COUNTRY •
CZECH REPUBLIC
Last Update: 3 Oct 2022 14:15 GMT+0
The Czech Republic 10Y Government Bond has a 5.150% yield.
10 Years vs 2 Years bond spread is -76 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities.
Central Bank Rate is 7.00% (last modification in June 2022).
The Czech Republic credit rating is AA-, according to Standard & Poor's agency.
If data are not all visible, swipe table left
| Residual Maturity |
Yield | ZC Price | Last Change |
||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 year | 6.732% | -15.3 bp | +199.2 bp | 93.69 | +0.14 % | -1.86 % | 03 Oct | ||
| 2 years | 5.910% | -29.8 bp | +118.8 bp | 89.15 | +0.56 % | -2.24 % | 03 Oct | ||
| 3 years | 5.558% | -8.3 bp | +104.0 bp | 85.02 | +0.24 % | -2.92 % | 03 Oct | ||
| 4 years | 5.406% | +4.7 bp | +110.5 bp | 81.01 | -0.17 % | -4.13 % | 03 Oct | ||
| 5 years | 5.367% | +10.8 bp | +114.7 bp | 77.00 | -0.50 % | -5.32 % | 03 Oct | ||
| 6 years | 5.245% | +18.4 bp | +129.1 bp | 73.59 | -1.04 % | -7.13 % | 03 Oct | ||
| 7 years | 5.226% | +30.3 bp | +139.1 bp | 70.01 | -1.99 % | -8.89 % | 03 Oct | ||
| 8 years | 5.199% | +24.4 bp | +136.6 bp | 66.67 | -1.84 % | -9.92 % | 03 Oct | ||
| 9 years | 5.180% | +37.5 bp | +136.8 bp | 63.47 | -3.17 % | -11.12 % | 03 Oct | ||
| 10 years | 5.150% | +39.6 bp | +137.6 bp | 60.52 | -3.71 % | -12.34 % | 03 Oct | ||
| 15 years | 5.075% | +43.7 bp | +131.7 bp | 47.59 | -6.06 % | -17.23 % | 03 Oct | ||
| 20 years | 5.188% | +38.7 bp | +135.2 bp | 36.36 | -7.13 % | -22.80 % | 03 Oct | ||
| 50 years | 5.231% | +18.2 bp | +102.1 bp | 7.81 | -8.33 % | -38.60 % | 03 Oct | ||
Last Update: 3 Oct 2022 14:15 GMT+0
Czech Republic Yield Curve Analysis
Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases.
For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive.
If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
If data are not all visible, swipe table left
| Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (7.00%) |
|||
|---|---|---|---|---|---|---|
| 1 year | 2 years | 5 years | ||||
| 10 years | 5.150% | -185.0 bp | ||||
| 5 years | 5.367% | -163.3 bp | ||||
| 2 years | 5.910% | -109.0 bp | ||||
| 1 year | 6.732% | -26.8 bp | ||||
Focusing on 2 years Government Bond:
If data are not all visible, swipe table left
| 2Y vs 1Y | -82.2 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -54.3 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -76 bp | Yield Curve is inverted in Long-Term vs Short-Term Maturities |
Readings that may interest you
Czech Republic Credit Ratings
A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation).
For a deeper analysis of credit ratings, click here
Czech Republic Credit Ratings History
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA-
|
- |
| Moody's Investors Service |
Aa3
|
negative |
| Fitch Ratings |
AA-
|
negative |
| DBRS |
-
|
- |
Czech Republic Interest Rates
A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
| Interest Rates | Value | |
|---|---|---|
| Central Bank Rate | 7.00% |
Czech Republic 10Y Bond Yield Spread
The Czech Republic 10Y Government Bond has a 5.150% yield. Click on Spread value for the historical serie.
A positive spread, marked by
, means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
If data are not all visible, swipe table left
| Czech Republic 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Japan 10Y | 490.0 bp | +38.3 bp | +134.4 bp | Compare | |
| Germany 10Y | 320.7 bp | -3.9 bp | -0.9 bp | Compare | |
| France 10Y | 260.4 bp | -1.5 bp | -14.2 bp | Compare | |
| China 10Y | 236.8 bp | +25.0 bp | +141.6 bp | Compare | |
| Spain 10Y | 203.7 bp | -4.2 bp | -24.9 bp | Compare | |
| Canada 10Y | 203.6 bp | +37.7 bp | +71.3 bp | Compare | |
| United States 10Y | 151.3 bp | -4.8 bp | +12.8 bp | Compare | |
| Australia 10Y | 126.3 bp | +14.9 bp | +32.3 bp | Compare | |
| United Kingdom 10Y | 112.4 bp | -72.9 bp | -102.8 bp | Compare | |
| Italy 10Y | 86.0 bp | -9.3 bp | -81.7 bp | Compare | |
| India 10Y | -231.8 bp | +16.0 bp | +75.1 bp | Compare | |
| Russia 10Y | -485.0 bp | -25.4 bp | +263.6 bp | Compare | |
| Brazil 10Y | -681.3 bp | +45.7 bp | +38.5 bp | Compare |
Czech Republic Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
Click on
for a forecast of the yield.
If data are not all visible, swipe table left
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | ||||
| 50 years | 5.231% | 7.81 | 25.44 | 60.68 | 95.93 | 131.18 | 166.42 | ||
| 20 years | 5.188% | 36.36 | 48.63 | 73.16 | 97.69 | 122.23 | 146.76 | ||
| 15 years | 5.075% | 47.59 | 57.92 | 78.57 | 99.23 | 119.88 | 140.53 | ||
| 10 years | 5.150% | 60.52 | 68.19 | 83.52 | 98.85 | 114.18 | 129.51 | ||
| 9 years | 5.180% | 63.47 | 70.53 | 84.63 | 98.73 | 112.83 | 126.94 | ||
| 8 years | 5.199% | 66.67 | 73.08 | 85.90 | 98.72 | 111.55 | 124.37 | ||
| 7 years | 5.226% | 70.01 | 75.75 | 87.22 | 98.70 | 110.18 | 121.66 | ||
| 6 years | 5.245% | 73.59 | 78.62 | 88.69 | 98.77 | 108.84 | 118.91 | ||
| 5 years | 5.367% | 77.00 | 81.28 | 89.86 | 98.43 | 107.00 | 115.57 | ||
| 4 years | 5.406% | 81.01 | 84.52 | 91.55 | 98.57 | 105.60 | 112.62 | ||
| 3 years | 5.558% | 85.02 | 87.72 | 93.11 | 98.50 | 103.89 | 109.28 | ||
| 2 years | 5.910% | 89.15 | 90.99 | 94.66 | 98.33 | 102.00 | 105.67 | ||
| 1 year | 6.732% | 93.69 | 94.63 | 96.50 | 98.38 | 100.25 | 102.12 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||