Last Update: 22 Feb 2019 1:15 GMT+0
The Netherlands 10Y Government Bond has a 0.338% yield.
10 Years vs 2 Years bond spread is 87.2 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 13.10 and implied probability of default is 0.22%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 31.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 87.2 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 | 13.10 | -0.76 % | +0.77 % | +9.17 % | 0.22 % |
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 | -0.529% | +6.0 bp | +3.5 bp | ||||||
| 3 months | -0.492% | +8.6 bp | +12.6 bp | ||||||
| 6 months | -0.530% | +2.4 bp | +8.2 bp | ||||||
| 2 years | -0.534% | +3.7 bp | +7.7 bp | 101.08 | -0.07 % | -0.15 % | |||
| 3 years | -0.463% | +1.3 bp | +3.9 bp | 101.40 | -0.04 % | -0.12 % | |||
| 4 years | -0.316% | +10.5 bp | +5.8 bp | 101.27 | -0.42 % | -0.24 % | |||
| 5 years | -0.223% | -0.4 bp | +9.8 bp | 101.12 | +0.02 % | -0.49 % | |||
| 6 years | -0.091% | -5.3 bp | +1.0 bp | 100.55 | +0.32 % | -0.06 % | |||
| 7 years | 0.018% | -6.6 bp | -5.9 bp | 99.87 | +0.46 % | +0.41 % | |||
| 8 years | 0.133% | -9.0 bp | -7.2 bp | 98.94 | +0.72 % | +0.57 % | |||
| 9 years | 0.234% | +3.4 bp | -11.9 bp | 97.92 | -0.31 % | +1.07 % | |||
| 10 years | 0.338% | +0.5 bp | -11.3 bp | 96.68 | -0.05 % | +1.13 % | |||
| 15 years | 0.506% | -9.6 bp | -18.7 bp | 92.71 | +1.44 % | +2.83 % | |||
| 20 years | 0.614% | -7.8 bp | -16.0 bp | 88.48 | +1.56 % | +3.23 % | |||
| 25 years | 0.707% | -6.6 bp | -18.0 bp | 83.85 | +1.65 % | +4.56 % | |||
| 30 years | 0.807% | -6.9 bp | -18.8 bp | 78.57 | +2.07 % | +5.75 % | |||
10Y Bond Yield Spread - Netherlands vs Main Countries
The Netherlands 10Y Government Bond has a 0.338% 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 | 37.5 bp | +4.6 | +1.8 | ||
| Germany 10Y | 21.4 bp | +10.9 | +10.3 | ||
| France 10Y | -20.7 bp | +9.9 | +3.0 | ||
| United Kingdom 10Y | -86.4 bp | +12.3 | -4.8 | ||
| Spain 10Y | -88.5 bp | +14.0 | +6.6 | ||
| Canada 10Y | -158.6 bp | +5.0 | +22.0 | ||
| Australia 10Y | -176.4 bp | +18.4 | +32.5 | ||
| United States 10Y | -235.0 bp | +6.3 | +1.8 | ||
| Italy 10Y | -251.9 bp | -7.2 | +9.3 | ||
| China 10Y | -282.4 bp | -2.7 | +37.1 | ||
| India 10Y | -720.6 bp | -0.6 | +17.0 | ||
| Russia 10Y | -810.2 bp | -15.5 | +6.7 | ||
| Brazil 10Y | -866.2 bp | +6.5 | +304.7 |
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 | 0.807% | 78.57 | 105.12 | 158.22 | 211.32 | 264.42 | 317.52 | |
| 25 years | 0.707% | 83.85 | 106.69 | 152.38 | 198.06 | 243.74 | 289.42 | |
| 20 years | 0.614% | 88.48 | 107.24 | 144.78 | 182.31 | 219.84 | 257.38 | |
| 15 years | 0.506% | 92.71 | 107.12 | 135.94 | 164.76 | 193.58 | 222.40 | |
| 10 years | 0.338% | 96.68 | 106.50 | 126.13 | 145.76 | 165.40 | 185.03 | |
| 9 years | 0.234% | 97.92 | 106.81 | 124.61 | 142.40 | 160.19 | 177.98 | |
| 8 years | 0.133% | 98.94 | 106.89 | 122.80 | 138.70 | 154.61 | 170.51 | |
| 7 years | 0.018% | 99.87 | 106.87 | 120.86 | 134.85 | 148.84 | 162.83 | |
| 6 years | -0.091% | 100.55 | 106.57 | 118.61 | 130.64 | 142.68 | 154.72 | |
| 5 years | -0.223% | 101.12 | 106.16 | 116.22 | 126.29 | 136.36 | 146.43 | |
| 4 years | -0.316% | 101.27 | 105.31 | 113.37 | 121.43 | 129.50 | 137.56 | |
| 3 years | -0.463% | 101.40 | 104.43 | 110.49 | 116.54 | 122.60 | 128.65 | |
| 2 years | -0.534% | 101.08 | 103.09 | 107.13 | 111.16 | 115.19 | 119.22 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||