Last Update: 19 Apr 2019 8:15 GMT+0
The Austria 10Y Government Bond has a 0.313% yield.
10 Years vs 2 Years bond spread is 80.8 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 11.56 and implied probability of default is 0.19%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -1.8 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 29.8 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 80.8 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 | 11.56 | -1.11 % | +4.14 % | 0.19 % |
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 | -0.477% | +0.7 bp | -4.8 bp | 100.48 | -0.01 % | +0.05 % | |||
| 2 years | -0.495% | -2.1 bp | +4.5 bp | 101.00 | +0.05 % | -0.09 % | |||
| 3 years | -0.402% | -6.7 bp | -0.9 bp | 101.22 | +0.21 % | +0.03 % | |||
| 4 years | -0.318% | -8.3 bp | -4.4 bp | 101.28 | +0.33 % | +0.18 % | |||
| 5 years | -0.197% | -7.6 bp | -21.2 bp | 100.99 | +0.38 % | +1.06 % | |||
| 6 years | -0.107% | -7.9 bp | -26.3 bp | 100.64 | +0.47 % | +1.58 % | |||
| 7 years | 0.041% | -10.0 bp | -28.6 bp | 99.71 | +0.70 % | +2.02 % | |||
| 8 years | 0.101% | -9.7 bp | -24.1 bp | 99.20 | +0.78 % | +1.94 % | |||
| 9 years | 0.204% | -10.2 bp | -39.3 bp | 98.18 | +0.91 % | +3.59 % | |||
| 10 years | 0.313% | -10.6 bp | -39.1 bp | 96.92 | +1.06 % | +3.96 % | |||
| 15 years | 0.698% | -9.3 bp | -40.8 bp | 90.09 | +1.40 % | +6.25 % | |||
| 20 years | 0.779% | -7.7 bp | -38.9 bp | 85.62 | +1.53 % | +8.00 % | |||
| 25 years | 1.024% | -5.8 bp | -31.9 bp | 77.52 | +1.45 % | +8.21 % | |||
| 30 years | 1.130% | -5.8 bp | -32.0 bp | 71.38 | +1.72 % | +9.93 % | |||
| 50 years | 1.248% | -6.6 bp | -33.2 bp | 53.79 | +3.32 % | +17.78 % | |||
10Y Bond Yield Spread - Austria vs Main Countries
The Austria 10Y Government Bond has a 0.313% 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 | 34.0 bp | -12.3 | -21.5 | ||
| Germany 10Y | 29.0 bp | -2.4 | +3.9 | ||
| France 10Y | -5.7 bp | +0.1 | +7.4 | ||
| Spain 10Y | -74.8 bp | +1.9 | +30.8 | ||
| United Kingdom 10Y | -87.6 bp | -10.6 | +0.6 | ||
| Canada 10Y | -145.3 bp | -14.4 | +33.8 | ||
| Australia 10Y | -161.2 bp | -10.5 | +38.9 | ||
| United States 10Y | -224.7 bp | -4.8 | +24.5 | ||
| Italy 10Y | -229.9 bp | -22.9 | +56.6 | ||
| China 10Y | -307.7 bp | -33.8 | -19.8 | ||
| India 10Y | -710.7 bp | +1.0 | +11.0 | ||
| Russia 10Y | -792.7 bp | -6.6 | -4.1 | ||
| Brazil 10Y | -864.7 bp | -30.6 | +102.9 |
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 | 1.248% | 53.79 | 90.82 | 164.88 | 238.94 | 312.99 | 387.05 | |
| 30 years | 1.130% | 71.38 | 96.71 | 147.36 | 198.00 | 248.65 | 299.30 | |
| 25 years | 1.024% | 77.52 | 99.47 | 143.39 | 187.30 | 231.22 | 275.14 | |
| 20 years | 0.779% | 85.62 | 104.08 | 140.99 | 177.89 | 214.80 | 251.71 | |
| 15 years | 0.698% | 90.09 | 104.29 | 132.68 | 161.06 | 189.45 | 217.84 | |
| 10 years | 0.313% | 96.92 | 106.75 | 126.41 | 146.07 | 165.73 | 185.39 | |
| 9 years | 0.204% | 98.18 | 107.09 | 124.91 | 142.73 | 160.54 | 178.36 | |
| 8 years | 0.101% | 99.20 | 107.16 | 123.09 | 139.01 | 154.94 | 170.87 | |
| 7 years | 0.041% | 99.71 | 106.70 | 120.68 | 134.66 | 148.63 | 162.61 | |
| 6 years | -0.107% | 100.64 | 106.67 | 118.71 | 130.76 | 142.80 | 154.85 | |
| 5 years | -0.197% | 100.99 | 106.02 | 116.08 | 126.14 | 136.20 | 146.26 | |
| 4 years | -0.318% | 101.28 | 105.31 | 113.38 | 121.44 | 129.51 | 137.57 | |
| 3 years | -0.402% | 101.22 | 104.24 | 110.29 | 116.34 | 122.39 | 128.43 | |
| 2 years | -0.495% | 101.00 | 103.01 | 107.04 | 111.07 | 115.10 | 119.13 | |
| 1 year | -0.477% | 100.48 | 101.48 | 103.49 | 105.50 | 107.51 | 109.52 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||