Last Update: 5 Jul 2020 0:15 GMT+0
The Netherlands 10Y Government Bond has a -0.291% yield.
10 Years vs 2 Years bond spread is 36 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 12.00 and implied probability of default is 0.20%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 7.4 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 36 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 | 12.00 | -15.49 % | -20.00 % | -3.23 % | 0.20 % |
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 | -0.588% | -2.3 bp | -0.9 bp | ||||||
| 3 months | -0.565% | -4.1 bp | +6.0 bp | ||||||
| 6 months | -0.562% | -2.1 bp | +3.3 bp | ||||||
| 2 years | -0.651% | -9.3 bp | -1.6 bp | 101.31 | +0.18 % | +0.03 % | |||
| 3 years | -0.636% | -9.7 bp | +0.6 bp | 101.93 | +0.30 % | -0.02 % | |||
| 4 years | -0.617% | -11.2 bp | -1.8 bp | 102.51 | +0.45 % | +0.08 % | |||
| 5 years | -0.577% | -13.0 bp | -6.4 bp | 102.94 | +0.66 % | +0.33 % | |||
| 6 years | -0.527% | -14.4 bp | -9.1 bp | 103.22 | +0.87 % | +0.55 % | |||
| 7 years | -0.470% | -16.0 bp | -8.6 bp | 103.35 | +1.13 % | +0.60 % | |||
| 8 years | -0.421% | -17.6 bp | -12.9 bp | 103.43 | +1.42 % | +1.04 % | |||
| 9 years | -0.361% | -18.8 bp | -11.4 bp | 103.31 | +1.71 % | +1.04 % | |||
| 10 years | -0.291% | -17.8 bp | -13.5 bp | 102.96 | +1.80 % | +1.37 % | |||
| 15 years | -0.211% | -18.7 bp | -17.4 bp | 103.22 | +2.85 % | +2.65 % | |||
| 20 years | -0.015% | -19.0 bp | -20.6 bp | 100.30 | +3.87 % | +4.20 % | |||
| 25 years | -0.020% | -22.2 bp | -18.1 bp | 100.50 | +5.70 % | +4.62 % | |||
| 30 years | 0.043% | -22.1 bp | -19.5 bp | 98.72 | +6.84 % | +6.01 % | |||
10Y Bond Yield Spread - Netherlands vs Main Countries
The Netherlands 10Y Government Bond has a -0.291% 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 | 14.5 bp | -2.5 | +1.1 | ||
| France 10Y | -17.5 bp | -4.8 | +0.4 | ||
| Japan 10Y | -32.4 bp | -17.0 | -18.0 | ||
| United Kingdom 10Y | -47.8 bp | -0.6 | +42.0 | ||
| Spain 10Y | -73.2 bp | -6.3 | -19.2 | ||
| Canada 10Y | -84.8 bp | -0.3 | +84.7 | ||
| United States 10Y | -96.0 bp | +4.7 | +98.9 | ||
| Australia 10Y | -119.7 bp | +4.2 | +15.7 | ||
| Italy 10Y | -161.2 bp | -8.0 | -11.4 | ||
| China 10Y | -322.0 bp | -23.1 | +13.0 | ||
| India 10Y | -613.6 bp | -20.2 | +53.0 | ||
| Russia 10Y | -633.1 bp | -50.8 | +6.0 | ||
| Brazil 10Y | -675.8 bp | +15.3 | +12.4 |
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 | 0.043% | 98.72 | 128.52 | 188.12 | 247.72 | 307.33 | 366.93 | |
| 25 years | -0.020% | 100.50 | 125.57 | 175.70 | 225.83 | 275.96 | 326.09 | |
| 20 years | -0.015% | 100.30 | 120.33 | 160.40 | 200.46 | 240.52 | 280.58 | |
| 15 years | -0.211% | 103.22 | 118.48 | 148.99 | 179.50 | 210.01 | 240.53 | |
| 10 years | -0.291% | 102.96 | 113.12 | 133.44 | 153.77 | 174.09 | 194.41 | |
| 9 years | -0.361% | 103.31 | 112.47 | 130.80 | 149.13 | 167.46 | 185.79 | |
| 8 years | -0.421% | 103.43 | 111.59 | 127.89 | 144.20 | 160.51 | 176.82 | |
| 7 years | -0.470% | 103.35 | 110.49 | 124.75 | 139.02 | 153.29 | 167.55 | |
| 6 years | -0.527% | 103.22 | 109.33 | 121.56 | 133.78 | 146.01 | 158.23 | |
| 5 years | -0.577% | 102.94 | 108.02 | 118.20 | 128.37 | 138.55 | 148.73 | |
| 4 years | -0.617% | 102.51 | 106.57 | 114.69 | 122.82 | 130.94 | 139.07 | |
| 3 years | -0.636% | 101.93 | 104.97 | 111.05 | 117.13 | 123.20 | 129.28 | |
| 2 years | -0.651% | 101.31 | 103.33 | 107.37 | 111.41 | 115.45 | 119.49 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||