Last Update: 24 Jan 2020 9:15 GMT+0
The Germany 10Y Government Bond has a -0.291% yield.
10 Years vs 2 Years bond spread is 31.3 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 8.80 and implied probability of default is 0.15%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 1 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 4.2 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 31.3 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 | 8.80 | -2.22 % | 0.00 % | -34.81 % | 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 | -0.579% | +18.4 bp | -4.4 bp | ||||||
| 6 months | -0.593% | +7.2 bp | +2.8 bp | ||||||
| 9 months | -0.646% | +5.9 bp | +3.9 bp | ||||||
| 1 year | -0.614% | +7.2 bp | +7.5 bp | 100.62 | -0.07 % | -0.07 % | |||
| 2 years | -0.604% | +4.0 bp | +17.7 bp | 101.22 | -0.08 % | -0.35 % | |||
| 3 years | -0.623% | +0.8 bp | +18.0 bp | 101.89 | -0.03 % | -0.55 % | |||
| 4 years | -0.603% | -1.1 bp | +16.6 bp | 102.45 | +0.05 % | -0.67 % | |||
| 5 years | -0.562% | -4.0 bp | +15.4 bp | 102.86 | +0.20 % | -0.77 % | |||
| 6 years | -0.512% | -5.1 bp | +15.5 bp | 103.13 | +0.31 % | -0.93 % | |||
| 7 years | -0.466% | -5.0 bp | +14.3 bp | 103.32 | +0.35 % | -1.01 % | |||
| 8 years | -0.423% | -6.1 bp | +12.0 bp | 103.45 | +0.50 % | -0.96 % | |||
| 9 years | -0.362% | -7.7 bp | +14.3 bp | 103.32 | +0.70 % | -1.28 % | |||
| 10 years | -0.291% | -4.6 bp | +8.4 bp | 102.96 | +0.47 % | -0.84 % | |||
| 15 years | -0.161% | -6.6 bp | +2.7 bp | 102.45 | +1.00 % | -0.40 % | |||
| 20 years | 0.001% | -5.6 bp | +0.9 bp | 99.98 | +1.12 % | -0.18 % | |||
| 25 years | 0.124% | -6.5 bp | -1.4 bp | 96.95 | +1.64 % | +0.35 % | |||
| 30 years | 0.227% | -6.3 bp | +1.6 bp | 93.42 | +1.90 % | -0.48 % | |||
10Y Bond Yield Spread - Germany vs Main Countries
The Germany 10Y Government Bond has a -0.291% 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 | -24.9 bp | +5.5 | +1.3 | ||
| Japan 10Y | -27.1 bp | -2.4 | -4.5 | ||
| Spain 10Y | -66.9 bp | -0.2 | +6.3 | ||
| United Kingdom 10Y | -89.8 bp | +11.7 | +15.4 | ||
| Australia 10Y | -139.4 bp | +15.7 | +26.4 | ||
| Italy 10Y | -156.8 bp | +18.3 | +30.6 | ||
| Canada 10Y | -170.8 bp | +15.4 | +11.6 | ||
| United States 10Y | -204.3 bp | +10.5 | +38.0 | ||
| China 10Y | -332.5 bp | +12.2 | +22.8 | ||
| Russia 10Y | -649.1 bp | +8.9 | +115.4 | ||
| India 10Y | -688.5 bp | -6.9 | -7.2 | ||
| Brazil 10Y | -698.8 bp | +19.4 | +57.7 |
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 | 0.227% | 93.42 | 122.39 | 180.33 | 238.27 | 296.21 | 354.15 | |
| 25 years | 0.124% | 96.95 | 121.55 | 170.75 | 219.96 | 269.16 | 318.36 | |
| 20 years | 0.001% | 99.98 | 119.98 | 159.97 | 199.97 | 239.97 | 279.96 | |
| 15 years | -0.161% | 102.45 | 117.64 | 148.03 | 178.42 | 208.81 | 239.20 | |
| 10 years | -0.291% | 102.96 | 113.12 | 133.44 | 153.77 | 174.09 | 194.41 | |
| 9 years | -0.362% | 103.32 | 112.48 | 130.81 | 149.14 | 167.47 | 185.80 | |
| 8 years | -0.423% | 103.45 | 111.60 | 127.91 | 144.22 | 160.53 | 176.84 | |
| 7 years | -0.466% | 103.32 | 110.46 | 124.72 | 138.99 | 153.25 | 167.51 | |
| 6 years | -0.512% | 103.13 | 109.24 | 121.45 | 133.67 | 145.89 | 158.11 | |
| 5 years | -0.562% | 102.86 | 107.94 | 118.11 | 128.29 | 138.46 | 148.63 | |
| 4 years | -0.603% | 102.45 | 106.51 | 114.63 | 122.75 | 130.88 | 139.00 | |
| 3 years | -0.623% | 101.89 | 104.93 | 111.01 | 117.08 | 123.16 | 129.23 | |
| 2 years | -0.604% | 101.22 | 103.24 | 107.27 | 111.31 | 115.35 | 119.38 | |
| 1 year | -0.614% | 100.62 | 101.62 | 103.64 | 105.65 | 107.66 | 109.67 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||