Last Update: 3 Apr 2020 16:15 GMT+0
The Belgium 10Y Government Bond has a 0.137% yield.
10 Years vs 2 Years bond spread is 62.8 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 39.20 and implied probability of default is 0.65%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 0.4 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 28.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 62.8 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 | 39.20 | +4.26 % | +151.28 % | +50.19 % | 0.65 % |
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 | -0.480% | +14.3 bp | +10.8 bp | ||||||
| 3 months | -0.482% | +14.3 bp | +16.8 bp | ||||||
| 6 months | -0.515% | +11.3 bp | +9.9 bp | ||||||
| 9 months | -0.485% | +19.6 bp | +12.3 bp | ||||||
| 1 year | -0.495% | +15.6 bp | +11.3 bp | 100.50 | -0.16 % | -0.11 % | |||
| 2 years | -0.491% | +27.0 bp | +12.1 bp | 100.99 | -0.54 % | -0.25 % | |||
| 3 years | -0.393% | +32.2 bp | +32.0 bp | 101.19 | -0.97 % | -0.96 % | |||
| 4 years | -0.285% | +37.9 bp | +39.3 bp | 101.15 | -1.51 % | -1.57 % | |||
| 5 years | -0.210% | +38.0 bp | +43.2 bp | 101.06 | -1.88 % | -2.14 % | |||
| 6 years | -0.135% | +43.3 bp | +42.9 bp | 100.81 | -2.58 % | -2.55 % | |||
| 7 years | -0.040% | +39.0 bp | +41.6 bp | 100.28 | -2.70 % | -2.88 % | |||
| 8 years | 0.000% | +40.8 bp | +39.5 bp | 100.00 | -3.21 % | -3.12 % | |||
| 9 years | 0.074% | +39.4 bp | +43.4 bp | 99.34 | -3.49 % | -3.83 % | |||
| 10 years | 0.137% | +38.5 bp | +38.9 bp | 98.64 | -3.78 % | -3.82 % | |||
| 15 years | 0.342% | +44.4 bp | +38.2 bp | 95.01 | -6.43 % | -5.56 % | |||
| 20 years | 0.636% | +44.8 bp | +40.8 bp | 88.09 | -8.53 % | -7.81 % | |||
10Y Bond Yield Spread - Belgium vs Main Countries
The Belgium 10Y Government Bond has a 0.137% 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 | 58.1 bp | +18.7 | +24.3 | ||
| Japan 10Y | 14.1 bp | +28.3 | +19.9 | ||
| France 10Y | 7.2 bp | -0.7 | +3.3 | ||
| United Kingdom 10Y | -17.3 bp | +46.2 | +54.8 | ||
| United States 10Y | -44.1 bp | +80.6 | +134.7 | ||
| Canada 10Y | -55.7 bp | +65.6 | +94.1 | ||
| Spain 10Y | -59.3 bp | -15.3 | -19.0 | ||
| Australia 10Y | -61.5 bp | +35.8 | +54.7 | ||
| Italy 10Y | -140.1 bp | -15.9 | -31.7 | ||
| China 10Y | -247.3 bp | +57.4 | +93.4 | ||
| India 10Y | -616.9 bp | +42.1 | +68.9 | ||
| Russia 10Y | -667.8 bp | -26.5 | +59.4 | ||
| Brazil 10Y | -774.5 bp | -90.7 | -50.3 |
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 | 0.636% | 88.09 | 106.82 | 144.26 | 181.71 | 219.16 | 256.61 | |
| 15 years | 0.342% | 95.01 | 109.61 | 138.80 | 167.99 | 197.19 | 226.38 | |
| 10 years | 0.137% | 98.64 | 108.57 | 128.42 | 148.27 | 168.12 | 187.97 | |
| 9 years | 0.074% | 99.34 | 108.30 | 126.24 | 144.17 | 162.10 | 180.04 | |
| 8 years | 0.000% | 100.00 | 108.00 | 124.00 | 140.00 | 156.00 | 172.00 | |
| 7 years | -0.040% | 100.28 | 107.29 | 121.31 | 135.34 | 149.36 | 163.38 | |
| 6 years | -0.135% | 100.81 | 106.84 | 118.90 | 130.96 | 143.01 | 155.07 | |
| 5 years | -0.210% | 101.06 | 106.09 | 116.15 | 126.21 | 136.28 | 146.34 | |
| 4 years | -0.285% | 101.15 | 105.18 | 113.23 | 121.29 | 129.35 | 137.41 | |
| 3 years | -0.393% | 101.19 | 104.21 | 110.26 | 116.31 | 122.35 | 128.40 | |
| 2 years | -0.491% | 100.99 | 103.00 | 107.03 | 111.06 | 115.09 | 119.12 | |
| 1 year | -0.495% | 100.50 | 101.50 | 103.51 | 105.52 | 107.53 | 109.54 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||