Last Update: 20 Aug 2019 0:15 GMT+0
The Germany 10Y Government Bond has a -0.646% yield.
10 Years vs 2 Years bond spread is 24.8 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities
Central Bank Rate is 0.00%.
The Germany rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 10.70 and implied probability of default is 0.18%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -7 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -1 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 24.8 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
| Germany 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 | 10.70 | 0.00 % | -3.60 % | -3.60 % | 0.18 % |
Germany 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 | ||||
| 3 months | -0.708% | -14.0 bp | -15.8 bp | ||||||
| 6 months | -0.725% | -13.1 bp | -13.0 bp | ||||||
| 9 months | -0.796% | -12.2 bp | -24.6 bp | ||||||
| 1 year | -0.824% | -11.8 bp | -26.6 bp | 100.83 | +0.12 % | +0.27 % | |||
| 2 years | -0.894% | -12.1 bp | -32.2 bp | 101.81 | +0.25 % | +0.65 % | |||
| 3 years | -0.940% | -16.1 bp | -39.8 bp | 102.87 | +0.49 % | +1.21 % | |||
| 4 years | -0.939% | -19.2 bp | -44.0 bp | 103.85 | +0.79 % | +1.79 % | |||
| 5 years | -0.904% | -21.3 bp | -51.3 bp | 104.65 | +1.08 % | +2.62 % | |||
| 6 years | -0.871% | -23.5 bp | -57.1 bp | 105.39 | +1.43 % | +3.51 % | |||
| 7 years | -0.835% | -26.5 bp | -61.6 bp | 106.05 | +1.89 % | +4.43 % | |||
| 8 years | -0.775% | -27.1 bp | -60.9 bp | 106.42 | +2.20 % | +5.01 % | |||
| 9 years | -0.737% | -28.1 bp | -66.9 bp | 106.88 | +2.57 % | +6.23 % | |||
| 10 years | -0.646% | -32.2 bp | -74.6 bp | 106.70 | +3.29 % | +7.77 % | |||
| 15 years | -0.481% | -34.7 bp | -82.9 bp | 107.50 | +5.36 % | +13.25 % | |||
| 20 years | -0.350% | -39.6 bp | -80.0 bp | 107.26 | +8.26 % | +17.34 % | |||
| 25 years | -0.207% | -40.1 bp | -80.0 bp | 105.32 | +10.55 % | +22.10 % | |||
| 30 years | -0.140% | -40.6 bp | -86.6 bp | 104.29 | +12.94 % | +29.57 % | |||
10Y Bond Yield Spread - Germany vs Main Countries
The Germany 10Y Government Bond has a -0.646% 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.
| Germany 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| France 10Y | -28.4 bp | -3.1 | +14.8 | ||
| Japan 10Y | -42.2 bp | -22.3 | -55.8 | ||
| Spain 10Y | -79.3 bp | -8.2 | +30.9 | ||
| United Kingdom 10Y | -113.0 bp | -6.9 | -5.2 | ||
| Australia 10Y | -158.9 bp | +9.1 | +41.1 | ||
| Canada 10Y | -183.4 bp | -0.1 | -3.8 | ||
| Italy 10Y | -212.7 bp | -19.5 | +66.8 | ||
| United States 10Y | -224.0 bp | +14.1 | +30.1 | ||
| China 10Y | -368.7 bp | -19.0 | -64.2 | ||
| India 10Y | -722.7 bp | -54.2 | +21.8 | ||
| Brazil 10Y | -792.6 bp | -27.7 | +86.4 | ||
| Russia 10Y | -799.6 bp | -32.2 | +22.4 |
Germany 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% | |||
| 30 years | -0.140% | 104.29 | 134.95 | 196.28 | 257.60 | 318.92 | 380.24 | |
| 25 years | -0.207% | 105.32 | 131.00 | 182.37 | 233.74 | 285.12 | 336.49 | |
| 20 years | -0.350% | 107.26 | 128.02 | 169.53 | 211.04 | 252.54 | 294.05 | |
| 15 years | -0.481% | 107.50 | 123.09 | 154.28 | 185.47 | 216.65 | 247.84 | |
| 10 years | -0.646% | 106.70 | 117.06 | 137.79 | 158.52 | 179.25 | 199.98 | |
| 9 years | -0.737% | 106.88 | 116.22 | 134.91 | 153.59 | 172.27 | 190.95 | |
| 8 years | -0.775% | 106.42 | 114.71 | 131.28 | 147.85 | 164.43 | 181.00 | |
| 7 years | -0.835% | 106.05 | 113.28 | 127.76 | 142.24 | 156.72 | 171.20 | |
| 6 years | -0.871% | 105.39 | 111.58 | 123.95 | 136.33 | 148.70 | 161.07 | |
| 5 years | -0.904% | 104.65 | 109.78 | 120.06 | 130.34 | 140.61 | 150.89 | |
| 4 years | -0.939% | 103.85 | 107.94 | 116.13 | 124.32 | 132.52 | 140.71 | |
| 3 years | -0.940% | 102.87 | 105.93 | 112.05 | 118.16 | 124.27 | 130.39 | |
| 2 years | -0.894% | 101.81 | 103.84 | 107.89 | 111.95 | 116.00 | 120.06 | |
| 1 year | -0.824% | 100.83 | 101.84 | 103.86 | 105.87 | 107.89 | 109.91 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||