Last Update: 18 Jun 2019 18:15 GMT+0
The Germany 10Y Government Bond has a -0.319% yield.
10 Years vs 2 Years bond spread is 41.9 bp. Normal Convexity 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 12.00 and implied probability of default is 0.20%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -5.7 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 5.4 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 41.9 bp | Normal Convexity 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 | 12.00 | -2.44 % | +5.26 % | 0.00 % | 0.20 % |
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 | -0.559% | +0.8 bp | +25.9 bp | ||||||
| 6 months | -0.569% | -4.8 bp | +13.6 bp | ||||||
| 9 months | -0.658% | -11.6 bp | +0.7 bp | ||||||
| 1 year | -0.681% | -11.8 bp | -4.9 bp | 100.69 | +0.12 % | +0.05 % | |||
| 2 years | -0.738% | -9.1 bp | -14.1 bp | 101.49 | +0.18 % | +0.29 % | |||
| 3 years | -0.768% | -11.5 bp | -24.3 bp | 102.34 | +0.35 % | +0.74 % | |||
| 4 years | -0.742% | -13.9 bp | -31.7 bp | 103.02 | +0.56 % | +1.28 % | |||
| 5 years | -0.684% | -17.0 bp | -41.6 bp | 103.49 | +0.86 % | +2.11 % | |||
| 6 years | -0.643% | -17.2 bp | -49.3 bp | 103.95 | +1.05 % | +3.02 % | |||
| 7 years | -0.577% | -19.0 bp | -53.2 bp | 104.13 | +1.34 % | +3.80 % | |||
| 8 years | -0.473% | -18.5 bp | -48.5 bp | 103.87 | +1.50 % | +3.97 % | |||
| 9 years | -0.409% | -20.0 bp | -52.9 bp | 103.76 | +1.83 % | +4.88 % | |||
| 10 years | -0.319% | -21.3 bp | -55.9 bp | 103.25 | +2.16 % | +5.76 % | |||
| 15 years | -0.101% | -24.1 bp | -60.7 bp | 101.53 | +3.69 % | +9.51 % | |||
| 20 years | 0.073% | -25.7 bp | -52.7 bp | 98.55 | +5.27 % | +11.08 % | |||
| 25 years | 0.199% | -26.7 bp | -52.9 bp | 95.15 | +6.87 % | +14.06 % | |||
| 30 years | 0.273% | -26.3 bp | -58.2 bp | 92.15 | +8.18 % | +18.96 % | |||
10Y Bond Yield Spread - Germany vs Main Countries
The Germany 10Y Government Bond has a -0.319% 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 | -18.5 bp | -13.5 | -40.2 | ||
| France 10Y | -33.3 bp | +5.9 | +13.6 | ||
| Spain 10Y | -71.7 bp | +27.2 | +42.8 | ||
| United Kingdom 10Y | -112.7 bp | +1.7 | -8.7 | ||
| Australia 10Y | -167.6 bp | +6.9 | +48.1 | ||
| Canada 10Y | -174.5 bp | +5.0 | +3.0 | ||
| United States 10Y | -237.7 bp | +12.2 | +20.9 | ||
| Italy 10Y | -244.0 bp | +34.6 | +24.7 | ||
| China 10Y | -357.8 bp | -18.9 | -40.9 | ||
| India 10Y | -712.7 bp | +34.1 | -2.2 | ||
| Russia 10Y | -787.9 bp | +26.7 | +66.1 | ||
| Brazil 10Y | -820.9 bp | +99.7 | +127.1 |
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 | 0.273% | 92.15 | 120.91 | 178.45 | 235.98 | 293.51 | 351.05 | |
| 25 years | 0.199% | 95.15 | 119.52 | 168.25 | 216.97 | 265.70 | 314.43 | |
| 20 years | 0.073% | 98.55 | 118.40 | 158.09 | 197.79 | 237.48 | 277.18 | |
| 15 years | -0.101% | 101.53 | 116.65 | 146.89 | 177.14 | 207.38 | 237.62 | |
| 10 years | -0.319% | 103.25 | 113.42 | 133.78 | 154.14 | 174.49 | 194.85 | |
| 9 years | -0.409% | 103.76 | 112.94 | 131.32 | 149.69 | 168.07 | 186.44 | |
| 8 years | -0.473% | 103.87 | 112.04 | 128.38 | 144.73 | 161.08 | 177.42 | |
| 7 years | -0.577% | 104.13 | 111.30 | 125.63 | 139.96 | 154.28 | 168.61 | |
| 6 years | -0.643% | 103.95 | 110.08 | 122.36 | 134.63 | 146.91 | 159.18 | |
| 5 years | -0.684% | 103.49 | 108.60 | 118.80 | 129.01 | 139.22 | 149.43 | |
| 4 years | -0.742% | 103.02 | 107.10 | 115.25 | 123.40 | 131.55 | 139.70 | |
| 3 years | -0.768% | 102.34 | 105.39 | 111.48 | 117.57 | 123.67 | 129.76 | |
| 2 years | -0.738% | 101.49 | 103.51 | 107.56 | 111.60 | 115.65 | 119.69 | |
| 1 year | -0.681% | 100.69 | 101.69 | 103.71 | 105.72 | 107.73 | 109.75 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||