Last Update: 4 Jul 2020 10:15 GMT+0
The Belgium 10Y Government Bond has a -0.127% yield.
10 Years vs 2 Years bond spread is 51.9 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 19.30 and implied probability of default is 0.32%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -11.2 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 16.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 51.9 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)
|
- |
| 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 | 19.30 | -13.84 % | -29.82 % | -10.23 % | 0.32 % |
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 | -0.533% | -2.9 bp | +13.0 bp | ||||||
| 3 months | -0.522% | -2.8 bp | +10.4 bp | ||||||
| 6 months | -0.539% | -3.4 bp | +10.6 bp | ||||||
| 9 months | -0.562% | -6.0 bp | +3.4 bp | ||||||
| 1 year | -0.534% | -4.2 bp | +5.8 bp | 100.54 | +0.05 % | -0.06 % | |||
| 2 years | -0.646% | -13.4 bp | -2.1 bp | 101.30 | +0.27 % | +0.04 % | |||
| 3 years | -0.594% | -11.9 bp | +1.5 bp | 101.80 | +0.35 % | -0.05 % | |||
| 4 years | -0.540% | -12.7 bp | -4.4 bp | 102.19 | +0.51 % | +0.18 % | |||
| 5 years | -0.485% | -15.0 bp | -7.9 bp | 102.46 | +0.76 % | +0.40 % | |||
| 6 years | -0.407% | -13.6 bp | -6.5 bp | 102.48 | +0.83 % | +0.39 % | |||
| 7 years | -0.294% | -17.9 bp | -2.8 bp | 102.08 | +1.26 % | +0.20 % | |||
| 8 years | -0.286% | -17.2 bp | -12.8 bp | 102.32 | +1.39 % | +1.04 % | |||
| 9 years | -0.203% | -19.0 bp | -6.5 bp | 101.85 | +1.73 % | +0.59 % | |||
| 10 years | -0.127% | -18.1 bp | -12.3 bp | 101.28 | +1.83 % | +1.24 % | |||
| 15 years | 0.101% | -19.6 bp | -19.2 bp | 98.50 | +2.98 % | +2.92 % | |||
| 20 years | 0.427% | -21.2 bp | -9.8 bp | 91.83 | +4.30 % | +1.97 % | |||
10Y Bond Yield Spread - Belgium vs Main Countries
The Belgium 10Y Government Bond has a -0.127% 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 | 30.9 bp | -6.4 | +2.3 | ||
| France 10Y | -1.1 bp | -7.6 | +1.6 | ||
| Japan 10Y | -16.0 bp | -17.9 | -16.8 | ||
| United Kingdom 10Y | -31.4 bp | -5.7 | +42.7 | ||
| Spain 10Y | -56.8 bp | -7.1 | -18.0 | ||
| Canada 10Y | -68.4 bp | -6.0 | +85.9 | ||
| United States 10Y | -79.6 bp | -2.5 | +100.1 | ||
| Australia 10Y | -103.3 bp | -0.7 | +19.3 | ||
| Italy 10Y | -144.8 bp | -9.2 | -10.2 | ||
| China 10Y | -305.6 bp | -25.8 | +14.2 | ||
| India 10Y | -597.2 bp | -23.0 | +54.2 | ||
| Russia 10Y | -616.7 bp | -60.1 | +7.2 | ||
| Brazil 10Y | -659.4 bp | +7.7 | +13.6 |
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 | 0.427% | 91.83 | 110.96 | 149.22 | 187.48 | 225.75 | 264.01 | |
| 15 years | 0.101% | 98.50 | 113.38 | 143.14 | 172.89 | 202.65 | 232.41 | |
| 10 years | -0.127% | 101.28 | 111.35 | 131.49 | 151.63 | 171.77 | 191.91 | |
| 9 years | -0.203% | 101.85 | 110.94 | 129.12 | 147.31 | 165.49 | 183.67 | |
| 8 years | -0.286% | 102.32 | 110.42 | 126.63 | 142.84 | 159.05 | 175.25 | |
| 7 years | -0.294% | 102.08 | 109.17 | 123.33 | 137.50 | 151.66 | 165.83 | |
| 6 years | -0.407% | 102.48 | 108.56 | 120.74 | 132.91 | 145.08 | 157.25 | |
| 5 years | -0.485% | 102.46 | 107.53 | 117.68 | 127.83 | 137.98 | 148.12 | |
| 4 years | -0.540% | 102.19 | 106.24 | 114.35 | 122.46 | 130.57 | 138.68 | |
| 3 years | -0.594% | 101.80 | 104.84 | 110.91 | 116.98 | 123.06 | 129.13 | |
| 2 years | -0.646% | 101.30 | 103.32 | 107.36 | 111.40 | 115.44 | 119.48 | |
| 1 year | -0.534% | 100.54 | 101.54 | 103.55 | 105.56 | 107.57 | 109.59 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||