Last Update: 19 Sep 2020 12:15 GMT+0
The Netherlands 10Y Government Bond has a -0.382% yield.
10 Years vs 2 Years bond spread is 27.8 bp. Yield Curve is flat 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 10.60 and implied probability of default is 0.18%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 2.6 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 27.8 bp | Yield Curve is flat 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 | 10.60 | -2.75 % | -9.40 % | -14.52 % | 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 | -0.622% | -3.9 bp | -1.9 bp | ||||||
| 3 months | -0.579% | -1.9 bp | +7.2 bp | ||||||
| 6 months | -0.580% | -0.4 bp | +8.4 bp | ||||||
| 2 years | -0.660% | -2.6 bp | -17.5 bp | 101.33 | +0.05 % | +0.35 % | |||
| 3 years | -0.666% | -1.4 bp | -25.8 bp | 102.02 | +0.04 % | +0.78 % | |||
| 4 years | -0.662% | -0.9 bp | -35.1 bp | 102.69 | +0.03 % | +1.42 % | |||
| 5 years | -0.634% | -1.1 bp | -36.7 bp | 103.23 | +0.06 % | +1.85 % | |||
| 6 years | -0.600% | -2.1 bp | -46.6 bp | 103.68 | +0.13 % | +2.85 % | |||
| 7 years | -0.534% | -1.5 bp | -46.4 bp | 103.82 | +0.11 % | +3.31 % | |||
| 8 years | -0.494% | -1.6 bp | -44.0 bp | 104.04 | +0.13 % | +3.59 % | |||
| 9 years | -0.446% | -2.5 bp | -41.2 bp | 104.10 | +0.22 % | +3.78 % | |||
| 10 years | -0.382% | -3.5 bp | -39.3 bp | 103.90 | +0.35 % | +4.01 % | |||
| 15 years | -0.294% | -2.4 bp | -33.6 bp | 104.52 | +0.36 % | +5.18 % | |||
| 20 years | -0.106% | -2.7 bp | -29.0 bp | 102.14 | +0.54 % | +5.97 % | |||
| 25 years | -0.107% | -2.6 bp | -31.2 bp | 102.71 | +0.65 % | +8.10 % | |||
| 30 years | -0.039% | -1.8 bp | -31.2 bp | 101.18 | +0.55 % | +9.80 % | |||
10Y Bond Yield Spread - Netherlands vs Main Countries
The Netherlands 10Y Government Bond has a -0.382% 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 | 10.5 bp | -1.7 | -15.2 | ||
| France 10Y | -15.9 bp | -0.0 | +1.8 | ||
| Japan 10Y | -40.2 bp | -3.0 | -30.8 | ||
| United Kingdom 10Y | -55.9 bp | +2.4 | +5.1 | ||
| Spain 10Y | -66.4 bp | -2.5 | +16.1 | ||
| Canada 10Y | -96.1 bp | -3.3 | +2.6 | ||
| United States 10Y | -107.9 bp | -4.7 | +6.9 | ||
| Australia 10Y | -131.1 bp | -8.3 | -2.2 | ||
| Italy 10Y | -134.2 bp | -2.0 | +36.3 | ||
| China 10Y | -353.1 bp | -17.2 | -75.3 | ||
| India 10Y | -639.6 bp | -4.1 | +0.3 | ||
| Russia 10Y | -655.2 bp | -11.0 | +158.2 | ||
| Brazil 10Y | -762.1 bp | -44.9 | +149.6 |
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 | -0.039% | 101.18 | 131.36 | 191.72 | 252.09 | 312.45 | 372.82 | |
| 25 years | -0.107% | 102.71 | 128.06 | 178.77 | 229.47 | 280.17 | 330.87 | |
| 20 years | -0.106% | 102.14 | 122.37 | 162.82 | 203.27 | 243.71 | 284.16 | |
| 15 years | -0.294% | 104.52 | 119.87 | 150.59 | 181.31 | 212.03 | 242.74 | |
| 10 years | -0.382% | 103.90 | 114.11 | 134.54 | 154.97 | 175.39 | 195.82 | |
| 9 years | -0.446% | 104.10 | 113.31 | 131.72 | 150.13 | 168.53 | 186.94 | |
| 8 years | -0.494% | 104.04 | 112.22 | 128.58 | 144.95 | 161.31 | 177.67 | |
| 7 years | -0.534% | 103.82 | 110.97 | 125.27 | 139.58 | 153.88 | 168.19 | |
| 6 years | -0.600% | 103.68 | 109.80 | 122.06 | 134.32 | 146.57 | 158.83 | |
| 5 years | -0.634% | 103.23 | 108.33 | 118.52 | 128.71 | 138.91 | 149.10 | |
| 4 years | -0.662% | 102.69 | 106.76 | 114.89 | 123.03 | 131.16 | 139.30 | |
| 3 years | -0.666% | 102.02 | 105.07 | 111.15 | 117.23 | 123.31 | 129.39 | |
| 2 years | -0.660% | 101.33 | 103.35 | 107.39 | 111.43 | 115.47 | 119.51 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||