Last Update: 24 Sep 2020 0:15 GMT+0
The Belgium 10Y Government Bond has a -0.280% yield.
10 Years vs 2 Years bond spread is 39.4 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 13.30 and implied probability of default is 0.22%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -8.6 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 5.8 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 39.4 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 | 13.30 | +9.92 % | -15.29 % | -32.49 % | 0.22 % |
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 | -0.610% | -4.6 bp | -12.6 bp | ||||||
| 3 months | -0.591% | -3.4 bp | -6.1 bp | ||||||
| 6 months | -0.581% | +1.6 bp | -1.3 bp | ||||||
| 9 months | -0.580% | +3.0 bp | -5.0 bp | ||||||
| 1 year | -0.588% | -2.5 bp | -1.7 bp | 100.59 | +0.02 % | +0.02 % | |||
| 2 years | -0.674% | -2.1 bp | -20.1 bp | 101.36 | +0.04 % | +0.41 % | |||
| 3 years | -0.678% | -5.6 bp | -35.0 bp | 102.06 | +0.17 % | +1.06 % | |||
| 4 years | -0.648% | -4.2 bp | -42.4 bp | 102.63 | +0.17 % | +1.71 % | |||
| 5 years | -0.616% | -5.4 bp | -51.3 bp | 103.14 | +0.27 % | +2.61 % | |||
| 6 years | -0.571% | -6.6 bp | -53.0 bp | 103.50 | +0.41 % | +3.24 % | |||
| 7 years | -0.463% | -6.5 bp | -52.8 bp | 103.30 | +0.46 % | +3.77 % | |||
| 8 years | -0.444% | -6.2 bp | -51.7 bp | 103.62 | +0.49 % | +4.22 % | |||
| 9 years | -0.356% | -6.1 bp | -50.2 bp | 103.26 | +0.56 % | +4.62 % | |||
| 10 years | -0.280% | -6.0 bp | -48.5 bp | 102.84 | +0.60 % | +4.97 % | |||
| 15 years | -0.091% | -8.4 bp | -52.2 bp | 101.37 | +1.26 % | +8.13 % | |||
| 20 years | 0.215% | -7.2 bp | -46.1 bp | 95.80 | +1.45 % | +9.62 % | |||
10Y Bond Yield Spread - Belgium vs Main Countries
The Belgium 10Y Government Bond has a -0.280% 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 | 23.1 bp | -4.2 | -32.6 | ||
| France 10Y | -3.9 bp | -1.2 | -8.5 | ||
| Japan 10Y | -28.6 bp | -4.6 | -44.1 | ||
| United Kingdom 10Y | -50.6 bp | -7.7 | -26.4 | ||
| Spain 10Y | -50.7 bp | +3.7 | +15.6 | ||
| Canada 10Y | -83.5 bp | -5.5 | -16.9 | ||
| United States 10Y | -95.2 bp | -7.8 | -29.9 | ||
| Italy 10Y | -112.7 bp | +10.1 | +23.4 | ||
| Australia 10Y | -114.5 bp | -4.2 | -39.1 | ||
| China 10Y | -339.1 bp | -15.3 | -88.5 | ||
| India 10Y | -627.0 bp | +17.1 | -17.1 | ||
| Russia 10Y | -656.5 bp | -16.5 | +40.0 | ||
| Brazil 10Y | -751.9 bp | -40.9 | +173.2 |
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 | 0.215% | 95.80 | 115.35 | 154.46 | 193.57 | 232.68 | 271.80 | |
| 15 years | -0.091% | 101.37 | 116.48 | 146.70 | 176.92 | 207.14 | 237.36 | |
| 10 years | -0.280% | 102.84 | 113.00 | 133.31 | 153.62 | 173.93 | 194.25 | |
| 9 years | -0.356% | 103.26 | 112.42 | 130.75 | 149.07 | 167.40 | 185.72 | |
| 8 years | -0.444% | 103.62 | 111.79 | 128.11 | 144.44 | 160.76 | 177.08 | |
| 7 years | -0.463% | 103.30 | 110.43 | 124.70 | 138.96 | 153.22 | 167.49 | |
| 6 years | -0.571% | 103.50 | 109.62 | 121.86 | 134.10 | 146.35 | 158.59 | |
| 5 years | -0.616% | 103.14 | 108.23 | 118.42 | 128.61 | 138.79 | 148.98 | |
| 4 years | -0.648% | 102.63 | 106.70 | 114.83 | 122.96 | 131.09 | 139.23 | |
| 3 years | -0.678% | 102.06 | 105.10 | 111.19 | 117.27 | 123.35 | 129.43 | |
| 2 years | -0.674% | 101.36 | 103.38 | 107.42 | 111.46 | 115.50 | 119.55 | |
| 1 year | -0.588% | 100.59 | 101.60 | 103.61 | 105.62 | 107.63 | 109.64 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||