Last Update: 22 Oct 2019 20:15 GMT+0
The Belgium 10Y Government Bond has a -0.071% yield.
10 Years vs 2 Years bond spread is 56.4 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 18.60 and implied probability of default is 0.31%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -2.6 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 22 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 56.4 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-
|
- |
| 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 | 18.60 | -3.63 % | -8.37 % | -24.08 % | 0.31 % |
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 | -0.609% | -1.0 bp | -10.3 bp | ||||||
| 3 months | -0.642% | -4.8 bp | -12.5 bp | ||||||
| 6 months | -0.619% | -2.9 bp | -9.8 bp | ||||||
| 9 months | -0.610% | -3.3 bp | -7.0 bp | ||||||
| 1 year | -0.609% | -2.0 bp | -9.7 bp | 100.61 | +0.02 % | +0.10 % | |||
| 2 years | -0.635% | -4.5 bp | -13.5 bp | 101.28 | +0.09 % | +0.27 % | |||
| 3 years | -0.604% | +4.6 bp | -16.4 bp | 101.83 | -0.15 % | +0.49 % | |||
| 4 years | -0.496% | +12.7 bp | -15.3 bp | 102.01 | -0.51 % | +0.62 % | |||
| 5 years | -0.415% | +15.6 bp | -14.8 bp | 102.10 | -0.78 % | +0.74 % | |||
| 6 years | -0.381% | +9.9 bp | -25.3 bp | 102.32 | -0.59 % | +1.54 % | |||
| 7 years | -0.311% | +8.0 bp | -41.1 bp | 102.20 | -0.56 % | +2.92 % | |||
| 8 years | -0.216% | +10.6 bp | -45.1 bp | 101.74 | -0.85 % | +3.67 % | |||
| 9 years | -0.204% | +7.5 bp | -50.6 bp | 101.85 | -0.68 % | +4.65 % | |||
| 10 years | -0.071% | +10.2 bp | -53.2 bp | 100.71 | -1.02 % | +5.46 % | |||
| 15 years | 0.189% | +12.9 bp | -63.1 bp | 97.21 | -1.91 % | +9.88 % | |||
| 20 years | 0.417% | +7.9 bp | -74.9 bp | 92.01 | -1.56 % | +16.01 % | |||
10Y Bond Yield Spread - Belgium vs Main Countries
The Belgium 10Y Government Bond has a -0.071% 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 | 29.5 bp | -5.7 | -14.2 | ||
| Japan 10Y | 5.5 bp | +1.3 | -43.5 | ||
| France 10Y | -0.3 bp | -5.1 | -9.4 | ||
| Spain 10Y | -33.1 bp | +9.4 | +27.1 | ||
| United Kingdom 10Y | -78.3 bp | +1.4 | -5.3 | ||
| Italy 10Y | -109.1 bp | +1.3 | +104.5 | ||
| Australia 10Y | -122.1 bp | -3.0 | +26.8 | ||
| Canada 10Y | -159.7 bp | -3.7 | -27.0 | ||
| United States 10Y | -184.1 bp | +5.4 | +28.3 | ||
| China 10Y | -332.0 bp | -2.9 | -36.2 | ||
| Russia 10Y | -655.1 bp | +63.2 | +123.8 | ||
| Brazil 10Y | -663.6 bp | +61.7 | +184.3 | ||
| India 10Y | -688.6 bp | +6.9 | +12.7 |
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 | 0.417% | 92.01 | 111.16 | 149.47 | 187.77 | 226.07 | 264.37 | |
| 15 years | 0.189% | 97.21 | 111.98 | 141.53 | 171.09 | 200.64 | 230.19 | |
| 10 years | -0.071% | 100.71 | 110.75 | 130.83 | 150.91 | 170.99 | 191.07 | |
| 9 years | -0.204% | 101.85 | 110.95 | 129.13 | 147.32 | 165.50 | 183.69 | |
| 8 years | -0.216% | 101.74 | 109.82 | 125.98 | 142.14 | 158.29 | 174.45 | |
| 7 years | -0.311% | 102.20 | 109.29 | 123.47 | 137.64 | 151.82 | 166.00 | |
| 6 years | -0.381% | 102.32 | 108.40 | 120.56 | 132.72 | 144.88 | 157.04 | |
| 5 years | -0.415% | 102.10 | 107.16 | 117.29 | 127.42 | 137.54 | 147.67 | |
| 4 years | -0.496% | 102.01 | 106.06 | 114.16 | 122.26 | 130.36 | 138.46 | |
| 3 years | -0.604% | 101.83 | 104.87 | 110.94 | 117.02 | 123.09 | 129.16 | |
| 2 years | -0.635% | 101.28 | 103.30 | 107.34 | 111.38 | 115.42 | 119.46 | |
| 1 year | -0.609% | 100.61 | 101.62 | 103.63 | 105.64 | 107.66 | 109.67 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||