Last Update: 10 Dec 2019 1:15 GMT+0
The Belgium 10Y Government Bond has a -0.027% yield.
10 Years vs 2 Years bond spread is 61.1 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 16.00 and implied probability of default is 0.27%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -0.2 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 24.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 61.1 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 | 16.00 | +1.27 % | -5.33 % | -36.51 % | 0.27 % |
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 | -0.789% | -10.1 bp | -26.6 bp | ||||||
| 3 months | -0.626% | -1.1 bp | -10.3 bp | ||||||
| 6 months | -0.644% | -0.5 bp | -10.8 bp | ||||||
| 9 months | -0.650% | -0.8 bp | -4.5 bp | ||||||
| 1 year | -0.636% | -2.9 bp | -10.5 bp | 100.64 | +0.03 % | +0.11 % | |||
| 2 years | -0.638% | -4.0 bp | -8.9 bp | 101.29 | +0.08 % | +0.18 % | |||
| 3 years | -0.593% | -3.3 bp | -1.4 bp | 101.80 | +0.10 % | +0.04 % | |||
| 4 years | -0.487% | -3.1 bp | +1.2 bp | 101.97 | +0.13 % | -0.05 % | |||
| 5 years | -0.395% | -3.8 bp | +4.2 bp | 102.00 | +0.20 % | -0.21 % | |||
| 6 years | -0.337% | -4.4 bp | -2.6 bp | 102.05 | +0.27 % | +0.16 % | |||
| 7 years | -0.266% | -3.8 bp | -16.1 bp | 101.88 | +0.27 % | +1.13 % | |||
| 8 years | -0.175% | -4.2 bp | -14.8 bp | 101.41 | +0.34 % | +1.19 % | |||
| 9 years | -0.155% | -3.6 bp | -23.2 bp | 101.41 | +0.33 % | +2.11 % | |||
| 10 years | -0.027% | -4.2 bp | -23.6 bp | 100.27 | +0.42 % | +2.39 % | |||
| 15 years | 0.272% | -1.3 bp | -24.7 bp | 96.01 | +0.20 % | +3.76 % | |||
| 20 years | 0.496% | -1.4 bp | -35.4 bp | 90.58 | +0.28 % | +7.28 % | |||
10Y Bond Yield Spread - Belgium vs Main Countries
The Belgium 10Y Government Bond has a -0.027% 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 | 27.8 bp | -0.5 | -14.8 | ||
| Japan 10Y | -2.6 bp | -10.1 | -35.5 | ||
| France 10Y | -3.5 bp | -2.2 | -11.0 | ||
| Spain 10Y | -47.4 bp | -10.1 | -7.6 | ||
| United Kingdom 10Y | -79.1 bp | -1.6 | -16.5 | ||
| Australia 10Y | -115.1 bp | +15.4 | +12.2 | ||
| Italy 10Y | -140.1 bp | -13.9 | +75.8 | ||
| Canada 10Y | -161.6 bp | -4.6 | -30.8 | ||
| United States 10Y | -184.8 bp | +8.2 | +8.8 | ||
| China 10Y | -325.2 bp | +2.8 | -18.8 | ||
| Russia 10Y | -641.7 bp | -2.2 | +106.4 | ||
| India 10Y | -668.6 bp | -14.7 | +18.2 | ||
| Brazil 10Y | -677.8 bp | -14.9 | +111.3 |
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 | 0.496% | 90.58 | 109.57 | 147.56 | 185.55 | 223.54 | 261.54 | |
| 15 years | 0.272% | 96.01 | 110.69 | 140.04 | 169.40 | 198.76 | 228.11 | |
| 10 years | -0.027% | 100.27 | 110.29 | 130.31 | 150.34 | 170.37 | 190.40 | |
| 9 years | -0.155% | 101.41 | 110.48 | 128.62 | 146.76 | 164.90 | 183.04 | |
| 8 years | -0.175% | 101.41 | 109.47 | 125.60 | 141.73 | 157.85 | 173.98 | |
| 7 years | -0.266% | 101.88 | 108.96 | 123.11 | 137.26 | 151.41 | 165.56 | |
| 6 years | -0.337% | 102.05 | 108.12 | 120.26 | 132.40 | 144.55 | 156.69 | |
| 5 years | -0.395% | 102.00 | 107.06 | 117.18 | 127.30 | 137.42 | 147.54 | |
| 4 years | -0.487% | 101.97 | 106.02 | 114.12 | 122.22 | 130.32 | 138.41 | |
| 3 years | -0.593% | 101.80 | 104.84 | 110.91 | 116.98 | 123.05 | 129.12 | |
| 2 years | -0.638% | 101.29 | 103.31 | 107.35 | 111.38 | 115.42 | 119.46 | |
| 1 year | -0.636% | 100.64 | 101.65 | 103.66 | 105.67 | 107.68 | 109.70 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||