Last Update: 8 Mar 2021 1:15 GMT+0
The Germany 10Y Government Bond has a -0.310% yield.
10 Years vs 2 Years bond spread is 38.5 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 10.20 and implied probability of default is 0.17%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -6.1 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 7.1 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 38.5 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 | 10.20 | 0.00 % | -7.27 % | -18.40 % | 0.17 % |
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 | -0.622% | +1.7 bp | -2.0 bp | ||||||
| 6 months | -0.625% | +1.4 bp | -4.3 bp | ||||||
| 9 months | -0.619% | +2.0 bp | -3.6 bp | ||||||
| 1 year | -0.634% | +2.9 bp | -4.4 bp | 100.64 | -0.03 % | +0.05 % | |||
| 2 years | -0.695% | +1.5 bp | +1.2 bp | 101.40 | -0.04 % | -0.03 % | |||
| 3 years | -0.707% | +4.0 bp | +4.0 bp | 102.15 | -0.12 % | -0.12 % | |||
| 4 years | -0.678% | +5.3 bp | +6.5 bp | 102.76 | -0.21 % | -0.26 % | |||
| 5 years | -0.624% | +6.3 bp | +8.4 bp | 103.18 | -0.32 % | -0.42 % | |||
| 6 years | -0.585% | +8.6 bp | +12.0 bp | 103.58 | -0.52 % | -0.73 % | |||
| 7 years | -0.528% | +9.1 bp | +10.5 bp | 103.78 | -0.63 % | -0.74 % | |||
| 8 years | -0.452% | +11.5 bp | +16.9 bp | 103.69 | -0.92 % | -1.35 % | |||
| 9 years | -0.378% | +12.6 bp | +18.8 bp | 103.47 | -1.13 % | -1.68 % | |||
| 10 years | -0.310% | +13.1 bp | +18.6 bp | 103.15 | -1.31 % | -1.86 % | |||
| 15 years | -0.038% | +21.6 bp | +25.0 bp | 100.57 | -3.20 % | -3.69 % | |||
| 20 years | -0.016% | +18.8 bp | +23.5 bp | 100.32 | -3.70 % | -4.59 % | |||
| 25 years | 0.126% | +18.8 bp | +27.8 bp | 96.90 | -4.59 % | -6.72 % | |||
| 30 years | 0.204% | +18.3 bp | +25.0 bp | 94.07 | -5.33 % | -7.22 % | |||
10Y Bond Yield Spread - Germany vs Main Countries
The Germany 10Y Government Bond has a -0.310% 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 | -25.5 bp | -3.5 | +4.7 | ||
| Japan 10Y | -39.4 bp | +11.1 | +13.6 | ||
| Spain 10Y | -70.5 bp | -13.1 | +12.3 | ||
| Italy 10Y | -105.4 bp | -10.7 | +53.7 | ||
| United Kingdom 10Y | -106.7 bp | -14.9 | -38.4 | ||
| Canada 10Y | -181.6 bp | -36.1 | -75.5 | ||
| United States 10Y | -189.9 bp | -28.2 | -72.1 | ||
| Australia 10Y | -210.2 bp | -41.6 | -68.5 | ||
| China 10Y | -358.8 bp | +11.0 | +6.4 | ||
| India 10Y | -654.2 bp | -6.1 | +1.0 | ||
| Russia 10Y | -697.0 bp | -32.4 | -22.4 | ||
| Brazil 10Y | -881.2 bp | -90.6 | -153.6 |
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 | 0.204% | 94.07 | 123.14 | 181.28 | 239.43 | 297.57 | 355.71 | |
| 25 years | 0.126% | 96.90 | 121.50 | 170.69 | 219.88 | 269.07 | 318.26 | |
| 20 years | -0.016% | 100.32 | 120.35 | 160.42 | 200.49 | 240.56 | 280.62 | |
| 15 years | -0.038% | 100.57 | 115.62 | 145.71 | 175.80 | 205.89 | 235.98 | |
| 10 years | -0.310% | 103.15 | 113.33 | 133.67 | 154.02 | 174.36 | 194.71 | |
| 9 years | -0.378% | 103.47 | 112.64 | 130.98 | 149.33 | 167.67 | 186.02 | |
| 8 years | -0.452% | 103.69 | 111.86 | 128.19 | 144.52 | 160.85 | 177.18 | |
| 7 years | -0.528% | 103.78 | 110.93 | 125.23 | 139.53 | 153.83 | 168.13 | |
| 6 years | -0.585% | 103.58 | 109.71 | 121.96 | 134.21 | 146.46 | 158.71 | |
| 5 years | -0.624% | 103.18 | 108.27 | 118.46 | 128.65 | 138.84 | 149.03 | |
| 4 years | -0.678% | 102.76 | 106.83 | 114.96 | 123.10 | 131.24 | 139.38 | |
| 3 years | -0.707% | 102.15 | 105.19 | 111.28 | 117.37 | 123.45 | 129.54 | |
| 2 years | -0.695% | 101.40 | 103.43 | 107.47 | 111.51 | 115.55 | 119.59 | |
| 1 year | -0.634% | 100.64 | 101.64 | 103.66 | 105.67 | 107.68 | 109.70 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||