Last Update: 23 Nov 2020 21:15 GMT+0
The Belgium 10Y Government Bond has a -0.393% yield.
10 Years vs 2 Years bond spread is 30.9 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 14.00 and implied probability of default is 0.23%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -9.1 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 2.4 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 30.9 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)
|
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 | 14.00 | +1.45 % | +1.45 % | -13.04 % | 0.23 % |
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 | -0.719% | -11.5 bp | -17.3 bp | ||||||
| 3 months | -0.634% | +6.4 bp | -12.0 bp | ||||||
| 6 months | -0.632% | +4.8 bp | -5.9 bp | ||||||
| 9 months | -0.622% | +4.1 bp | -5.6 bp | ||||||
| 1 year | -0.611% | +2.6 bp | -8.8 bp | 100.61 | -0.03 % | +0.08 % | |||
| 2 years | -0.702% | +3.3 bp | -14.4 bp | 101.42 | -0.07 % | +0.29 % | |||
| 3 years | -0.728% | -1.9 bp | -20.7 bp | 102.22 | +0.06 % | +0.63 % | |||
| 4 years | -0.709% | -1.6 bp | -26.9 bp | 102.89 | +0.07 % | +1.09 % | |||
| 5 years | -0.678% | -1.5 bp | -33.6 bp | 103.46 | +0.08 % | +1.70 % | |||
| 6 years | -0.632% | -1.6 bp | -34.7 bp | 103.88 | +0.10 % | +2.11 % | |||
| 7 years | -0.554% | -4.5 bp | -42.6 bp | 103.97 | +0.32 % | +3.04 % | |||
| 8 years | -0.544% | -4.7 bp | -40.2 bp | 104.46 | +0.37 % | +3.28 % | |||
| 9 years | -0.462% | -4.9 bp | -42.6 bp | 104.26 | +0.45 % | +3.93 % | |||
| 10 years | -0.393% | -4.8 bp | -42.5 bp | 104.02 | +0.48 % | +4.35 % | |||
| 15 years | -0.183% | -5.4 bp | -44.9 bp | 102.79 | +0.81 % | +6.97 % | |||
| 20 years | 0.122% | -5.5 bp | -46.0 bp | 97.59 | +1.11 % | +9.60 % | |||
10Y Bond Yield Spread - Belgium vs Main Countries
The Belgium 10Y Government Bond has a -0.393% 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 | 18.7 bp | -4.6 | -33.8 | ||
| France 10Y | -4.7 bp | -0.8 | -11.5 | ||
| Japan 10Y | -41.2 bp | -3.0 | -45.5 | ||
| Spain 10Y | -45.9 bp | +7.8 | +20.5 | ||
| United Kingdom 10Y | -71.0 bp | -9.6 | -56.8 | ||
| Italy 10Y | -98.2 bp | +12.0 | +58.1 | ||
| Canada 10Y | -108.2 bp | -9.5 | -60.9 | ||
| United States 10Y | -124.8 bp | -6.2 | -62.3 | ||
| Australia 10Y | -127.3 bp | -9.2 | -43.1 | ||
| China 10Y | -370.3 bp | -15.6 | -112.6 | ||
| Russia 10Y | -619.3 bp | +13.2 | -75.5 | ||
| India 10Y | -629.3 bp | -10.4 | -36.4 | ||
| Brazil 10Y | -822.3 bp | -32.1 | -90.2 |
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 | 0.122% | 97.59 | 117.34 | 156.83 | 196.32 | 235.81 | 275.31 | |
| 15 years | -0.183% | 102.79 | 118.01 | 148.45 | 178.90 | 209.34 | 239.78 | |
| 10 years | -0.393% | 104.02 | 114.24 | 134.68 | 155.11 | 175.55 | 195.99 | |
| 9 years | -0.462% | 104.26 | 113.47 | 131.89 | 150.31 | 168.74 | 187.16 | |
| 8 years | -0.544% | 104.46 | 112.66 | 129.06 | 145.46 | 161.86 | 178.26 | |
| 7 years | -0.554% | 103.97 | 111.12 | 125.44 | 139.75 | 154.07 | 168.38 | |
| 6 years | -0.632% | 103.88 | 110.01 | 122.28 | 134.55 | 146.82 | 159.09 | |
| 5 years | -0.678% | 103.46 | 108.56 | 118.77 | 128.98 | 139.18 | 149.39 | |
| 4 years | -0.709% | 102.89 | 106.96 | 115.10 | 123.25 | 131.39 | 139.53 | |
| 3 years | -0.728% | 102.22 | 105.26 | 111.35 | 117.44 | 123.53 | 129.61 | |
| 2 years | -0.702% | 101.42 | 103.44 | 107.48 | 111.53 | 115.57 | 119.61 | |
| 1 year | -0.611% | 100.61 | 101.62 | 103.63 | 105.65 | 107.66 | 109.67 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||