.47 | +0.01 % | +0.07 % | |||
| 2 years | -0.466% | +0.6 bp | +5.9 bp | 100.94 | -0.01 % | -0.12 % | |||
| 3 years | -0.294% | +19.4 bp | +11.4 bp | 100.89 | -0.58 % | -0.34 % | |||
| 4 years | -0.213% | +8.3 bp | +9.8 bp | 100.86 | -0.33 % | -0.39 % | |||
| 5 years | -0.101% | +8.8 bp | -1.3 bp | 100.51 | -0.44 % | +0.07 % | |||
| 6 years | 0.034% | +7.7 bp | -3.6 bp | 99.80 | -0.46 % | +0.22 % | |||
| 7 years | 0.195% | +9.7 bp | -3.1 bp | 98.65 | -0.67 % | +0.22 % | |||
| 8 years | 0.257% | +0.2 bp | +4.3 bp | 97.97 | -0.01 % | -0.34 % | |||
| 9 years | 0.363% | +2.6 bp | -10.0 bp | 96.79 | -0.24 % | +0.90 % | |||
| 10 years | 0.489% | +4.2 bp | -9.9 bp | 95.24 | -0.42 % | +0.99 % | |||
| 15 years | 0.844% | -7.8 bp | -13.0 bp | 88.16 | +1.17 % | +1.95 % | |||
| 20 years | 0.910% | -7.6 bp | -13.2 bp | 83.43 | +1.52 % | +2.65 % | |||
| 25 years | 1.115% | -7.8 bp | -10.9 bp | 75.79 | +1.95 % | +2.72 % | |||
| 30 years | 1.228% | -8.3 bp | -13.8 bp | 69.34 | +2.48 % | +4.18 % | |||
| 50 years | 1.350% | -6.4 bp | -10.7 bp | 51.15 | +3.21 % | +5.42 % | |||
10Y Bond Yield Spread - Austria vs Main Countries
The Austria 10Y Government Bond has a 0.489% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 52.6 bp | +8.3 | +3.2 | ||
| Germany 10Y | 36.5 bp | +14.6 | +11.7 | ||
| France 10Y | -5.6 bp | +13.6 | +4.4 | ||
| United Kingdom 10Y | -71.3 bp | +16.0 | -3.4 | ||
| Spain 10Y | -73.4 bp | +17.7 | +8.0 | ||
| Canada 10Y | -143.5 bp | +8.7 | +23.4 | ||
| Australia 10Y | -161.3 bp | +22.1 | +33.9 | ||
| United States 10Y | -219.9 bp | +10.0 | +3.2 | ||
| Italy 10Y | -236.8 bp | -3.5 | +10.7 | ||
| China 10Y | -267.3 bp | +1.0 | +38.5 | ||
| India 10Y | -705.5 bp | +3.1 | +18.4 | ||
| Russia 10Y | -795.1 bp | -11.8 | +8.1 | ||
| Brazil 10Y | -851.1 bp | +10.2 | +306.1 |
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% | |||
| 50 years | 1.350% | 51.15 | 87.33 | 159.71 | 232.09 | 304.46 | 376.84 | |
| 30 years | 1.228% | 69.34 | 94.31 | 144.24 | 194.18 | 244.11 | 294.05 | |
| 25 years | 1.115% | 75.79 | 97.50 | 140.93 | 184.36 | 227.78 | 271.21 | |
| 20 years | 0.910% | 83.43 | 101.64 | 138.06 | 174.48 | 210.90 | 247.32 | |
| 15 years | 0.844% | 88.16 | 102.19 | 130.26 | 158.32 | 186.39 | 214.46 | |
| 10 years | 0.489% | 95.24 | 104.98 | 124.45 | 143.92 | 163.39 | 182.87 | |
| 9 years | 0.363% | 96.79 | 105.63 | 123.31 | 140.99 | 158.66 | 176.34 | |
| 8 years | 0.257% | 97.97 | 105.88 | 121.69 | 137.51 | 153.33 | 169.14 | |
| 7 years | 0.195% | 98.65 | 105.59 | 119.48 | 133.37 | 147.27 | 161.16 | |
| 6 years | 0.034% | 99.80 | 105.79 | 117.77 | 129.76 | 141.75 | 153.73 | |
| 5 years | -0.101% | 100.51 | 105.52 | 115.55 | 125.58 | 135.61 | 145.64 | |
| 4 years | -0.213% | 100.86 | 104.88 | 112.92 | 120.96 | 129.01 | 137.05 | |
| 3 years | -0.294% | 100.89 | 103.90 | 109.94 | 115.98 | 122.01 | 128.05 | |
| 2 years | -0.466% | 100.94 | 102.95 | 106.98 | 111.01 | 115.04 | 119.07 | |
| 1 year | -0.466% | 100.47 | 101.47 | 103.48 | 105.49 | 107.50 | 109.51 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||