Last Update: 20 Sep 2021 8:15 GMT+0
The Belgium 10Y Government Bond has a -0.003% yield.
10 Years vs 2 Years bond spread is 71.4 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 12.60 and implied probability of default is 0.21%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -7 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 16.9 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 71.4 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 | 12.60 | +1.61 % | +1.61 % | +0.80 % | 0.21 % |
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 | -0.654% | +0.7 bp | -2.8 bp | ||||||
| 3 months | -0.683% | -3.3 bp | -6.3 bp | ||||||
| 6 months | -0.679% | -0.4 bp | -5.6 bp | ||||||
| 9 months | -0.674% | +2.3 bp | -5.6 bp | ||||||
| 1 year | -0.647% | +2.3 bp | -2.9 bp | 100.65 | -0.02 % | +0.03 % | |||
| 2 years | -0.717% | +2.6 bp | -2.5 bp | 101.45 | -0.05 % | +0.05 % | |||
| 3 years | -0.700% | +4.9 bp | -5.1 bp | 102.13 | -0.15 % | +0.16 % | |||
| 4 years | -0.631% | +7.9 bp | -4.9 bp | 102.56 | -0.32 % | +0.20 % | |||
| 5 years | -0.548% | +9.4 bp | -4.1 bp | 102.79 | -0.46 % | +0.21 % | |||
| 6 years | -0.479% | +10.1 bp | -7.1 bp | 102.92 | -0.61 % | +0.43 % | |||
| 7 years | -0.375% | +12.2 bp | -5.6 bp | 102.66 | -0.86 % | +0.39 % | |||
| 8 years | -0.259% | +14.0 bp | -5.3 bp | 102.10 | -1.11 % | +0.43 % | |||
| 9 years | -0.154% | +16.6 bp | -5.1 bp | 101.40 | -1.49 % | +0.47 % | |||
| 10 years | -0.003% | +16.9 bp | -2.8 bp | 100.03 | -1.68 % | +0.28 % | |||
| 15 years | 0.143% | +17.2 bp | -2.9 bp | 97.88 | -2.55 % | +0.43 % | |||
| 20 years | 0.496% | +18.5 bp | -2.8 bp | 90.58 | -3.62 % | +0.56 % | |||
Belgium 10Y Bond Yield Spread
The Belgium 10Y Government Bond has a -0.003% 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 | 31.0 bp | -1.3 bp | -0.3 bp | Compare | |
| France 10Y | -2.8 bp | -0.4 bp | -9.4 bp | Compare | |
| Japan 10Y | -4.8 bp | +13.0 bp | +3.6 bp | Compare | |
| Spain 10Y | -33.9 bp | +4.5 bp | -1.9 bp | Compare | |
| Italy 10Y | -71.9 bp | +0.0 bp | -7.7 bp | Compare | |
| United Kingdom 10Y | -81.8 bp | -11.9 bp | +0.3 bp | Compare | |
| Canada 10Y | -128.6 bp | +2.9 bp | +28.1 bp | Compare | |
| Australia 10Y | -129.3 bp | -4.8 bp | +53.1 bp | Compare | |
| United States 10Y | -134.6 bp | +8.1 bp | +35.9 bp | Compare | |
| China 10Y | -289.4 bp | +14.6 bp | +34.9 bp | Compare | |
| India 10Y | -614.9 bp | +25.7 bp | +1.9 bp | Compare | |
| Russia 10Y | -709.3 bp | +2.9 bp | -8.3 bp | Compare | |
| Brazil 10Y | -1109.3 bp | -27.4 bp | -247.7 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 | 0.496% | 90.58 | 109.57 | 147.56 | 185.55 | 223.54 | 261.54 | |
| 15 years | 0.143% | 97.88 | 112.71 | 142.37 | 172.03 | 201.69 | 231.35 | |
| 10 years | -0.003% | 100.03 | 110.03 | 130.03 | 150.04 | 170.04 | 190.04 | |
| 9 years | -0.154% | 101.40 | 110.47 | 128.61 | 146.75 | 164.88 | 183.02 | |
| 8 years | -0.259% | 102.10 | 110.19 | 126.38 | 142.57 | 158.75 | 174.94 | |
| 7 years | -0.375% | 102.66 | 109.77 | 123.98 | 138.20 | 152.41 | 166.62 | |
| 6 years | -0.479% | 102.92 | 109.02 | 121.23 | 133.43 | 145.64 | 157.84 | |
| 5 years | -0.548% | 102.79 | 107.87 | 118.04 | 128.20 | 138.37 | 148.53 | |
| 4 years | -0.631% | 102.56 | 106.63 | 114.76 | 122.88 | 131.01 | 139.14 | |
| 3 years | -0.700% | 102.13 | 105.17 | 111.26 | 117.34 | 123.43 | 129.51 | |
| 2 years | -0.717% | 101.45 | 103.47 | 107.51 | 111.56 | 115.60 | 119.65 | |
| 1 year | -0.647% | 100.65 | 101.66 | 103.67 | 105.68 | 107.70 | 109.71 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||