Last Update: 21 Jan 2020 23:15 GMT+0
The Belgium 10Y Government Bond has a -0.013% yield.
10 Years vs 2 Years bond spread is 55.1 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.00% (last modification in March 2016).
The Belgium credit rating is AA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 15.50 and implied probability of default is 0.26%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 2.4 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 19.6 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 55.1 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA
|
- |
| Moody's Investors Service |
Aa3
|
- |
| Fitch Ratings |
AA-
|
- |
| DBRS |
AA (high)
|
- |
| Belgium 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 | 15.50 | -0.64 % | +2.65 % | -44.84 % | 0.26 % |
Belgium 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 month | -0.594% | +4.0 bp | -1.9 bp | ||||||
| 3 months | -0.581% | +3.1 bp | -1.9 bp | ||||||
| 6 months | -0.607% | +3.4 bp | +3.9 bp | ||||||
| 9 months | -0.573% | +8.4 bp | +9.3 bp | ||||||
| 1 year | -0.588% | +2.2 bp | +7.7 bp | 100.59 | -0.02 % | -0.08 % | |||
| 2 years | -0.564% | +6.3 bp | +5.6 bp | 101.14 | -0.13 % | -0.11 % | |||
| 3 years | -0.550% | +6.3 bp | +13.4 bp | 101.67 | -0.19 % | -0.40 % | |||
| 4 years | -0.466% | +2.0 bp | +16.4 bp | 101.89 | -0.08 % | -0.65 % | |||
| 5 years | -0.368% | +1.0 bp | +20.3 bp | 101.86 | -0.05 % | -1.01 % | |||
| 6 years | -0.320% | +0.4 bp | +14.8 bp | 101.94 | -0.03 % | -0.88 % | |||
| 7 years | -0.252% | -1.6 bp | +2.7 bp | 101.78 | +0.11 % | -0.19 % | |||
| 8 years | -0.163% | -2.2 bp | +3.9 bp | 101.31 | +0.17 % | -0.31 % | |||
| 9 years | -0.143% | -1.8 bp | -0.7 bp | 101.30 | +0.17 % | +0.07 % | |||
| 10 years | -0.013% | -3.4 bp | -0.6 bp | 100.13 | +0.34 % | +0.06 % | |||
| 15 years | 0.268% | -3.8 bp | -1.4 bp | 96.06 | +0.57 % | +0.21 % | |||
| 20 years | 0.504% | -2.6 bp | -7.6 bp | 90.43 | +0.51 % | +1.52 % | |||
10Y Bond Yield Spread - Belgium vs Main Countries
The Belgium 10Y Government Bond has a -0.013% 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.
| Belgium 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 23.5 bp | -3.9 | -8.2 | ||
| Japan 10Y | -1.2 bp | -1.3 | -13.0 | ||
| France 10Y | -1.8 bp | +1.2 | -8.2 | ||
| Spain 10Y | -43.3 bp | -1.4 | -3.9 | ||
| United Kingdom 10Y | -64.8 bp | +10.2 | +9.6 | ||
| Australia 10Y | -115.0 bp | +14.0 | +21.1 | ||
| Italy 10Y | -138.7 bp | +0.5 | +22.8 | ||
| Canada 10Y | -153.4 bp | +6.3 | -1.8 | ||
| United States 10Y | -178.7 bp | +11.1 | +27.7 | ||
| China 10Y | -311.2 bp | +10.4 | +6.8 | ||
| Russia 10Y | -621.8 bp | +10.6 | +113.9 | ||
| India 10Y | -664.6 bp | -6.9 | -27.8 | ||
| Brazil 10Y | -682.2 bp | +19.4 | +51.0 |
Belgium 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% | |||
| 20 years | 0.504% | 90.43 | 109.41 | 147.37 | 185.33 | 223.29 | 261.25 | |
| 15 years | 0.268% | 96.06 | 110.75 | 140.11 | 169.48 | 198.85 | 228.21 | |
| 10 years | -0.013% | 100.13 | 110.14 | 130.15 | 150.17 | 170.18 | 190.19 | |
| 9 years | -0.143% | 101.30 | 110.36 | 128.49 | 146.62 | 164.75 | 182.88 | |
| 8 years | -0.163% | 101.31 | 109.37 | 125.49 | 141.61 | 157.73 | 173.84 | |
| 7 years | -0.252% | 101.78 | 108.85 | 123.00 | 137.14 | 151.28 | 165.42 | |
| 6 years | -0.320% | 101.94 | 108.01 | 120.15 | 132.28 | 144.42 | 156.55 | |
| 5 years | -0.368% | 101.86 | 106.92 | 117.03 | 127.14 | 137.25 | 147.36 | |
| 4 years | -0.466% | 101.89 | 105.93 | 114.03 | 122.12 | 130.22 | 138.31 | |
| 3 years | -0.550% | 101.67 | 104.70 | 110.77 | 116.83 | 122.90 | 128.97 | |
| 2 years | -0.564% | 101.14 | 103.15 | 107.19 | 111.22 | 115.26 | 119.29 | |
| 1 year | -0.588% | 100.59 | 101.60 | 103.61 | 105.62 | 107.63 | 109.64 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||