Last Update: 25 Jan 2022 3:15 GMT+0
The Austria 10Y Government Bond has a 0.143% yield.
10 Years vs 2 Years bond spread is 83.4 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 8.19 and implied probability of default is 0.14%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 0 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 38.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 83.4 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 | 8.19 | +3.07 % | -13.25 % | -16.15 % | 0.14 % |
Austria 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 | -0.691% | -3.6 bp | +3.2 bp | 100.70 | +0.04 % | -0.03 % | |||
| 2 years | -0.691% | +2.8 bp | +3.0 bp | 101.40 | -0.05 % | -0.06 % | |||
| 3 years | -0.585% | +5.7 bp | +12.1 bp | 101.78 | -0.17 % | -0.36 % | |||
| 4 years | -0.429% | +9.8 bp | +25.3 bp | 101.73 | -0.40 % | -1.02 % | |||
| 5 years | -0.306% | +10.7 bp | +30.2 bp | 101.54 | -0.54 % | -1.51 % | |||
| 6 years | -0.252% | +11.5 bp | +32.5 bp | 101.53 | -0.68 % | -1.93 % | |||
| 7 years | -0.159% | +11.6 bp | +32.2 bp | 101.12 | -0.81 % | -2.23 % | |||
| 8 years | -0.064% | +11.1 bp | +30.9 bp | 100.51 | -0.89 % | -2.45 % | |||
| 9 years | 0.055% | +13.4 bp | +34.7 bp | 99.51 | -1.19 % | -3.08 % | |||
| 10 years | 0.143% | +14.2 bp | +34.5 bp | 98.58 | -1.41 % | -3.39 % | |||
| 15 years | 0.451% | +13.4 bp | +39.4 bp | 93.47 | -1.98 % | -5.73 % | |||
| 20 years | 0.534% | +13.9 bp | +28.0 bp | 89.90 | -2.73 % | -5.42 % | |||
| 25 years | 0.582% | +11.7 bp | +24.6 bp | 86.50 | -2.86 % | -5.94 % | |||
| 30 years | 0.658% | +10.4 bp | +24.7 bp | 82.14 | -3.06 % | -7.10 % | |||
| 40 years | 0.754% | +9.1 bp | +24.5 bp | 74.05 | -3.54 % | -9.27 % | |||
Austria 10Y Bond Yield Spread
The Austria 10Y Government Bond has a 0.143% 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. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Austria 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 25.4 bp | -0.1 bp | +3.6 bp | Compare | |
| Japan 10Y | 1.2 bp | +7.0 bp | +23.4 bp | Compare | |
| France 10Y | -15.8 bp | -4.1 bp | -4.3 bp | Compare | |
| Spain 10Y | -48.8 bp | +2.8 bp | -2.1 bp | Compare | |
| United Kingdom 10Y | -98.6 bp | -6.5 bp | -19.5 bp | Compare | |
| Italy 10Y | -120.9 bp | -8.9 bp | -38.5 bp | Compare | |
| United States 10Y | -162.8 bp | -13.6 bp | -14.5 bp | Compare | |
| Canada 10Y | -167.5 bp | -20.0 bp | -26.5 bp | Compare | |
| Australia 10Y | -181.5 bp | -22.2 bp | -41.1 bp | Compare | |
| China 10Y | -255.9 bp | +28.4 bp | +58.1 bp | Compare | |
| India 10Y | -650.9 bp | -4.8 bp | -14.2 bp | Compare | |
| Russia 10Y | -957.2 bp | -115.3 bp | -238.0 bp | Compare | |
| Brazil 10Y | -1096.9 bp | -72.9 bp | -159.9 bp | Compare |
Austria Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 40 years | 0.754% | 74.05 | 108.47 | 177.31 | 246.15 | 314.99 | 383.83 | |
| 30 years | 0.658% | 82.14 | 109.28 | 163.57 | 217.86 | 272.15 | 326.43 | |
| 25 years | 0.582% | 86.50 | 109.70 | 156.11 | 202.51 | 248.92 | 295.33 | |
| 20 years | 0.534% | 89.90 | 108.82 | 146.66 | 184.50 | 222.34 | 260.19 | |
| 15 years | 0.451% | 93.47 | 107.95 | 136.89 | 165.83 | 194.78 | 223.72 | |
| 10 years | 0.143% | 98.58 | 108.50 | 128.35 | 148.19 | 168.03 | 187.88 | |
| 9 years | 0.055% | 99.51 | 108.48 | 126.43 | 144.38 | 162.33 | 180.28 | |
| 8 years | -0.064% | 100.51 | 108.54 | 124.58 | 140.63 | 156.68 | 172.72 | |
| 7 years | -0.159% | 101.12 | 108.16 | 122.25 | 136.34 | 150.43 | 164.52 | |
| 6 years | -0.252% | 101.53 | 107.58 | 119.69 | 131.79 | 143.90 | 156.00 | |
| 5 years | -0.306% | 101.54 | 106.59 | 116.68 | 126.78 | 136.87 | 146.96 | |
| 4 years | -0.429% | 101.73 | 105.78 | 113.86 | 121.95 | 130.04 | 138.12 | |
| 3 years | -0.585% | 101.78 | 104.81 | 110.88 | 116.95 | 123.02 | 129.09 | |
| 2 years | -0.691% | 101.40 | 103.42 | 107.46 | 111.50 | 115.54 | 119.58 | |
| 1 year | -0.691% | 100.70 | 101.70 | 103.72 | 105.73 | 107.74 | 109.76 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||