Last Update: 24 Sep 2020 0:15 GMT+0
The Austria 10Y Government Bond has a -0.350% yield.
10 Years vs 2 Years bond spread is 33.6 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 9.23 and implied probability of default is 0.15%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -5 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 4.8 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 33.6 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 | 9.23 | +5.85 % | -8.08 % | -23.46 % | 0.15 % |
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 | -0.636% | -2.4 bp | -13.8 bp | 100.64 | +0.02 % | +0.14 % | |||
| 2 years | -0.686% | -3.4 bp | -27.7 bp | 101.39 | +0.07 % | +0.57 % | |||
| 3 years | -0.660% | -3.2 bp | -33.8 bp | 102.01 | +0.10 % | +1.03 % | |||
| 4 years | -0.656% | -4.9 bp | -43.5 bp | 102.67 | +0.20 % | +1.76 % | |||
| 5 years | -0.638% | -4.2 bp | -58.3 bp | 103.25 | +0.21 % | +2.96 % | |||
| 6 years | -0.577% | -3.5 bp | -59.3 bp | 103.53 | +0.21 % | +3.63 % | |||
| 7 years | -0.512% | -0.4 bp | -50.8 bp | 103.66 | +0.03 % | +3.63 % | |||
| 8 years | -0.484% | -3.7 bp | -55.0 bp | 103.96 | +0.30 % | +4.51 % | |||
| 9 years | -0.422% | -3.7 bp | -51.2 bp | 103.88 | +0.34 % | +4.73 % | |||
| 10 years | -0.350% | -3.9 bp | -47.2 bp | 103.57 | +0.40 % | +4.84 % | |||
| 15 years | -0.080% | -2.9 bp | -33.2 bp | 101.21 | +0.44 % | +5.10 % | |||
| 20 years | 0.065% | -2.4 bp | -26.6 bp | 98.71 | +0.48 % | +5.46 % | |||
| 25 years | 0.148% | -1.6 bp | -24.9 bp | 96.37 | +0.40 % | +6.40 % | |||
| 30 years | 0.195% | -3.7 bp | -24.5 bp | 94.32 | +1.11 % | +7.60 % | |||
| 50 years | 0.299% | 0.0 bp | -31.8 bp | 86.13 | 0.00 % | +17.15 % | |||
10Y Bond Yield Spread - Austria vs Main Countries
The Austria 10Y Government Bond has a -0.350% 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 | 16.1 bp | -2.1 | -31.3 | ||
| France 10Y | -10.9 bp | +0.9 | -7.2 | ||
| Japan 10Y | -35.6 bp | -2.5 | -42.8 | ||
| United Kingdom 10Y | -57.6 bp | -5.6 | -25.1 | ||
| Spain 10Y | -57.7 bp | +5.8 | +16.9 | ||
| Canada 10Y | -90.5 bp | -3.4 | -15.6 | ||
| United States 10Y | -102.2 bp | -5.7 | -28.6 | ||
| Italy 10Y | -119.7 bp | +12.2 | +24.7 | ||
| Australia 10Y | -121.5 bp | -2.1 | -37.8 | ||
| China 10Y | -346.1 bp | -13.2 | -87.2 | ||
| India 10Y | -634.0 bp | +19.2 | -15.8 | ||
| Russia 10Y | -663.5 bp | -14.4 | +41.3 | ||
| Brazil 10Y | -758.9 bp | -38.8 | +174.5 |
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 | 0.195% | 94.32 | 123.44 | 181.66 | 239.88 | 298.11 | 356.33 | |
| 25 years | 0.148% | 96.37 | 120.90 | 169.95 | 219.00 | 268.05 | 317.10 | |
| 20 years | 0.065% | 98.71 | 118.57 | 158.30 | 198.03 | 237.76 | 277.49 | |
| 15 years | -0.080% | 101.21 | 116.30 | 146.50 | 176.69 | 206.88 | 237.08 | |
| 10 years | -0.350% | 103.57 | 113.76 | 134.15 | 154.54 | 174.93 | 195.33 | |
| 9 years | -0.422% | 103.88 | 113.07 | 131.46 | 149.84 | 168.23 | 186.62 | |
| 8 years | -0.484% | 103.96 | 112.13 | 128.49 | 144.84 | 161.20 | 177.55 | |
| 7 years | -0.512% | 103.66 | 110.80 | 125.10 | 139.39 | 153.68 | 167.97 | |
| 6 years | -0.577% | 103.53 | 109.66 | 121.90 | 134.15 | 146.39 | 158.64 | |
| 5 years | -0.638% | 103.25 | 108.35 | 118.54 | 128.74 | 138.93 | 149.13 | |
| 4 years | -0.656% | 102.67 | 106.73 | 114.87 | 123.00 | 131.13 | 139.27 | |
| 3 years | -0.660% | 102.01 | 105.05 | 111.13 | 117.21 | 123.29 | 129.37 | |
| 2 years | -0.686% | 101.39 | 103.41 | 107.45 | 111.49 | 115.53 | 119.57 | |
| 1 year | -0.636% | 100.64 | 101.65 | 103.66 | 105.67 | 107.68 | 109.70 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||