Last Update: 4 Jul 2020 22:15 GMT+0
The Austria 10Y Government Bond has a -0.220% yield.
10 Years vs 2 Years bond spread is 42.2 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 11.12 and implied probability of default is 0.19%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -7.3 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 13.1 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 42.2 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 | 11.12 | -17.32 % | -28.68 % | -3.85 % | 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 | -0.569% | -5.2 bp | +5.5 bp | 100.57 | +0.05 % | -0.06 % | |||
| 2 years | -0.642% | -11.7 bp | -2.9 bp | 101.30 | +0.24 % | +0.06 % | |||
| 3 years | -0.586% | -10.2 bp | +1.4 bp | 101.78 | +0.31 % | -0.04 % | |||
| 4 years | -0.552% | -10.0 bp | -1.2 bp | 102.24 | +0.40 % | +0.05 % | |||
| 5 years | -0.511% | -13.8 bp | -7.3 bp | 102.59 | +0.69 % | +0.36 % | |||
| 6 years | -0.441% | -14.5 bp | -7.8 bp | 102.69 | +0.88 % | +0.47 % | |||
| 7 years | -0.406% | -17.6 bp | -11.6 bp | 102.89 | +1.25 % | +0.82 % | |||
| 8 years | -0.347% | -18.6 bp | -11.1 bp | 102.82 | +1.50 % | +0.89 % | |||
| 9 years | -0.279% | -19.3 bp | -11.9 bp | 102.55 | +1.76 % | +1.08 % | |||
| 10 years | -0.220% | -18.5 bp | -13.6 bp | 102.23 | +1.87 % | +1.38 % | |||
| 15 years | 0.000% | -16.6 bp | -18.2 bp | 100.00 | +2.52 % | +2.76 % | |||
| 20 years | 0.074% | -20.2 bp | -18.5 bp | 98.53 | +4.11 % | +3.76 % | |||
| 25 years | 0.218% | -19.8 bp | -19.9 bp | 94.70 | +5.06 % | +5.08 % | |||
| 30 years | 0.297% | -20.7 bp | -21.5 bp | 91.49 | +6.38 % | +6.63 % | |||
| 50 years | 0.427% | -19.9 bp | -23.7 bp | 80.81 | +10.40 % | +12.50 % | |||
10Y Bond Yield Spread - Austria vs Main Countries
The Austria 10Y Government Bond has a -0.220% 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 | 21.6 bp | -3.2 | +1.0 | ||
| France 10Y | -10.4 bp | -5.5 | +0.3 | ||
| Japan 10Y | -25.3 bp | -17.7 | -18.1 | ||
| United Kingdom 10Y | -40.7 bp | -1.3 | +41.9 | ||
| Spain 10Y | -66.1 bp | -7.0 | -19.3 | ||
| Canada 10Y | -77.7 bp | -1.0 | +84.6 | ||
| United States 10Y | -88.9 bp | +4.0 | +98.8 | ||
| Australia 10Y | -112.6 bp | +3.5 | +15.6 | ||
| Italy 10Y | -154.1 bp | -8.7 | -11.5 | ||
| China 10Y | -314.9 bp | -23.8 | +12.9 | ||
| India 10Y | -606.5 bp | -20.9 | +52.9 | ||
| Russia 10Y | -626.0 bp | -51.5 | +5.9 | ||
| Brazil 10Y | -668.7 bp | +14.6 | +12.3 |
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 | 0.427% | 80.81 | 125.75 | 215.62 | 305.50 | 395.37 | 485.24 | |
| 30 years | 0.297% | 91.49 | 120.15 | 177.47 | 234.80 | 292.12 | 349.44 | |
| 25 years | 0.218% | 94.70 | 119.01 | 167.62 | 216.23 | 264.84 | 313.45 | |
| 20 years | 0.074% | 98.53 | 118.38 | 158.07 | 197.76 | 237.45 | 277.14 | |
| 15 years | 0.000% | 100.00 | 115.00 | 145.00 | 175.00 | 205.00 | 235.00 | |
| 10 years | -0.220% | 102.23 | 112.35 | 132.59 | 152.84 | 173.08 | 193.33 | |
| 9 years | -0.279% | 102.55 | 111.67 | 129.93 | 148.18 | 166.43 | 184.69 | |
| 8 years | -0.347% | 102.82 | 110.95 | 127.20 | 143.45 | 159.70 | 175.96 | |
| 7 years | -0.406% | 102.89 | 110.00 | 124.23 | 138.46 | 152.69 | 166.92 | |
| 6 years | -0.441% | 102.69 | 108.78 | 120.97 | 133.16 | 145.34 | 157.53 | |
| 5 years | -0.511% | 102.59 | 107.67 | 117.83 | 127.98 | 138.14 | 148.29 | |
| 4 years | -0.552% | 102.24 | 106.29 | 114.41 | 122.52 | 130.63 | 138.74 | |
| 3 years | -0.586% | 101.78 | 104.81 | 110.89 | 116.96 | 123.03 | 129.10 | |
| 2 years | -0.642% | 101.30 | 103.32 | 107.35 | 111.39 | 115.43 | 119.47 | |
| 1 year | -0.569% | 100.57 | 101.58 | 103.59 | 105.60 | 107.61 | 109.62 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||