Last Update: 6 Dec 2019 1:15 GMT+0
The Germany 10Y Government Bond has a -0.299% yield.
10 Years vs 2 Years bond spread is 38.8 bp. Normal Convexity 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 9.10 and implied probability of default is 0.15%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -3.5 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 11.2 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 38.8 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 | 9.10 | -1.09 % | -1.09 % | -33.09 % | 0.15 % |
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 | -0.695% | -6.0 bp | -13.8 bp | ||||||
| 6 months | -0.647% | -3.1 bp | -12.6 bp | ||||||
| 9 months | -0.665% | -6.0 bp | -11.7 bp | ||||||
| 1 year | -0.652% | -2.9 bp | -7.5 bp | 100.66 | +0.03 % | +0.08 % | |||
| 2 years | -0.687% | -3.8 bp | -4.1 bp | 101.39 | +0.08 % | +0.09 % | |||
| 3 years | -0.639% | +4.0 bp | +2.3 bp | 101.94 | -0.12 % | -0.07 % | |||
| 4 years | -0.605% | +4.1 bp | +4.1 bp | 102.46 | -0.17 % | -0.17 % | |||
| 5 years | -0.575% | +3.3 bp | +0.4 bp | 102.93 | -0.16 % | -0.02 % | |||
| 6 years | -0.510% | +5.7 bp | +3.8 bp | 103.12 | -0.34 % | -0.22 % | |||
| 7 years | -0.462% | +6.9 bp | +2.5 bp | 103.29 | -0.49 % | -0.18 % | |||
| 8 years | -0.398% | +7.7 bp | -0.9 bp | 103.24 | -0.62 % | +0.07 % | |||
| 9 years | -0.337% | +9.3 bp | -0.7 bp | 103.08 | -0.84 % | +0.06 % | |||
| 10 years | -0.299% | +4.4 bp | -6.7 bp | 103.04 | -0.44 % | +0.67 % | |||
| 15 years | -0.150% | +4.0 bp | -14.0 bp | 102.28 | -0.59 % | +2.13 % | |||
| 20 years | -0.012% | +3.3 bp | -17.6 bp | 100.24 | -0.65 % | +3.58 % | |||
| 25 years | 0.111% | +2.8 bp | -18.2 bp | 97.26 | -0.70 % | +4.64 % | |||
| 30 years | 0.213% | +5.5 bp | -15.1 bp | 93.82 | -1.63 % | +4.63 % | |||
10Y Bond Yield Spread - Germany vs Main Countries
The Germany 10Y Government Bond has a -0.299% 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 | -27.3 bp | -1.4 | -16.2 | ||
| France 10Y | -31.8 bp | -2.3 | +3.7 | ||
| Spain 10Y | -78.3 bp | -14.1 | +6.1 | ||
| United Kingdom 10Y | -107.0 bp | -2.0 | -1.2 | ||
| Australia 10Y | -142.9 bp | +15.6 | +28.6 | ||
| Italy 10Y | -176.4 bp | -33.1 | +96.2 | ||
| Canada 10Y | -191.7 bp | -3.0 | -22.2 | ||
| United States 10Y | -210.4 bp | +6.9 | +25.6 | ||
| China 10Y | -351.3 bp | +10.4 | -1.8 | ||
| Russia 10Y | -668.9 bp | +1.4 | +130.3 | ||
| India 10Y | -690.7 bp | -7.8 | +25.6 | ||
| Brazil 10Y | -708.2 bp | -26.1 | +138.0 |
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 | 0.213% | 93.82 | 122.85 | 180.91 | 238.97 | 297.04 | 355.10 | |
| 25 years | 0.111% | 97.26 | 121.91 | 171.19 | 220.48 | 269.76 | 319.05 | |
| 20 years | -0.012% | 100.24 | 120.27 | 160.32 | 200.37 | 240.42 | 280.47 | |
| 15 years | -0.150% | 102.28 | 117.46 | 147.82 | 178.18 | 208.55 | 238.91 | |
| 10 years | -0.299% | 103.04 | 113.21 | 133.54 | 153.87 | 174.20 | 194.54 | |
| 9 years | -0.337% | 103.08 | 112.24 | 130.55 | 148.85 | 167.16 | 185.47 | |
| 8 years | -0.398% | 103.24 | 111.39 | 127.68 | 143.97 | 160.26 | 176.55 | |
| 7 years | -0.462% | 103.29 | 110.43 | 124.69 | 138.95 | 153.21 | 167.48 | |
| 6 years | -0.510% | 103.12 | 109.22 | 121.44 | 133.66 | 145.88 | 158.09 | |
| 5 years | -0.575% | 102.93 | 108.01 | 118.19 | 128.36 | 138.54 | 148.71 | |
| 4 years | -0.605% | 102.46 | 106.52 | 114.64 | 122.76 | 130.89 | 139.01 | |
| 3 years | -0.639% | 101.94 | 104.98 | 111.06 | 117.14 | 123.21 | 129.29 | |
| 2 years | -0.687% | 101.39 | 103.41 | 107.45 | 111.49 | 115.53 | 119.58 | |
| 1 year | -0.652% | 100.66 | 101.66 | 103.68 | 105.69 | 107.70 | 109.72 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||