Last Update: 24 Nov 2020 3:15 GMT+0
The Germany 10Y Government Bond has a -0.580% yield.
10 Years vs 2 Years bond spread is 17.5 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 10.50 and implied probability of default is 0.18%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -7.5 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 10Y vs 2Y | 17.5 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 | 10.50 | 0.00 % | -4.55 % | +17.98 % | 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 | ||||
| 9 months | -0.683% | +3.9 bp | -10.1 bp | ||||||
| 1 year | -0.680% | +2.0 bp | -8.9 bp | 100.68 | -0.02 % | +0.09 % | |||
| 2 years | -0.755% | +1.1 bp | -6.3 bp | 101.53 | -0.02 % | +0.13 % | |||
| 4 years | -0.786% | +2.5 bp | -8.2 bp | 103.21 | -0.10 % | +0.33 % | |||
| 6 years | -0.756% | +1.9 bp | -7.7 bp | 104.66 | -0.11 % | +0.47 % | |||
| 8 years | -0.691% | +0.7 bp | -13.0 bp | 105.70 | -0.06 % | +1.05 % | |||
| 9 years | -0.644% | +0.2 bp | -8.6 bp | 105.99 | -0.02 % | +0.78 % | |||
| 10 years | -0.580% | -0.2 bp | -8.7 bp | 105.99 | +0.02 % | +0.88 % | |||
| 15 years | -0.385% | 0.0 bp | -11.2 bp | 105.96 | 0.00 % | +1.70 % | |||
| 20 years | -0.354% | -0.1 bp | -13.0 bp | 107.35 | +0.02 % | +2.64 % | |||
| 30 years | -0.168% | -1.1 bp | -11.5 bp | 105.17 | +0.32 % | +3.51 % | |||
10Y Bond Yield Spread - Germany vs Main Countries
The Germany 10Y Government Bond has a -0.580% 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 | -23.4 bp | +3.8 | +22.3 | ||
| Japan 10Y | -59.9 bp | +1.6 | -11.7 | ||
| Spain 10Y | -64.6 bp | +12.4 | +54.3 | ||
| United Kingdom 10Y | -90.3 bp | -5.6 | -24.0 | ||
| Italy 10Y | -116.9 bp | +16.6 | +91.9 | ||
| Canada 10Y | -127.0 bp | -5.0 | -27.2 | ||
| United States 10Y | -144.8 bp | -2.9 | -29.8 | ||
| Australia 10Y | -148.0 bp | -6.6 | -11.3 | ||
| China 10Y | -389.4 bp | -11.4 | -79.2 | ||
| Russia 10Y | -638.0 bp | +17.8 | -41.7 | ||
| India 10Y | -648.0 bp | -5.8 | -2.6 | ||
| Brazil 10Y | -840.0 bp | -27.5 | -55.4 |
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 | -0.168% | 105.17 | 135.97 | 197.56 | 259.15 | 320.74 | 382.33 | |
| 20 years | -0.354% | 107.35 | 128.11 | 169.64 | 211.17 | 252.69 | 294.22 | |
| 15 years | -0.385% | 105.96 | 121.43 | 152.37 | 183.32 | 214.26 | 245.21 | |
| 10 years | -0.580% | 105.99 | 116.32 | 136.97 | 157.62 | 178.28 | 198.93 | |
| 9 years | -0.644% | 105.99 | 115.28 | 133.88 | 152.47 | 171.06 | 189.66 | |
| 8 years | -0.691% | 105.70 | 113.96 | 130.47 | 146.98 | 163.49 | 180.00 | |
| 6 years | -0.756% | 104.66 | 110.82 | 123.14 | 135.47 | 147.79 | 160.12 | |
| 4 years | -0.786% | 103.21 | 107.29 | 115.45 | 123.61 | 131.77 | 139.93 | |
| 2 years | -0.755% | 101.53 | 103.55 | 107.60 | 111.64 | 115.69 | 119.73 | |
| 1 year | -0.680% | 100.68 | 101.69 | 103.71 | 105.72 | 107.73 | 109.75 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||