Last Update: 25 Jan 2022 3:15 GMT+0
The Belgium 10Y Government Bond has a 0.243% yield.
10 Years vs 2 Years bond spread is 91.6 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 11.30 and implied probability of default is 0.19%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -1.1 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 34.9 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 91.6 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)
|
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 | 11.30 | +5.61 % | -3.42 % | -14.39 % | 0.19 % |
Belgium 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 | -0.646% | +43.1 bp | +0.3 bp | ||||||
| 3 months | -0.659% | +4.8 bp | -1.8 bp | ||||||
| 6 months | -0.663% | +8.6 bp | -0.7 bp | ||||||
| 9 months | -0.693% | +2.8 bp | -2.7 bp | ||||||
| 1 year | -0.662% | +0.8 bp | -1.2 bp | 100.67 | 0.00 % | +0.02 % | |||
| 2 years | -0.673% | +0.3 bp | +6.4 bp | 101.36 | -0.01 % | -0.13 % | |||
| 3 years | -0.601% | +4.2 bp | +12.0 bp | 101.82 | -0.13 % | -0.36 % | |||
| 4 years | -0.437% | +10.6 bp | +24.1 bp | 101.77 | -0.42 % | -0.96 % | |||
| 5 years | -0.324% | +12.1 bp | +29.3 bp | 101.64 | -0.61 % | -1.45 % | |||
| 6 years | -0.244% | +12.6 bp | +30.2 bp | 101.48 | -0.75 % | -1.80 % | |||
| 7 years | -0.144% | +13.0 bp | +31.1 bp | 101.01 | -0.91 % | -2.16 % | |||
| 8 years | -0.032% | +13.5 bp | +31.0 bp | 100.26 | -1.08 % | -2.45 % | |||
| 9 years | 0.086% | +13.7 bp | +34.2 bp | 99.23 | -1.22 % | -3.03 % | |||
| 10 years | 0.243% | +12.7 bp | +35.2 bp | 97.60 | -1.26 % | -3.46 % | |||
| 15 years | 0.371% | +11.8 bp | +33.8 bp | 94.60 | -1.74 % | -4.93 % | |||
| 20 years | 0.665% | +7.0 bp | +29.5 bp | 87.59 | -1.37 % | -5.70 % | |||
Belgium 10Y Bond Yield Spread
The Belgium 10Y Government Bond has a 0.243% 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. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Belgium 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 35.4 bp | -1.6 bp | +4.3 bp | Compare | |
| Japan 10Y | 11.2 bp | +5.5 bp | +24.1 bp | Compare | |
| France 10Y | -5.8 bp | -5.6 bp | -3.6 bp | Compare | |
| Spain 10Y | -38.8 bp | +1.3 bp | -1.4 bp | Compare | |
| United Kingdom 10Y | -88.6 bp | -8.0 bp | -18.8 bp | Compare | |
| Italy 10Y | -110.9 bp | -10.4 bp | -37.8 bp | Compare | |
| United States 10Y | -152.8 bp | -15.1 bp | -13.8 bp | Compare | |
| Canada 10Y | -157.5 bp | -21.5 bp | -25.8 bp | Compare | |
| Australia 10Y | -171.5 bp | -23.7 bp | -40.4 bp | Compare | |
| China 10Y | -245.9 bp | +26.9 bp | +58.8 bp | Compare | |
| India 10Y | -640.9 bp | -6.3 bp | -13.5 bp | Compare | |
| Russia 10Y | -947.2 bp | -116.8 bp | -237.3 bp | Compare | |
| Brazil 10Y | -1086.9 bp | -74.4 bp | -159.2 bp | Compare |
Belgium Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 20 years | 0.665% | 87.59 | 106.25 | 143.59 | 180.93 | 218.27 | 255.61 | |
| 15 years | 0.371% | 94.60 | 109.16 | 138.29 | 167.42 | 196.54 | 225.67 | |
| 10 years | 0.243% | 97.60 | 107.47 | 127.21 | 146.94 | 166.68 | 186.41 | |
| 9 years | 0.086% | 99.23 | 108.19 | 126.11 | 144.04 | 161.96 | 179.88 | |
| 8 years | -0.032% | 100.26 | 108.27 | 124.29 | 140.31 | 156.34 | 172.36 | |
| 7 years | -0.144% | 101.01 | 108.05 | 122.14 | 136.22 | 150.30 | 164.38 | |
| 6 years | -0.244% | 101.48 | 107.53 | 119.63 | 131.73 | 143.84 | 155.94 | |
| 5 years | -0.324% | 101.64 | 106.68 | 116.78 | 126.88 | 136.98 | 147.08 | |
| 4 years | -0.437% | 101.77 | 105.81 | 113.90 | 121.99 | 130.08 | 138.16 | |
| 3 years | -0.601% | 101.82 | 104.86 | 110.93 | 117.01 | 123.08 | 129.15 | |
| 2 years | -0.673% | 101.36 | 103.38 | 107.42 | 111.46 | 115.50 | 119.54 | |
| 1 year | -0.662% | 100.67 | 101.67 | 103.69 | 105.70 | 107.71 | 109.73 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||