Last Update: 19 Apr 2019 8:15 GMT+0
The Netherlands 10Y Government Bond has a 0.197% yield.
10 Years vs 2 Years bond spread is 77.2 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 0.00%.
The Netherlands rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 13.60 and implied probability of default is 0.23%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 25.9 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 77.2 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 | 13.60 | +0.74 % | +10.57 % | +21.43 % | 0.23 % |
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 | -0.525% | -1.5 bp | +0.5 bp | ||||||
| 3 months | -0.566% | -2.0 bp | +18.3 bp | ||||||
| 6 months | -0.522% | -0.2 bp | +22.0 bp | ||||||
| 2 years | -0.575% | -5.4 bp | +4.9 bp | 101.16 | +0.11 % | -0.10 % | |||
| 3 years | -0.510% | -6.7 bp | -4.0 bp | 101.55 | +0.21 % | +0.13 % | |||
| 4 years | -0.391% | -8.1 bp | -6.8 bp | 101.58 | +0.33 % | +0.28 % | |||
| 5 years | -0.316% | -7.4 bp | -10.3 bp | 101.60 | +0.38 % | +0.52 % | |||
| 6 years | -0.200% | -8.8 bp | -23.4 bp | 101.21 | +0.54 % | +1.41 % | |||
| 7 years | -0.114% | -9.5 bp | -32.2 bp | 100.80 | +0.67 % | +2.27 % | |||
| 8 years | 0.009% | -8.9 bp | -33.1 bp | 99.93 | +0.72 % | +2.68 % | |||
| 9 years | 0.100% | -9.3 bp | -40.0 bp | 99.10 | +0.83 % | +3.65 % | |||
| 10 years | 0.197% | -9.6 bp | -39.5 bp | 98.05 | +0.96 % | +4.01 % | |||
| 15 years | 0.381% | -7.8 bp | -44.4 bp | 94.46 | +1.18 % | +6.86 % | |||
| 20 years | 0.510% | -6.9 bp | -39.0 bp | 90.33 | +1.38 % | +8.06 % | |||
| 25 years | 0.624% | -8.2 bp | -37.0 bp | 85.60 | +2.06 % | +9.62 % | |||
| 30 years | 0.713% | -8.5 bp | -39.7 bp | 80.80 | +2.56 % | +12.52 % | |||
10Y Bond Yield Spread - Netherlands vs Main Countries
The Netherlands 10Y Government Bond has a 0.197% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 22.4 bp | -11.3 | -21.9 | ||
| Germany 10Y | 17.4 bp | -1.4 | +3.5 | ||
| France 10Y | -17.3 bp | +1.1 | +7.0 | ||
| Spain 10Y | -86.4 bp | +2.9 | +30.4 | ||
| United Kingdom 10Y | -99.2 bp | -9.6 | +0.2 | ||
| Canada 10Y | -156.9 bp | -13.4 | +33.4 | ||
| Australia 10Y | -172.8 bp | -9.5 | +38.5 | ||
| United States 10Y | -236.3 bp | -3.8 | +24.1 | ||
| Italy 10Y | -241.5 bp | -21.9 | +56.2 | ||
| China 10Y | -319.3 bp | -32.8 | -20.2 | ||
| India 10Y | -722.3 bp | +2.0 | +10.6 | ||
| Russia 10Y | -804.3 bp | -5.6 | -4.5 | ||
| Brazil 10Y | -876.3 bp | -29.6 | +102.5 |
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 | 0.713% | 80.80 | 107.73 | 161.57 | 215.42 | 269.26 | 323.11 | |
| 25 years | 0.624% | 85.60 | 108.68 | 154.84 | 201.00 | 247.17 | 293.33 | |
| 20 years | 0.510% | 90.33 | 109.29 | 147.23 | 185.17 | 223.10 | 261.04 | |
| 15 years | 0.381% | 94.46 | 109.01 | 138.11 | 167.22 | 196.32 | 225.43 | |
| 10 years | 0.197% | 98.05 | 107.94 | 127.73 | 147.51 | 167.30 | 187.08 | |
| 9 years | 0.100% | 99.10 | 108.06 | 125.97 | 143.88 | 161.79 | 179.70 | |
| 8 years | 0.009% | 99.93 | 107.92 | 123.92 | 139.91 | 155.91 | 171.90 | |
| 7 years | -0.114% | 100.80 | 107.83 | 121.90 | 135.96 | 150.03 | 164.09 | |
| 6 years | -0.200% | 101.21 | 107.25 | 119.34 | 131.42 | 143.50 | 155.59 | |
| 5 years | -0.316% | 101.60 | 106.64 | 116.74 | 126.83 | 136.93 | 147.02 | |
| 4 years | -0.391% | 101.58 | 105.62 | 113.70 | 121.78 | 129.86 | 137.93 | |
| 3 years | -0.510% | 101.55 | 104.58 | 110.64 | 116.70 | 122.76 | 128.82 | |
| 2 years | -0.575% | 101.16 | 103.18 | 107.21 | 111.25 | 115.28 | 119.32 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||