Last Update: 22 Oct 2019 22:15 GMT+0
The Netherlands 10Y Government Bond has a -0.236% yield.
10 Years vs 2 Years bond spread is 41.9 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 12.80 and implied probability of default is 0.21%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 7.3 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 41.9 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 | 12.80 | 0.00 % | -3.76 % | -5.19 % | 0.21 % |
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 | -0.519% | +1.3 bp | +0.6 bp | ||||||
| 3 months | -0.610% | +1.0 bp | -4.4 bp | ||||||
| 6 months | -0.671% | -6.7 bp | -14.9 bp | ||||||
| 2 years | -0.655% | +5.8 bp | -8.3 bp | 101.32 | -0.12 % | +0.17 % | |||
| 3 years | -0.639% | +7.1 bp | -12.9 bp | 101.94 | -0.22 % | +0.38 % | |||
| 4 years | -0.635% | +9.0 bp | -24.5 bp | 102.58 | -0.36 % | +0.98 % | |||
| 5 years | -0.582% | +6.6 bp | -26.6 bp | 102.96 | -0.33 % | +1.34 % | |||
| 6 years | -0.488% | +9.1 bp | -28.8 bp | 102.98 | -0.55 % | +1.75 % | |||
| 7 years | -0.437% | +10.4 bp | -33.0 bp | 103.11 | -0.73 % | +2.34 % | |||
| 8 years | -0.351% | +12.7 bp | -36.0 bp | 102.85 | -1.02 % | +2.92 % | |||
| 9 years | -0.304% | +14.0 bp | -40.4 bp | 102.78 | -1.26 % | +3.71 % | |||
| 10 years | -0.236% | +12.9 bp | -43.3 bp | 102.39 | -1.28 % | +4.43 % | |||
| 15 years | -0.111% | +15.7 bp | -49.2 bp | 101.68 | -2.33 % | +7.64 % | |||
| 20 years | 0.015% | +17.5 bp | -49.1 bp | 99.70 | -3.44 % | +10.29 % | |||
| 25 years | 0.095% | +18.9 bp | -52.9 bp | 97.65 | -4.62 % | +14.08 % | |||
| 30 years | 0.169% | +19.3 bp | -54.4 bp | 95.06 | -5.62 % | +17.65 % | |||
10Y Bond Yield Spread - Netherlands vs Main Countries
The Netherlands 10Y Government Bond has a -0.236% 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 | 13.0 bp | -3.0 | -4.3 | ||
| Japan 10Y | -11.0 bp | +4.0 | -33.6 | ||
| France 10Y | -16.8 bp | -2.4 | +0.5 | ||
| Spain 10Y | -49.6 bp | +12.1 | +37.0 | ||
| United Kingdom 10Y | -94.8 bp | +4.1 | +4.6 | ||
| Italy 10Y | -125.6 bp | +4.0 | +114.4 | ||
| Australia 10Y | -136.6 bp | +1.7 | +38.7 | ||
| Canada 10Y | -176.0 bp | -0.8 | -16.9 | ||
| United States 10Y | -200.4 bp | +8.3 | +38.4 | ||
| China 10Y | -348.5 bp | -0.2 | -26.3 | ||
| Russia 10Y | -671.6 bp | +65.9 | +133.7 | ||
| Brazil 10Y | -682.1 bp | +62.4 | +192.2 | ||
| India 10Y | -705.1 bp | +9.6 | +22.6 |
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 | 0.169% | 95.06 | 124.29 | 182.74 | 241.20 | 299.66 | 358.11 | |
| 25 years | 0.095% | 97.65 | 122.35 | 171.74 | 221.12 | 270.51 | 319.90 | |
| 20 years | 0.015% | 99.70 | 119.67 | 159.61 | 199.54 | 239.48 | 279.42 | |
| 15 years | -0.111% | 101.68 | 116.81 | 147.08 | 177.35 | 207.62 | 237.89 | |
| 10 years | -0.236% | 102.39 | 112.52 | 132.78 | 153.05 | 173.31 | 193.57 | |
| 9 years | -0.304% | 102.78 | 111.92 | 130.19 | 148.47 | 166.75 | 185.02 | |
| 8 years | -0.351% | 102.85 | 110.98 | 127.24 | 143.49 | 159.75 | 176.00 | |
| 7 years | -0.437% | 103.11 | 110.24 | 124.49 | 138.73 | 152.98 | 167.23 | |
| 6 years | -0.488% | 102.98 | 109.08 | 121.29 | 133.50 | 145.71 | 157.91 | |
| 5 years | -0.582% | 102.96 | 108.05 | 118.23 | 128.40 | 138.58 | 148.76 | |
| 4 years | -0.635% | 102.58 | 106.65 | 114.77 | 122.90 | 131.03 | 139.16 | |
| 3 years | -0.639% | 101.94 | 104.98 | 111.06 | 117.14 | 123.21 | 129.29 | |
| 2 years | -0.655% | 101.32 | 103.34 | 107.38 | 111.42 | 115.46 | 119.50 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||