Last Update: 25 Jan 2022 3:15 GMT+0
The Netherlands 10Y Government Bond has a 0.027% yield.
10 Years vs 2 Years bond spread is 74.1 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 10.20 and implied probability of default is 0.17%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 32.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 74.1 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 | 10.20 | +2.00 % | +0.99 % | +5.15 % | 0.17 % |
Netherlands 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 | -0.648% | +27.2 bp | -2.9 bp | ||||||
| 3 months | -0.736% | +9.3 bp | -7.8 bp | ||||||
| 6 months | -0.731% | +5.5 bp | -4.2 bp | ||||||
| 2 years | -0.714% | +1.3 bp | +6.1 bp | 101.44 | -0.03 % | -0.13 % | |||
| 3 years | -0.605% | +1.2 bp | +15.9 bp | 101.84 | -0.03 % | -0.48 % | |||
| 4 years | -0.469% | +5.3 bp | +24.8 bp | 101.90 | -0.22 % | -0.99 % | |||
| 5 years | -0.391% | +10.8 bp | +28.0 bp | 101.98 | -0.54 % | -1.39 % | |||
| 6 years | -0.316% | +10.7 bp | +29.3 bp | 101.92 | -0.64 % | -1.74 % | |||
| 7 years | -0.234% | +12.0 bp | +29.5 bp | 101.65 | -0.84 % | -2.05 % | |||
| 8 years | -0.141% | +11.5 bp | +30.0 bp | 101.14 | -0.91 % | -2.37 % | |||
| 9 years | -0.049% | +13.2 bp | +32.1 bp | 100.44 | -1.18 % | -2.85 % | |||
| 10 years | 0.027% | +13.1 bp | +32.1 bp | 99.73 | -1.31 % | -3.17 % | |||
| 15 years | 0.144% | +11.1 bp | +27.2 bp | 97.86 | -1.66 % | -4.00 % | |||
| 20 years | 0.209% | +12.2 bp | +23.7 bp | 95.91 | -2.41 % | -4.62 % | |||
| 25 years | 0.223% | +9.8 bp | +19.0 bp | 94.58 | -2.42 % | -4.64 % | |||
| 30 years | 0.329% | +9.1 bp | +19.2 bp | 90.62 | -2.68 % | -5.58 % | |||
Netherlands 10Y Bond Yield Spread
The Netherlands 10Y Government Bond has a 0.027% 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. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Netherlands 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 13.8 bp | -1.2 bp | +1.2 bp | Compare | |
| Japan 10Y | -10.4 bp | +5.9 bp | +21.0 bp | Compare | |
| France 10Y | -27.4 bp | -5.2 bp | -6.7 bp | Compare | |
| Spain 10Y | -60.4 bp | +1.7 bp | -4.5 bp | Compare | |
| United Kingdom 10Y | -110.2 bp | -7.6 bp | -21.9 bp | Compare | |
| Italy 10Y | -132.5 bp | -10.0 bp | -40.9 bp | Compare | |
| United States 10Y | -174.4 bp | -14.7 bp | -16.9 bp | Compare | |
| Canada 10Y | -179.1 bp | -21.1 bp | -28.9 bp | Compare | |
| Australia 10Y | -193.1 bp | -23.3 bp | -43.5 bp | Compare | |
| China 10Y | -267.5 bp | +27.3 bp | +55.7 bp | Compare | |
| India 10Y | -662.5 bp | -5.9 bp | -16.6 bp | Compare | |
| Russia 10Y | -968.8 bp | -116.4 bp | -240.4 bp | Compare | |
| Brazil 10Y | -1108.5 bp | -74.0 bp | -162.3 bp | Compare |
Netherlands Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 0.329% | 90.62 | 119.14 | 176.18 | 233.23 | 290.27 | 347.32 | |
| 25 years | 0.223% | 94.58 | 118.87 | 167.45 | 216.03 | 264.61 | 313.19 | |
| 20 years | 0.209% | 95.91 | 115.48 | 154.61 | 193.75 | 232.88 | 272.02 | |
| 15 years | 0.144% | 97.86 | 112.69 | 142.35 | 172.01 | 201.66 | 231.32 | |
| 10 years | 0.027% | 99.73 | 109.72 | 129.69 | 149.66 | 169.63 | 189.60 | |
| 9 years | -0.049% | 100.44 | 109.46 | 127.51 | 145.55 | 163.60 | 181.64 | |
| 8 years | -0.141% | 101.14 | 109.19 | 125.29 | 141.39 | 157.49 | 173.59 | |
| 7 years | -0.234% | 101.65 | 108.72 | 122.85 | 136.98 | 151.12 | 165.25 | |
| 6 years | -0.316% | 101.92 | 107.98 | 120.12 | 132.25 | 144.39 | 156.52 | |
| 5 years | -0.391% | 101.98 | 107.04 | 117.16 | 127.27 | 137.39 | 147.51 | |
| 4 years | -0.469% | 101.90 | 105.95 | 114.04 | 122.13 | 130.23 | 138.32 | |
| 3 years | -0.605% | 101.84 | 104.87 | 110.95 | 117.02 | 123.09 | 129.17 | |
| 2 years | -0.714% | 101.44 | 103.47 | 107.51 | 111.55 | 115.59 | 119.64 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||