Last Update: 10 Dec 2019 1:15 GMT+0
The Netherlands 10Y Government Bond has a -0.175% yield.
10 Years vs 2 Years bond spread is 46.6 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 12.50 and implied probability of default is 0.21%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 12.3 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 46.6 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 | 12.50 | -0.79 % | +2.46 % | -4.58 % | 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 | -0.807% | -20.9 bp | -28.9 bp | ||||||
| 3 months | -0.704% | -0.8 bp | -11.9 bp | ||||||
| 6 months | -0.731% | -13.4 bp | -20.3 bp | ||||||
| 2 years | -0.641% | -2.0 bp | -0.7 bp | 101.29 | +0.04 % | +0.01 % | |||
| 3 years | -0.632% | -2.9 bp | -1.2 bp | 101.92 | +0.09 % | +0.04 % | |||
| 4 years | -0.597% | -3.0 bp | -4.5 bp | 102.42 | +0.12 % | +0.18 % | |||
| 5 years | -0.518% | -1.3 bp | -1.8 bp | 102.63 | +0.07 % | +0.09 % | |||
| 6 years | -0.445% | -4.3 bp | -4.6 bp | 102.71 | +0.25 % | +0.27 % | |||
| 7 years | -0.389% | -4.2 bp | -8.4 bp | 102.77 | +0.30 % | +0.60 % | |||
| 8 years | -0.309% | -4.7 bp | -9.2 bp | 102.51 | +0.38 % | +0.75 % | |||
| 9 years | -0.248% | -4.5 bp | -11.8 bp | 102.26 | +0.40 % | +1.07 % | |||
| 10 years | -0.175% | -3.9 bp | -13.2 bp | 101.77 | +0.39 % | +1.33 % | |||
| 15 years | -0.027% | -3.0 bp | -14.6 bp | 100.41 | +0.45 % | +2.22 % | |||
| 20 years | 0.191% | +7.8 bp | -4.1 bp | 96.26 | -1.54 % | +0.83 % | |||
| 25 years | 0.155% | -3.9 bp | -18.7 bp | 96.20 | +0.98 % | +4.77 % | |||
| 30 years | 0.232% | -3.8 bp | -20.0 bp | 93.28 | +1.14 % | +6.16 % | |||
10Y Bond Yield Spread - Netherlands vs Main Countries
The Netherlands 10Y Government Bond has a -0.175% 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 | -0.2 | -4.4 | ||
| Japan 10Y | -17.4 bp | -9.8 | -25.1 | ||
| France 10Y | -18.3 bp | -1.9 | -0.6 | ||
| Spain 10Y | -62.2 bp | -9.8 | +2.8 | ||
| United Kingdom 10Y | -93.9 bp | -1.3 | -6.1 | ||
| Australia 10Y | -129.9 bp | +15.7 | +22.6 | ||
| Italy 10Y | -154.9 bp | -13.6 | +86.2 | ||
| Canada 10Y | -176.4 bp | -4.3 | -20.4 | ||
| United States 10Y | -199.6 bp | +8.5 | +19.2 | ||
| China 10Y | -340.0 bp | +3.1 | -8.4 | ||
| Russia 10Y | -656.5 bp | -1.9 | +116.8 | ||
| India 10Y | -683.4 bp | -14.4 | +28.6 | ||
| Brazil 10Y | -692.6 bp | -14.6 | +121.7 |
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 | 0.232% | 93.28 | 122.23 | 180.13 | 238.02 | 295.92 | 353.81 | |
| 25 years | 0.155% | 96.20 | 120.71 | 169.71 | 218.72 | 267.72 | 316.73 | |
| 20 years | 0.191% | 96.26 | 115.86 | 155.07 | 194.28 | 233.49 | 272.70 | |
| 15 years | -0.027% | 100.41 | 115.44 | 145.50 | 175.57 | 205.63 | 235.70 | |
| 10 years | -0.175% | 101.77 | 111.86 | 132.06 | 152.25 | 172.45 | 192.64 | |
| 9 years | -0.248% | 102.26 | 111.37 | 129.60 | 147.82 | 166.05 | 184.27 | |
| 8 years | -0.309% | 102.51 | 110.62 | 126.84 | 143.07 | 159.29 | 175.52 | |
| 7 years | -0.389% | 102.77 | 109.88 | 124.10 | 138.32 | 152.54 | 166.76 | |
| 6 years | -0.445% | 102.71 | 108.81 | 121.00 | 133.18 | 145.37 | 157.56 | |
| 5 years | -0.518% | 102.63 | 107.71 | 117.87 | 128.02 | 138.18 | 148.34 | |
| 4 years | -0.597% | 102.42 | 106.48 | 114.61 | 122.73 | 130.85 | 138.97 | |
| 3 years | -0.632% | 101.92 | 104.96 | 111.04 | 117.11 | 123.19 | 129.27 | |
| 2 years | -0.641% | 101.29 | 103.31 | 107.35 | 111.39 | 115.43 | 119.47 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||