Last Update: 22 Feb 2019 1:15 GMT+0
The Belgium 10Y Government Bond has a 0.692% yield.
10 Years vs 2 Years bond spread is 116.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 0.00%.
The Belgium rating is AA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 26.70 and implied probability of default is 0.45%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 2.5 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 32.6 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 116.5 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 | 26.70 | -0.37 % | -4.98 % | +74.51 % | 0.45 % |
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 | -0.530% | +3.0 bp | -0.4 bp | ||||||
| 3 months | -0.502% | +3.9 bp | +4.2 bp | ||||||
| 6 months | -0.514% | +2.3 bp | +5.0 bp | ||||||
| 9 months | -0.518% | +4.8 bp | +3.3 bp | ||||||
| 1 year | -0.498% | +3.7 bp | +4.5 bp | 100.50 | -0.04 % | -0.05 % | |||
| 2 years | -0.473% | +6.6 bp | +2.4 bp | 100.95 | -0.14 % | -0.05 % | |||
| 3 years | -0.381% | +1.7 bp | +1.2 bp | 101.15 | -0.05 % | -0.04 % | |||
| 4 years | -0.237% | -2.2 bp | +2.6 bp | 100.95 | +0.09 % | -0.11 % | |||
| 5 years | -0.147% | -6.3 bp | -1.1 bp | 100.74 | +0.32 % | +0.06 % | |||
| 6 years | 0.060% | -6.4 bp | -2.0 bp | 99.64 | +0.38 % | +0.12 % | |||
| 7 years | 0.292% | -8.5 bp | +4.2 bp | 97.98 | +0.60 % | -0.30 % | |||
| 8 years | 0.418% | -12.9 bp | -3.1 bp | 96.72 | +1.03 % | +0.25 % | |||
| 9 years | 0.491% | -13.6 bp | -10.5 bp | 95.69 | +1.23 % | +0.95 % | |||
| 10 years | 0.692% | -1.7 bp | -3.0 bp | 93.34 | +0.17 % | +0.30 % | |||
| 15 years | 1.008% | -13.0 bp | -12.4 bp | 86.03 | +1.94 % | +1.86 % | |||
| 20 years | 1.325% | -10.2 bp | -5.6 bp | 76.85 | +2.03 % | +1.11 % | |||
10Y Bond Yield Spread - Belgium vs Main Countries
The Belgium 10Y Government Bond has a 0.692% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 72.9 bp | +2.4 | +10.1 | ||
| Germany 10Y | 56.8 bp | +8.7 | +18.6 | ||
| France 10Y | 14.7 bp | +7.7 | +11.3 | ||
| United Kingdom 10Y | -51.0 bp | +10.1 | +3.5 | ||
| Spain 10Y | -53.1 bp | +11.8 | +14.9 | ||
| Canada 10Y | -123.2 bp | +2.8 | +30.3 | ||
| Australia 10Y | -141.0 bp | +16.2 | +40.8 | ||
| United States 10Y | -199.6 bp | +4.1 | +10.1 | ||
| Italy 10Y | -216.5 bp | -9.4 | +17.6 | ||
| China 10Y | -247.0 bp | -4.9 | +45.4 | ||
| India 10Y | -685.2 bp | -2.8 | +25.3 | ||
| Russia 10Y | -774.8 bp | -17.7 | +15.0 | ||
| Brazil 10Y | -830.8 bp | +4.3 | +313.0 |
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 | 1.325% | 76.85 | 94.32 | 129.26 | 164.20 | 199.13 | 234.07 | |
| 15 years | 1.008% | 86.03 | 99.89 | 127.60 | 155.32 | 183.03 | 210.74 | |
| 10 years | 0.692% | 93.34 | 102.97 | 122.23 | 141.48 | 160.74 | 180.00 | |
| 9 years | 0.491% | 95.69 | 104.47 | 122.04 | 139.60 | 157.17 | 174.73 | |
| 8 years | 0.418% | 96.72 | 104.57 | 120.27 | 135.98 | 151.68 | 167.38 | |
| 7 years | 0.292% | 97.98 | 104.90 | 118.74 | 132.57 | 146.41 | 160.25 | |
| 6 years | 0.060% | 99.64 | 105.63 | 117.60 | 129.58 | 141.55 | 153.53 | |
| 5 years | -0.147% | 100.74 | 105.76 | 115.80 | 125.85 | 135.89 | 145.94 | |
| 4 years | -0.237% | 100.95 | 104.98 | 113.03 | 121.07 | 129.12 | 137.17 | |
| 3 years | -0.381% | 101.15 | 104.17 | 110.22 | 116.27 | 122.31 | 128.36 | |
| 2 years | -0.473% | 100.95 | 102.97 | 107.00 | 111.02 | 115.05 | 119.08 | |
| 1 year | -0.498% | 100.50 | 101.51 | 103.52 | 105.53 | 107.54 | 109.55 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||