Last Update: 20 Oct 2019 22:15 GMT+0
The Germany 10Y Government Bond has a -0.383% yield.
10 Years vs 2 Years bond spread is 28.6 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.00% (last modification in March 2016).
The Germany credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 10.00 and implied probability of default is 0.17%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -1.1 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 4 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 28.6 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 | 10.00 | -1.96 % | -7.41 % | -18.70 % | 0.17 % |
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 | -0.633% | +1.4 bp | -8.8 bp | ||||||
| 6 months | -0.609% | +1.4 bp | -11.5 bp | ||||||
| 9 months | -0.628% | +1.0 bp | -8.3 bp | ||||||
| 1 year | -0.658% | +3.4 bp | -10.4 bp | 100.66 | -0.04 % | +0.10 % | |||
| 2 years | -0.669% | +3.6 bp | -7.2 bp | 101.35 | -0.08 % | +0.15 % | |||
| 3 years | -0.700% | +6.0 bp | -14.5 bp | 102.13 | -0.19 % | +0.44 % | |||
| 4 years | -0.693% | +7.0 bp | -19.8 bp | 102.82 | -0.28 % | +0.80 % | |||
| 5 years | -0.629% | +11.4 bp | -23.4 bp | 103.21 | -0.57 % | +1.19 % | |||
| 6 years | -0.625% | +10.4 bp | -27.4 bp | 103.83 | -0.63 % | +1.66 % | |||
| 7 years | -0.568% | +11.9 bp | -29.8 bp | 104.07 | -0.83 % | +2.12 % | |||
| 8 years | -0.509% | +13.3 bp | -34.3 bp | 104.17 | -1.06 % | +2.79 % | |||
| 9 years | -0.457% | +15.6 bp | -37.5 bp | 104.21 | -1.40 % | +3.44 % | |||
| 10 years | -0.383% | +14.2 bp | -40.6 bp | 103.91 | -1.41 % | +4.15 % | |||
| 15 years | -0.248% | +14.1 bp | -52.0 bp | 103.79 | -2.10 % | +8.10 % | |||
| 20 years | -0.084% | +16.1 bp | -54.9 bp | 101.69 | -3.18 % | +11.58 % | |||
| 25 years | 0.049% | +16.7 bp | -56.0 bp | 98.78 | -4.10 % | +14.97 % | |||
| 30 years | 0.123% | +16.8 bp | -55.9 bp | 96.38 | -4.91 % | +18.19 % | |||
10Y Bond Yield Spread - Germany vs Main Countries
The Germany 10Y Government Bond has a -0.383% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | -24.3 bp | +6.7 | -29.3 | ||
| France 10Y | -30.2 bp | +0.2 | +4.5 | ||
| Spain 10Y | -62.5 bp | +15.3 | +41.5 | ||
| United Kingdom 10Y | -109.2 bp | +5.7 | +7.4 | ||
| Italy 10Y | -140.5 bp | +5.1 | +118.4 | ||
| Australia 10Y | -150.9 bp | +3.8 | +41.8 | ||
| Canada 10Y | -193.3 bp | -2.5 | -19.0 | ||
| United States 10Y | -213.7 bp | +10.6 | +40.0 | ||
| China 10Y | -358.1 bp | +6.2 | -21.4 | ||
| Brazil 10Y | -691.8 bp | +67.7 | +201.9 | ||
| Russia 10Y | -695.3 bp | +58.2 | +126.4 | ||
| India 10Y | -718.9 bp | +11.8 | +20.8 |
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 | 0.123% | 96.38 | 125.81 | 184.69 | 243.56 | 302.43 | 361.30 | |
| 25 years | 0.049% | 98.78 | 123.62 | 173.31 | 222.99 | 272.67 | 322.36 | |
| 20 years | -0.084% | 101.69 | 121.87 | 162.23 | 202.58 | 242.94 | 283.29 | |
| 15 years | -0.248% | 103.79 | 119.10 | 149.70 | 180.30 | 210.91 | 241.51 | |
| 10 years | -0.383% | 103.91 | 114.13 | 134.55 | 154.98 | 175.41 | 195.84 | |
| 9 years | -0.457% | 104.21 | 113.42 | 131.84 | 150.25 | 168.67 | 187.09 | |
| 8 years | -0.509% | 104.17 | 112.35 | 128.73 | 145.10 | 161.47 | 177.84 | |
| 7 years | -0.568% | 104.07 | 111.23 | 125.55 | 139.88 | 154.20 | 168.52 | |
| 6 years | -0.625% | 103.83 | 109.97 | 122.23 | 134.50 | 146.77 | 159.03 | |
| 5 years | -0.629% | 103.21 | 108.30 | 118.49 | 128.68 | 138.88 | 149.07 | |
| 4 years | -0.693% | 102.82 | 106.89 | 115.03 | 123.17 | 131.31 | 139.45 | |
| 3 years | -0.700% | 102.13 | 105.17 | 111.26 | 117.34 | 123.43 | 129.51 | |
| 2 years | -0.669% | 101.35 | 103.37 | 107.41 | 111.45 | 115.49 | 119.53 | |
| 1 year | -0.658% | 100.66 | 101.67 | 103.68 | 105.70 | 107.71 | 109.72 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||