Last Update: 23 Aug 2019 4:15 GMT+0
The Austria 10Y Government Bond has a -0.389% yield.
10 Years vs 2 Years bond spread is 36.3 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 11.80 and implied probability of default is 0.20%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -8.8 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 7 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 36.3 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+
|
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 | 11.80 | +0.68 % | +1.29 % | 0.20 % |
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 | -0.664% | -2.4 bp | -24.2 bp | 100.67 | +0.03 % | +0.25 % | |||
| 2 years | -0.752% | -4.6 bp | -31.9 bp | 101.52 | +0.09 % | +0.64 % | |||
| 3 years | -0.751% | -8.8 bp | -45.6 bp | 102.29 | +0.26 % | +1.39 % | |||
| 4 years | -0.733% | -10.6 bp | -49.0 bp | 102.99 | +0.43 % | +1.99 % | |||
| 5 years | -0.682% | -13.2 bp | -55.7 bp | 103.48 | +0.66 % | +2.83 % | |||
| 6 years | -0.633% | -15.9 bp | -64.0 bp | 103.88 | +0.96 % | +3.92 % | |||
| 7 years | -0.560% | -21.0 bp | -71.5 bp | 104.01 | +1.49 % | +5.15 % | |||
| 8 years | -0.532% | -20.4 bp | -75.5 bp | 104.36 | +1.66 % | +6.24 % | |||
| 9 years | -0.476% | -22.4 bp | -80.7 bp | 104.39 | +2.04 % | +7.54 % | |||
| 10 years | -0.389% | -24.8 bp | -84.5 bp | 103.97 | +2.51 % | +8.81 % | |||
| 15 years | -0.099% | -30.7 bp | -90.8 bp | 101.50 | +4.71 % | +14.53 % | |||
| 20 years | 0.002% | -30.6 bp | -88.2 bp | 99.96 | +6.31 % | +19.20 % | |||
| 25 years | 0.168% | -33.1 bp | -92.2 bp | 95.89 | +8.60 % | +25.74 % | |||
| 30 years | 0.245% | -34.9 bp | -95.1 bp | 92.92 | +10.99 % | +32.74 % | |||
| 50 years | 0.417% | -32.6 bp | -90.1 bp | 81.22 | +17.61 % | +56.31 % | |||
10Y Bond Yield Spread - Austria vs Main Countries
The Austria 10Y Government Bond has a -0.389% 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 | 25.2 bp | +4.5 | -11.5 | ||
| France 10Y | -3.2 bp | +2.1 | +3.0 | ||
| Japan 10Y | -15.1 bp | -15.6 | -64.7 | ||
| Spain 10Y | -55.1 bp | -0.2 | +17.7 | ||
| United Kingdom 10Y | -90.8 bp | -7.9 | -20.4 | ||
| Australia 10Y | -136.7 bp | +9.4 | +25.8 | ||
| Canada 10Y | -167.9 bp | -4.7 | -24.4 | ||
| Italy 10Y | -169.4 bp | +5.0 | +72.5 | ||
| United States 10Y | -202.6 bp | +18.7 | +17.2 | ||
| China 10Y | -346.1 bp | -15.8 | -76.9 | ||
| India 10Y | -695.9 bp | -35.4 | +19.0 | ||
| Russia 10Y | -758.9 bp | -16.8 | +38.5 | ||
| Brazil 10Y | -760.4 bp | -23.3 | +87.0 |
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 | 0.417% | 81.22 | 126.26 | 216.36 | 306.45 | 396.55 | 486.64 | |
| 30 years | 0.245% | 92.92 | 121.81 | 179.59 | 237.37 | 295.15 | 352.93 | |
| 25 years | 0.168% | 95.89 | 120.35 | 169.28 | 218.20 | 267.13 | 316.05 | |
| 20 years | 0.002% | 99.96 | 119.96 | 159.95 | 199.94 | 239.93 | 279.92 | |
| 15 years | -0.099% | 101.50 | 116.62 | 146.86 | 177.09 | 207.33 | 237.57 | |
| 10 years | -0.389% | 103.97 | 114.19 | 134.63 | 155.06 | 175.50 | 195.93 | |
| 9 years | -0.476% | 104.39 | 113.61 | 132.04 | 150.48 | 168.91 | 187.35 | |
| 8 years | -0.532% | 104.36 | 112.55 | 128.94 | 145.33 | 161.72 | 178.11 | |
| 7 years | -0.560% | 104.01 | 111.17 | 125.49 | 139.81 | 154.13 | 168.44 | |
| 6 years | -0.633% | 103.88 | 110.02 | 122.29 | 134.56 | 146.83 | 159.10 | |
| 5 years | -0.682% | 103.48 | 108.58 | 118.79 | 129.00 | 139.21 | 149.42 | |
| 4 years | -0.733% | 102.99 | 107.06 | 115.21 | 123.36 | 131.51 | 139.66 | |
| 3 years | -0.751% | 102.29 | 105.33 | 111.42 | 117.52 | 123.61 | 129.70 | |
| 2 years | -0.752% | 101.52 | 103.54 | 107.59 | 111.64 | 115.68 | 119.73 | |
| 1 year | -0.664% | 100.67 | 101.68 | 103.69 | 105.70 | 107.72 | 109.73 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||