Last Update: 24 Jan 2020 23:15 GMT+0
The Netherlands 10Y Government Bond has a -0.245% yield.
10 Years vs 2 Years bond spread is 37 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 11.10 and implied probability of default is 0.19%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 8.5 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 37 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 | 11.10 | -5.13 % | -2.63 % | -17.16 % | 0.19 % |
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 | -0.585% | +16.5 bp | -4.6 bp | ||||||
| 3 months | -0.588% | +9.8 bp | +1.7 bp | ||||||
| 6 months | -0.584% | +5.4 bp | +7.5 bp | ||||||
| 2 years | -0.615% | +3.4 bp | +13.9 bp | 101.24 | -0.07 % | -0.29 % | |||
| 3 years | -0.629% | +1.6 bp | +11.2 bp | 101.91 | -0.05 % | -0.34 % | |||
| 4 years | -0.594% | -1.2 bp | +12.5 bp | 102.41 | +0.05 % | -0.51 % | |||
| 5 years | -0.530% | -5.4 bp | +12.6 bp | 102.69 | +0.27 % | -0.64 % | |||
| 6 years | -0.471% | -8.2 bp | +8.8 bp | 102.87 | +0.49 % | -0.53 % | |||
| 7 years | -0.422% | -9.1 bp | +6.7 bp | 103.00 | +0.64 % | -0.47 % | |||
| 8 years | -0.358% | -10.6 bp | +3.9 bp | 102.91 | +0.85 % | -0.31 % | |||
| 9 years | -0.315% | -12.0 bp | +2.3 bp | 102.88 | +1.09 % | -0.20 % | |||
| 10 years | -0.245% | -13.3 bp | -0.3 bp | 102.48 | +1.33 % | +0.03 % | |||
| 15 years | -0.101% | -12.0 bp | -2.1 bp | 101.53 | +1.82 % | +0.32 % | |||
| 20 years | 0.130% | -10.9 bp | +8.7 bp | 97.44 | +2.20 % | -1.71 % | |||
| 25 years | 0.104% | -9.9 bp | -4.9 bp | 97.43 | +2.49 % | +1.23 % | |||
| 30 years | 0.174% | -10.4 bp | -4.9 bp | 94.92 | +3.16 % | +1.48 % | |||
10Y Bond Yield Spread - Netherlands vs Main Countries
The Netherlands 10Y Government Bond has a -0.245% 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 | 9.4 bp | -3.9 | -3.4 | ||
| France 10Y | -16.4 bp | +0.7 | -2.6 | ||
| Japan 10Y | -23.5 bp | -14.6 | -14.5 | ||
| Spain 10Y | -58.8 bp | -5.4 | +3.0 | ||
| United Kingdom 10Y | -81.2 bp | +7.0 | +12.8 | ||
| Australia 10Y | -130.2 bp | +11.6 | +18.0 | ||
| Italy 10Y | -147.0 bp | +7.2 | +28.4 | ||
| Canada 10Y | -161.0 bp | +11.9 | +9.6 | ||
| United States 10Y | -193.1 bp | +8.4 | +38.9 | ||
| China 10Y | -327.9 bp | +2.2 | +14.5 | ||
| Russia 10Y | -645.0 bp | -1.3 | +101.2 | ||
| India 10Y | -682.3 bp | -14.0 | -6.7 | ||
| Brazil 10Y | -694.2 bp | +10.7 | +56.0 |
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 | 0.174% | 94.92 | 124.12 | 182.54 | 240.95 | 299.36 | 357.77 | |
| 25 years | 0.104% | 97.43 | 122.10 | 171.43 | 220.76 | 270.09 | 319.42 | |
| 20 years | 0.130% | 97.44 | 117.16 | 156.62 | 196.08 | 235.54 | 275.00 | |
| 15 years | -0.101% | 101.53 | 116.65 | 146.89 | 177.14 | 207.38 | 237.62 | |
| 10 years | -0.245% | 102.48 | 112.62 | 132.89 | 153.16 | 173.44 | 193.71 | |
| 9 years | -0.315% | 102.88 | 112.02 | 130.31 | 148.60 | 166.88 | 185.17 | |
| 8 years | -0.358% | 102.91 | 111.04 | 127.30 | 143.56 | 159.82 | 176.08 | |
| 7 years | -0.422% | 103.00 | 110.12 | 124.36 | 138.60 | 152.84 | 167.08 | |
| 6 years | -0.471% | 102.87 | 108.97 | 121.17 | 133.37 | 145.57 | 157.77 | |
| 5 years | -0.530% | 102.69 | 107.77 | 117.93 | 128.10 | 138.26 | 148.42 | |
| 4 years | -0.594% | 102.41 | 106.47 | 114.59 | 122.71 | 130.83 | 138.95 | |
| 3 years | -0.629% | 101.91 | 104.95 | 111.03 | 117.10 | 123.18 | 129.25 | |
| 2 years | -0.615% | 101.24 | 103.26 | 107.30 | 111.33 | 115.37 | 119.41 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||