Last Update: 1 Apr 2020 2:15 GMT+0
The Germany 10Y Government Bond has a -0.482% yield.
10 Years vs 2 Years bond spread is 21.6 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 22.00 and implied probability of default is 0.37%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 1.4 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 3.6 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 21.6 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 | 22.00 | -0.90 % | +105.61 % | +71.88 % | 0.37 % |
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 | -0.686% | -8.6 bp | -9.4 bp | ||||||
| 6 months | -0.717% | -13.3 bp | -9.6 bp | ||||||
| 9 months | -0.703% | +5.4 bp | -6.6 bp | ||||||
| 1 year | -0.712% | +4.3 bp | -2.5 bp | 100.72 | -0.04 % | +0.03 % | |||
| 2 years | -0.698% | +9.1 bp | +4.7 bp | 101.41 | -0.19 % | -0.10 % | |||
| 3 years | -0.728% | +8.1 bp | +7.4 bp | 102.22 | -0.24 % | -0.22 % | |||
| 4 years | -0.693% | +9.2 bp | +11.4 bp | 102.82 | -0.37 % | -0.46 % | |||
| 5 years | -0.662% | +11.3 bp | +12.4 bp | 103.38 | -0.57 % | -0.62 % | |||
| 6 years | -0.650% | +12.3 bp | +10.8 bp | 103.99 | -0.74 % | -0.65 % | |||
| 7 years | -0.621% | +12.2 bp | +10.8 bp | 104.46 | -0.85 % | -0.76 % | |||
| 8 years | -0.567% | +14.0 bp | +9.5 bp | 104.65 | -1.12 % | -0.77 % | |||
| 9 years | -0.531% | +13.5 bp | +9.7 bp | 104.91 | -1.21 % | -0.87 % | |||
| 10 years | -0.482% | +12.7 bp | +6.3 bp | 104.95 | -1.27 % | -0.63 % | |||
| 15 years | -0.341% | +15.9 bp | +10.3 bp | 105.26 | -2.37 % | -1.53 % | |||
| 20 years | -0.200% | +15.6 bp | +7.6 bp | 104.09 | -3.07 % | -1.50 % | |||
| 25 years | -0.064% | +18.6 bp | +7.9 bp | 101.61 | -4.56 % | -1.96 % | |||
| 30 years | 0.023% | +17.4 bp | +9.5 bp | 99.31 | -5.09 % | -2.81 % | |||
10Y Bond Yield Spread - Germany vs Main Countries
The Germany 10Y Government Bond has a -0.482% 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 | -45.9 bp | -14.3 | -17.6 | ||
| Japan 10Y | -48.9 bp | -2.9 | -9.7 | ||
| United Kingdom 10Y | -84.4 bp | +21.3 | +21.3 | ||
| Spain 10Y | -114.1 bp | -25.0 | -40.9 | ||
| United States 10Y | -114.2 bp | +63.0 | +104.3 | ||
| Canada 10Y | -117.6 bp | +56.3 | +71.7 | ||
| Australia 10Y | -118.1 bp | +12.4 | +32.1 | ||
| Italy 10Y | -199.3 bp | -29.8 | -58.3 | ||
| China 10Y | -311.8 bp | +28.6 | +58.2 | ||
| India 10Y | -662.0 bp | +36.0 | +58.2 | ||
| Russia 10Y | -723.7 bp | -15.8 | +33.8 | ||
| Brazil 10Y | -810.0 bp | -74.0 | -46.0 |
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 | 0.023% | 99.31 | 129.21 | 188.99 | 248.78 | 308.57 | 368.35 | |
| 25 years | -0.064% | 101.61 | 126.82 | 177.24 | 227.66 | 278.08 | 328.50 | |
| 20 years | -0.200% | 104.09 | 124.51 | 165.36 | 206.22 | 247.07 | 287.92 | |
| 15 years | -0.341% | 105.26 | 120.67 | 151.51 | 182.34 | 213.18 | 244.01 | |
| 10 years | -0.482% | 104.95 | 115.22 | 135.76 | 156.30 | 176.84 | 197.38 | |
| 9 years | -0.531% | 104.91 | 114.15 | 132.64 | 151.13 | 169.61 | 188.10 | |
| 8 years | -0.567% | 104.65 | 112.86 | 129.28 | 145.69 | 162.11 | 178.53 | |
| 7 years | -0.621% | 104.46 | 111.63 | 125.99 | 140.34 | 154.70 | 169.05 | |
| 6 years | -0.650% | 103.99 | 110.13 | 122.41 | 134.68 | 146.96 | 159.24 | |
| 5 years | -0.662% | 103.38 | 108.48 | 118.68 | 128.88 | 139.08 | 149.28 | |
| 4 years | -0.693% | 102.82 | 106.89 | 115.03 | 123.17 | 131.31 | 139.45 | |
| 3 years | -0.728% | 102.22 | 105.26 | 111.35 | 117.44 | 123.53 | 129.61 | |
| 2 years | -0.698% | 101.41 | 103.43 | 107.47 | 111.52 | 115.56 | 119.60 | |
| 1 year | -0.712% | 100.72 | 101.72 | 103.74 | 105.75 | 107.77 | 109.78 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||