COUNTRY •
CZECH REPUBLIC
Last Update: 28 Jun 2022 5:15 GMT+0
The Czech Republic 10Y Government Bond has a 5.161% yield.
10 Years vs 2 Years bond spread is -110.4 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 | ||||
| 6 months | 6.989% | +49.5 bp | n.a. | 28 Jun | |||||
| 1 year | 7.029% | +95.8 bp | +367.4 bp | 93.43 | -0.90 % | -3.43 % | 28 Jun | ||
| 2 years | 6.265% | +79.5 bp | +274.5 bp | 88.56 | -1.49 % | -5.10 % | 28 Jun | ||
| 3 years | 6.044% | +85.3 bp | +258.3 bp | 83.86 | -2.39 % | -7.13 % | 28 Jun | ||
| 4 years | 5.775% | +69.2 bp | +251.6 bp | 79.89 | -2.59 % | -9.17 % | 28 Jun | ||
| 5 years | 5.755% | +71.4 bp | +251.3 bp | 75.60 | -3.32 % | -11.32 % | 28 Jun | ||
| 6 years | 5.493% | +63.1 bp | +233.5 bp | 72.55 | -3.54 % | -12.57 % | 28 Jun | ||
| 7 years | 5.259% | +55.1 bp | +217.7 bp | 69.85 | -3.62 % | -13.62 % | 28 Jun | ||
| 8 years | 5.227% | +55.1 bp | +218.7 bp | 66.52 | -4.12 % | -15.48 % | 28 Jun | ||
| 9 years | 5.177% | +51.6 bp | +221.2 bp | 63.49 | -4.32 % | -17.42 % | 28 Jun | ||
| 10 years | 5.161% | +50.9 bp | +222.8 bp | 60.46 | -4.73 % | -19.28 % | 28 Jun | ||
| 15 years | 5.211% | +41.3 bp | +240.9 bp | 46.67 | -5.74 % | -29.36 % | 28 Jun | ||
| 20 years | 5.147% | +36.2 bp | +237.5 bp | 36.65 | -6.67 % | -36.68 % | 28 Jun | ||
| 50 years | 5.378% | +39.0 bp | +233.8 bp | 7.29 | -16.88 % | -67.41 % | 28 Jun | ||
Last Update: 28 Jun 2022 5:15 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 | 5.161% | -183.9 bp | ||||
| 5 years | 5.755% | -124.5 bp | ||||
| 2 years | 6.265% | -73.5 bp | ||||
| 1 year | 7.029% | 2.9 bp | ||||
Focusing on 2 years Government Bond:
If data are not all visible, swipe table left
| 2Y vs 1Y | -76.4 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -51 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -110.4 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
|
- |
| 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 5.161% 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 | 493.2 bp | +50.3 bp | +205.8 bp | Compare | |
| Germany 10Y | 361.8 bp | -5.8 bp | +44.9 bp | Compare | |
| France 10Y | 308.6 bp | -7.2 bp | +28.4 bp | Compare | |
| United Kingdom 10Y | 277.4 bp | +4.6 bp | +76.4 bp | Compare | |
| Spain 10Y | 247.4 bp | -9.0 bp | +5.1 bp | Compare | |
| China 10Y | 230.9 bp | +40.7 bp | +219.6 bp | Compare | |
| United States 10Y | 198.0 bp | +7.1 bp | +53.1 bp | Compare | |
| Canada 10Y | 178.0 bp | -8.2 bp | +32.3 bp | Compare | |
| Italy 10Y | 154.2 bp | -21.4 bp | -29.6 bp | Compare | |
| Australia 10Y | 141.9 bp | +1.6 bp | +7.3 bp | Compare | |
| India 10Y | -228.6 bp | +41.2 bp | +125.9 bp | Compare | |
| Russia 10Y | -349.9 bp | +135.9 bp | +198.3 bp | Compare | |
| Brazil 10Y | -762.1 bp | +16.0 bp | +15.3 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 | 5.378% | 7.29 | 24.53 | 59.00 | 93.48 | 127.96 | 162.44 | ||
| 20 years | 5.147% | 36.65 | 48.96 | 73.57 | 98.19 | 122.81 | 147.42 | ||
| 15 years | 5.211% | 46.67 | 56.91 | 77.37 | 97.84 | 118.31 | 138.77 | ||
| 10 years | 5.161% | 60.46 | 68.12 | 83.44 | 98.77 | 114.09 | 129.41 | ||
| 9 years | 5.177% | 63.49 | 70.54 | 84.65 | 98.75 | 112.86 | 126.96 | ||
| 8 years | 5.227% | 66.52 | 72.93 | 85.74 | 98.55 | 111.35 | 124.16 | ||
| 7 years | 5.259% | 69.85 | 75.59 | 87.05 | 98.52 | 109.98 | 121.45 | ||
| 6 years | 5.493% | 72.55 | 77.55 | 87.54 | 97.54 | 107.53 | 117.52 | ||
| 5 years | 5.755% | 75.60 | 79.84 | 88.32 | 96.80 | 105.28 | 113.76 | ||
| 4 years | 5.775% | 79.89 | 83.37 | 90.33 | 97.30 | 104.27 | 111.23 | ||
| 3 years | 6.044% | 83.86 | 86.53 | 91.87 | 97.21 | 102.55 | 107.89 | ||
| 2 years | 6.265% | 88.56 | 90.38 | 94.04 | 97.69 | 101.34 | 105.00 | ||
| 1 year | 7.029% | 93.43 | 94.37 | 96.24 | 98.10 | 99.97 | 101.84 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||