Last Update: 26 Nov 2020 17:15 GMT+0
The Netherlands 10Y Government Bond has a -0.506% yield.
10 Years vs 2 Years bond spread is 23 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 9.90 and implied probability of default is 0.17%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 1.7 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 23 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 | 9.90 | 0.00 % | -5.71 % | -21.43 % | 0.17 % |
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 | -0.723% | -7.2 bp | -13.0 bp | ||||||
| 3 months | -0.730% | -4.6 bp | -18.8 bp | ||||||
| 6 months | -0.703% | +0.1 bp | -14.4 bp | ||||||
| 2 years | -0.736% | -1.5 bp | -15.5 bp | 101.49 | +0.03 % | +0.32 % | |||
| 3 years | -0.753% | -2.7 bp | -19.8 bp | 102.29 | +0.08 % | +0.60 % | |||
| 4 years | -0.735% | -1.5 bp | -21.0 bp | 102.99 | +0.06 % | +0.84 % | |||
| 5 years | -0.719% | -1.4 bp | -23.1 bp | 103.67 | +0.07 % | +1.16 % | |||
| 6 years | -0.685% | -1.5 bp | -25.9 bp | 104.21 | +0.09 % | +1.58 % | |||
| 7 years | -0.644% | -1.3 bp | -27.6 bp | 104.63 | +0.10 % | +1.97 % | |||
| 8 years | -0.612% | -2.5 bp | -29.3 bp | 105.03 | +0.20 % | +2.38 % | |||
| 9 years | -0.570% | -3.1 bp | -31.2 bp | 105.28 | +0.29 % | +2.86 % | |||
| 10 years | -0.506% | -3.2 bp | -29.9 bp | 105.20 | +0.31 % | +3.05 % | |||
| 15 years | -0.431% | -3.6 bp | -29.8 bp | 106.69 | +0.54 % | +4.58 % | |||
| 20 years | -0.256% | -3.6 bp | -27.2 bp | 105.26 | +0.73 % | +5.60 % | |||
| 25 years | -0.266% | -3.8 bp | -28.6 bp | 106.89 | +0.96 % | +7.43 % | |||
| 30 years | -0.205% | -4.7 bp | -27.9 bp | 106.35 | +1.42 % | +8.73 % | |||
10Y Bond Yield Spread - Netherlands vs Main Countries
The Netherlands 10Y Government Bond has a -0.506% 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 | 8.4 bp | -2.2 | -14.7 | ||
| France 10Y | -15.4 bp | +1.8 | +5.9 | ||
| Japan 10Y | -52.5 bp | -2.4 | -31.7 | ||
| Spain 10Y | -55.3 bp | +9.9 | +34.4 | ||
| United Kingdom 10Y | -78.7 bp | -3.5 | -36.2 | ||
| Italy 10Y | -106.8 bp | +13.7 | +68.3 | ||
| Canada 10Y | -119.8 bp | -9.7 | -44.1 | ||
| United States 10Y | -138.9 bp | -11.2 | -48.7 | ||
| Australia 10Y | -141.3 bp | -13.4 | -30.7 | ||
| China 10Y | -383.4 bp | -13.9 | -92.3 | ||
| Russia 10Y | -634.1 bp | +12.3 | -61.4 | ||
| India 10Y | -637.8 bp | -7.0 | -19.6 | ||
| Brazil 10Y | -817.2 bp | -19.6 | -102.7 |
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 | -0.205% | 106.35 | 137.32 | 199.27 | 261.22 | 323.17 | 385.12 | |
| 25 years | -0.266% | 106.89 | 132.77 | 184.54 | 236.31 | 288.08 | 339.86 | |
| 20 years | -0.256% | 105.26 | 125.81 | 166.90 | 208.00 | 249.10 | 290.19 | |
| 15 years | -0.431% | 106.69 | 122.22 | 153.28 | 184.34 | 215.40 | 246.46 | |
| 10 years | -0.506% | 105.20 | 115.49 | 136.06 | 156.62 | 177.19 | 197.76 | |
| 9 years | -0.570% | 105.28 | 114.54 | 133.07 | 151.59 | 170.11 | 188.64 | |
| 8 years | -0.612% | 105.03 | 113.26 | 129.71 | 146.16 | 162.61 | 179.06 | |
| 7 years | -0.644% | 104.63 | 111.81 | 126.18 | 140.55 | 154.91 | 169.28 | |
| 6 years | -0.685% | 104.21 | 110.36 | 122.65 | 134.94 | 147.24 | 159.53 | |
| 5 years | -0.719% | 103.67 | 108.78 | 119.00 | 129.22 | 139.44 | 149.66 | |
| 4 years | -0.735% | 102.99 | 107.07 | 115.22 | 123.37 | 131.52 | 139.67 | |
| 3 years | -0.753% | 102.29 | 105.34 | 111.43 | 117.52 | 123.61 | 129.71 | |
| 2 years | -0.736% | 101.49 | 103.51 | 107.56 | 111.60 | 115.64 | 119.69 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||