COUNTRY •
NETHERLANDS
Last Update: 27 Nov 2022 0:18 GMT+0
The Netherlands 10Y Government Bond has a 2.250% yield.
10 Years vs 2 Years bond spread is 15.3 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 2.00% (last modification in October 2022).
The Netherlands credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 9.15 and implied probability of default is 0.15%.
If data are not all visible, swipe table left
| Residual Maturity |
Yield | ZC Price | Last Change |
||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 0.975% | +22.2 bp | +167.8 bp | 25 Nov | |||||
| 3 months | 1.331% | +11.4 bp | +205.9 bp | 25 Nov | |||||
| 6 months | 1.634% | +13.4 bp | +207.1 bp | 25 Nov | |||||
| 2 years | 2.097% | +33.0 bp | +174.1 bp | 95.93 | -0.65 % | -3.38 % | 25 Nov | ||
| 3 years | 2.077% | +24.2 bp | +148.1 bp | 94.02 | -0.71 % | -4.29 % | 25 Nov | ||
| 4 years | 2.097% | +22.8 bp | +137.7 bp | 92.03 | -0.89 % | -5.29 % | 25 Nov | ||
| 5 years | 2.121% | +15.8 bp | +128.5 bp | 90.04 | -0.77 % | -6.13 % | 25 Nov | ||
| 6 years | 2.141% | +13.1 bp | +120.4 bp | 88.06 | -0.77 % | -6.87 % | 25 Nov | ||
| 7 years | 2.113% | +4.2 bp | +109.2 bp | 86.38 | -0.29 % | -7.26 % | 25 Nov | ||
| 8 years | 2.135% | +6.1 bp | +103.3 bp | 84.45 | -0.48 % | -7.82 % | 25 Nov | ||
| 9 years | 2.230% | +12.2 bp | +107.9 bp | 82.00 | -1.06 % | -9.10 % | 25 Nov | ||
| 10 years | 2.250% | -0.5 bp | +98.2 bp | 80.05 | +0.05 % | -9.20 % | 25 Nov | ||
| 15 years | 2.283% | -22.8 bp | +78.8 bp | 71.28 | +3.39 % | -10.94 % | 25 Nov | ||
| 20 years | 2.220% | -27.8 bp | +68.2 bp | 64.46 | +5.59 % | -12.53 % | 25 Nov | ||
| 25 years | 2.085% | -33.2 bp | +63.6 bp | 59.70 | +8.47 % | -14.46 % | 25 Nov | ||
| 30 years | 2.083% | -15.3 bp | +60.5 bp | 53.88 | +4.60 % | -16.32 % | 25 Nov | ||
Last Update: 27 Nov 2022 0:18 GMT+0
Netherlands Yield Curve Analysis
Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases.
For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive.
If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
If data are not all visible, swipe table left
| Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (2.00%) |
||||
|---|---|---|---|---|---|---|---|
| 3 months | 2 years | 5 years | 10 years | ||||
| 30 years | 2.083% | 8.3 bp | |||||
| 10 years | 2.250% | 25.0 bp | |||||
| 5 years | 2.121% | 12.1 bp | |||||
| 2 years | 2.097% | 9.7 bp | |||||
| 3 months | 1.331% | -66.9 bp | |||||
Focusing on 2 years Government Bond:
If data are not all visible, swipe table left
| 5Y vs 2Y | 2.4 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 15.3 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities |
Readings that may interest you
Netherlands Credit Ratings
A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation).
For a deeper analysis of credit ratings, click here
Netherlands Credit Ratings History
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
Netherlands Interest Rates
A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
| Interest Rates | Value | |
|---|---|---|
| Central Bank Rate | 2.00% |
Netherlands Credit Default Swaps
The term credit default swap (CDS) refers to a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who agrees to reimburse the lender in the case the borrower defaults.
If data are not all visible, swipe table left
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD(*) | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 9.15 | 0.00 % | -25.59 % | -7.55 % | 0.15 % |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
Netherlands 10Y Bond Yield Spread
The Netherlands 10Y Government Bond has a 2.250% yield. Click on Spread value for the historical serie.
A positive spread, marked by
, 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.
If data are not all visible, swipe table left
| Netherlands 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Japan 10Y | 199.5 bp | -1.5 bp | +95.0 bp | Compare | |
| Germany 10Y | 28.0 bp | -1.2 bp | -1.2 bp | Compare | |
| France 10Y | -18.4 bp | +3.3 bp | +4.2 bp | Compare | |
| China 10Y | -59.1 bp | -14.5 bp | +89.1 bp | Compare | |
| Canada 10Y | -68.8 bp | +25.6 bp | +83.4 bp | Compare | |
| Spain 10Y | -70.5 bp | +4.8 bp | +11.5 bp | Compare | |
| United Kingdom 10Y | -86.1 bp | +33.3 bp | -20.5 bp | Compare | |
| Australia 10Y | -134.2 bp | +17.3 bp | +63.9 bp | Compare | |
| United States 10Y | -144.1 bp | +23.3 bp | +3.4 bp | Compare | |
| Italy 10Y | -159.9 bp | +12.4 bp | +2.9 bp | Compare | |
| India 10Y | -505.1 bp | +10.6 bp | +103.1 bp | Compare | |
| Russia 10Y | -782.0 bp | -24.5 bp | +42.2 bp | Compare | |
| Brazil 10Y | -1140.6 bp | -153.8 bp | -24.1 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.
Click on
for a forecast of the yield.
If data are not all visible, swipe table left
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | ||||
| 30 years | 2.083% | 53.88 | 76.02 | 120.31 | 164.59 | 208.88 | 253.16 | ||
| 25 years | 2.085% | 59.70 | 79.03 | 117.69 | 156.35 | 195.01 | 233.67 | ||
| 20 years | 2.220% | 64.46 | 80.47 | 112.49 | 144.51 | 176.53 | 208.54 | ||
| 15 years | 2.283% | 71.28 | 83.86 | 109.02 | 134.18 | 159.35 | 184.51 | ||
| 10 years | 2.250% | 80.05 | 88.92 | 106.65 | 124.38 | 142.11 | 159.85 | ||
| 9 years | 2.230% | 82.00 | 90.07 | 106.22 | 122.36 | 138.51 | 154.66 | ||
| 8 years | 2.135% | 84.45 | 91.73 | 106.30 | 120.87 | 135.43 | 150.00 | ||
| 7 years | 2.113% | 86.38 | 92.83 | 105.72 | 118.60 | 131.49 | 144.38 | ||
| 6 years | 2.141% | 88.06 | 93.64 | 104.79 | 115.94 | 127.09 | 138.24 | ||
| 5 years | 2.121% | 90.04 | 94.73 | 104.13 | 113.52 | 122.92 | 132.31 | ||
| 4 years | 2.097% | 92.03 | 95.83 | 103.43 | 111.03 | 118.63 | 126.22 | ||
| 3 years | 2.077% | 94.02 | 96.90 | 102.66 | 108.42 | 114.18 | 119.94 | ||
| 2 years | 2.097% | 95.93 | 97.87 | 101.75 | 105.63 | 109.51 | 113.38 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||