Last Update: 8 Mar 2021 1:15 GMT+0
The Belgium 10Y Government Bond has a -0.007% yield.
10 Years vs 2 Years bond spread is 65.1 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 11.10 and implied probability of default is 0.19%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -7.1 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 16.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 65.1 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-
|
negative |
| DBRS |
AA (high)
|
negative |
| 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 | 11.10 | -8.26 % | -13.28 % | -43.65 % | 0.19 % |
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 | -0.598% | +2.1 bp | -1.0 bp | ||||||
| 3 months | -0.632% | -0.6 bp | -5.7 bp | ||||||
| 6 months | -0.609% | +2.6 bp | -3.9 bp | ||||||
| 9 months | -0.637% | +0.9 bp | -4.9 bp | ||||||
| 1 year | -0.587% | +4.7 bp | -1.7 bp | 100.59 | -0.05 % | +0.02 % | |||
| 2 years | -0.658% | +2.4 bp | +1.9 bp | 101.33 | -0.05 % | -0.04 % | |||
| 3 years | -0.625% | +5.9 bp | +2.5 bp | 101.90 | -0.18 % | -0.08 % | |||
| 4 years | -0.564% | +9.2 bp | +7.3 bp | 102.29 | -0.37 % | -0.29 % | |||
| 5 years | -0.495% | +12.3 bp | +10.9 bp | 102.51 | -0.62 % | -0.55 % | |||
| 6 years | -0.399% | +17.5 bp | +14.4 bp | 102.43 | -1.04 % | -0.86 % | |||
| 7 years | -0.317% | +15.1 bp | +10.5 bp | 102.25 | -1.05 % | -0.73 % | |||
| 8 years | -0.213% | +25.8 bp | +18.7 bp | 101.72 | -2.05 % | -1.49 % | |||
| 9 years | -0.115% | +23.4 bp | +19.6 bp | 101.04 | -2.09 % | -1.75 % | |||
| 10 years | -0.007% | +26.2 bp | +22.3 bp | 100.07 | -2.59 % | -2.21 % | |||
| 15 years | 0.155% | +18.3 bp | +17.5 bp | 97.70 | -2.71 % | -2.59 % | |||
| 20 years | 0.474% | +18.8 bp | +18.1 bp | 90.98 | -3.67 % | -3.54 % | |||
10Y Bond Yield Spread - Belgium vs Main Countries
The Belgium 10Y Government Bond has a -0.007% 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 | 30.3 bp | +13.1 | +3.7 | ||
| France 10Y | 4.8 bp | +9.6 | +8.4 | ||
| Japan 10Y | -9.1 bp | +24.2 | +17.3 | ||
| Spain 10Y | -40.2 bp | 0.0 | +16.0 | ||
| Italy 10Y | -75.1 bp | +2.4 | +57.4 | ||
| United Kingdom 10Y | -76.4 bp | -1.8 | -34.7 | ||
| Canada 10Y | -151.3 bp | -23.0 | -71.8 | ||
| United States 10Y | -159.6 bp | -15.1 | -68.4 | ||
| Australia 10Y | -179.9 bp | -28.5 | -64.8 | ||
| China 10Y | -328.5 bp | +24.1 | +10.1 | ||
| India 10Y | -623.9 bp | +7.0 | +4.7 | ||
| Russia 10Y | -666.7 bp | -19.3 | -18.7 | ||
| Brazil 10Y | -850.9 bp | -77.5 | -149.9 |
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 | 0.474% | 90.98 | 110.01 | 148.09 | 186.17 | 224.24 | 262.32 | |
| 15 years | 0.155% | 97.70 | 112.52 | 142.15 | 171.78 | 201.41 | 231.04 | |
| 10 years | -0.007% | 100.07 | 110.07 | 130.08 | 150.09 | 170.10 | 190.10 | |
| 9 years | -0.115% | 101.04 | 110.09 | 128.20 | 146.30 | 164.40 | 182.51 | |
| 8 years | -0.213% | 101.72 | 109.80 | 125.95 | 142.11 | 158.26 | 174.42 | |
| 7 years | -0.317% | 102.25 | 109.34 | 123.52 | 137.70 | 151.87 | 166.05 | |
| 6 years | -0.399% | 102.43 | 108.51 | 120.68 | 132.85 | 145.02 | 157.19 | |
| 5 years | -0.495% | 102.51 | 107.59 | 117.74 | 127.89 | 138.04 | 148.19 | |
| 4 years | -0.564% | 102.29 | 106.35 | 114.46 | 122.57 | 130.69 | 138.80 | |
| 3 years | -0.625% | 101.90 | 104.94 | 111.01 | 117.09 | 123.16 | 129.24 | |
| 2 years | -0.658% | 101.33 | 103.35 | 107.39 | 111.43 | 115.47 | 119.51 | |
| 1 year | -0.587% | 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 | ||