Last Update: 3 Mar 2021 23:15 GMT+0
The Netherlands 10Y Government Bond has a -0.239% yield.
10 Years vs 2 Years bond spread is 40.6 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.00% (last modification in March 2016).
The Netherlands 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 | ||
|---|---|---|---|---|
| 5Y vs 2Y | 5.5 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 40.6 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
|
- |
| Netherlands 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 | +2.94 % | +5.00 % | -7.08 % | 0.18 % |
Netherlands 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 | ||||
| 1 month | -0.611% | +2.7 bp | -2.6 bp | ||||||
| 3 months | -0.623% | +2.5 bp | -4.8 bp | ||||||
| 6 months | -0.621% | +0.5 bp | -4.7 bp | ||||||
| 2 years | -0.645% | +4.1 bp | +1.9 bp | 101.30 | -0.09 % | -0.04 % | |||
| 3 years | -0.680% | +3.5 bp | -1.0 bp | 102.07 | -0.11 % | +0.03 % | |||
| 4 years | -0.649% | +5.3 bp | +1.4 bp | 102.64 | -0.21 % | -0.06 % | |||
| 5 years | -0.590% | +7.3 bp | +4.0 bp | 103.00 | -0.37 % | -0.20 % | |||
| 6 years | -0.539% | +8.9 bp | +5.2 bp | 103.30 | -0.53 % | -0.31 % | |||
| 7 years | -0.459% | +12.8 bp | +6.3 bp | 103.27 | -0.90 % | -0.44 % | |||
| 8 years | -0.390% | +13.2 bp | +9.3 bp | 103.18 | -1.05 % | -0.74 % | |||
| 9 years | -0.314% | +15.0 bp | +10.6 bp | 102.87 | -1.34 % | -0.95 % | |||
| 10 years | -0.239% | +15.6 bp | +11.6 bp | 102.42 | -1.56 % | -1.16 % | |||
| 15 years | -0.125% | +19.4 bp | +14.7 bp | 101.89 | -2.88 % | -2.19 % | |||
| 20 years | 0.119% | +21.5 bp | +19.3 bp | 97.65 | -4.21 % | -3.78 % | |||
| 25 years | 0.117% | +20.5 bp | +21.0 bp | 97.12 | -5.00 % | -5.11 % | |||
| 30 years | 0.191% | +21.7 bp | +20.2 bp | 94.44 | -6.29 % | -5.87 % | |||
10Y Bond Yield Spread - Netherlands vs Main Countries
The Netherlands 10Y Government Bond has a -0.239% 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.
| Netherlands 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 5.8 bp | -0.3 | -5.3 | ||
| France 10Y | -19.4 bp | -3.8 | -0.9 | ||
| Japan 10Y | -35.3 bp | +9.6 | +3.9 | ||
| Spain 10Y | -56.0 bp | -4.4 | +15.0 | ||
| Italy 10Y | -99.5 bp | -5.6 | +43.8 | ||
| United Kingdom 10Y | -101.7 bp | -17.6 | -39.2 | ||
| Canada 10Y | -165.8 bp | -29.9 | -70.7 | ||
| United States 10Y | -172.3 bp | -19.2 | -64.7 | ||
| Australia 10Y | -200.7 bp | -37.4 | -69.5 | ||
| China 10Y | -351.8 bp | +13.2 | -2.5 | ||
| India 10Y | -647.7 bp | -0.8 | -19.2 | ||
| Russia 10Y | -687.4 bp | -18.9 | -37.4 | ||
| Brazil 10Y | -885.0 bp | -107.9 | -182.4 |
Netherlands 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 | 0.191% | 94.44 | 123.57 | 181.83 | 240.08 | 298.34 | 356.60 | |
| 25 years | 0.117% | 97.12 | 121.74 | 170.99 | 220.24 | 269.49 | 318.73 | |
| 20 years | 0.119% | 97.65 | 117.40 | 156.91 | 196.41 | 235.92 | 275.42 | |
| 15 years | -0.125% | 101.89 | 117.04 | 147.35 | 177.65 | 207.95 | 238.25 | |
| 10 years | -0.239% | 102.42 | 112.55 | 132.82 | 153.09 | 173.35 | 193.62 | |
| 9 years | -0.314% | 102.87 | 112.01 | 130.30 | 148.59 | 166.87 | 185.16 | |
| 8 years | -0.390% | 103.18 | 111.32 | 127.60 | 143.89 | 160.17 | 176.46 | |
| 7 years | -0.459% | 103.27 | 110.40 | 124.66 | 138.92 | 153.18 | 167.45 | |
| 6 years | -0.539% | 103.30 | 109.41 | 121.64 | 133.87 | 146.10 | 158.33 | |
| 5 years | -0.590% | 103.00 | 108.09 | 118.27 | 128.45 | 138.63 | 148.81 | |
| 4 years | -0.649% | 102.64 | 106.70 | 114.84 | 122.97 | 131.10 | 139.23 | |
| 3 years | -0.680% | 102.07 | 105.11 | 111.19 | 117.27 | 123.36 | 129.44 | |
| 2 years | -0.645% | 101.30 | 103.32 | 107.36 | 111.40 | 115.44 | 119.48 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||