Last Update: 23 Aug 2019 4:15 GMT+0
The Netherlands 10Y Government Bond has a -0.506% yield.
10 Years vs 2 Years bond spread is 31.8 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 0.00%.
The Netherlands rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 12.40 and implied probability of default is 0.21%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 4.5 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 31.8 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 | 12.40 | 0.00 % | -0.80 % | +7.83 % | 0.21 % |
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 | -0.659% | -7.8 bp | -13.0 bp | ||||||
| 3 months | -0.750% | -14.5 bp | -25.0 bp | ||||||
| 6 months | -0.814% | -14.6 bp | -27.5 bp | ||||||
| 2 years | -0.824% | -8.1 bp | -29.5 bp | 101.67 | +0.17 % | +0.59 % | |||
| 3 years | -0.836% | -8.8 bp | -37.9 bp | 102.55 | +0.26 % | +1.15 % | |||
| 4 years | -0.842% | -12.7 bp | -52.8 bp | 103.44 | +0.52 % | +2.14 % | |||
| 5 years | -0.779% | -13.0 bp | -55.1 bp | 103.99 | +0.66 % | +2.81 % | |||
| 6 years | -0.719% | -17.2 bp | -60.2 bp | 104.42 | +1.04 % | +3.69 % | |||
| 7 years | -0.670% | -19.7 bp | -65.6 bp | 104.82 | +1.40 % | +4.72 % | |||
| 8 years | -0.605% | -22.6 bp | -71.1 bp | 104.97 | +1.83 % | +5.86 % | |||
| 9 years | -0.569% | -25.4 bp | -76.9 bp | 105.27 | +2.32 % | +7.18 % | |||
| 10 years | -0.506% | -27.2 bp | -80.9 bp | 105.20 | +2.76 % | +8.43 % | |||
| 15 years | -0.359% | -30.0 bp | -83.9 bp | 105.54 | +4.61 % | +13.40 % | |||
| 20 years | -0.257% | -32.2 bp | -84.1 bp | 105.28 | +6.66 % | +18.28 % | |||
| 25 years | -0.184% | -35.4 bp | -86.1 bp | 104.71 | +9.26 % | +23.95 % | |||
| 30 years | -0.109% | -35.9 bp | -88.6 bp | 103.33 | +11.37 % | +30.34 % | |||
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 | 13.5 bp | +2.1 | -7.9 | ||
| France 10Y | -14.9 bp | -0.3 | +6.6 | ||
| Japan 10Y | -26.8 bp | -18.0 | -61.1 | ||
| Spain 10Y | -66.8 bp | -2.6 | +21.3 | ||
| United Kingdom 10Y | -102.5 bp | -10.3 | -16.8 | ||
| Australia 10Y | -148.4 bp | +7.0 | +29.4 | ||
| Canada 10Y | -179.6 bp | -7.1 | -20.8 | ||
| Italy 10Y | -181.1 bp | +2.6 | +76.1 | ||
| United States 10Y | -214.3 bp | +16.3 | +20.8 | ||
| China 10Y | -357.8 bp | -18.2 | -73.3 | ||
| India 10Y | -707.6 bp | -37.8 | +22.6 | ||
| Russia 10Y | -770.6 bp | -19.2 | +42.1 | ||
| Brazil 10Y | -772.1 bp | -25.7 | +90.6 |
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 | -0.109% | 103.33 | 133.84 | 194.86 | 255.89 | 316.92 | 377.94 | |
| 25 years | -0.184% | 104.71 | 130.32 | 181.54 | 232.75 | 283.97 | 335.18 | |
| 20 years | -0.257% | 105.28 | 125.83 | 166.93 | 208.03 | 249.13 | 290.23 | |
| 15 years | -0.359% | 105.54 | 120.98 | 151.86 | 182.74 | 213.62 | 244.50 | |
| 10 years | -0.506% | 105.20 | 115.49 | 136.06 | 156.62 | 177.19 | 197.76 | |
| 9 years | -0.569% | 105.27 | 114.53 | 133.05 | 151.58 | 170.10 | 188.62 | |
| 8 years | -0.605% | 104.97 | 113.20 | 129.64 | 146.09 | 162.53 | 178.97 | |
| 7 years | -0.670% | 104.82 | 112.01 | 126.39 | 140.78 | 155.16 | 169.54 | |
| 6 years | -0.719% | 104.42 | 110.58 | 122.89 | 135.19 | 147.50 | 159.81 | |
| 5 years | -0.779% | 103.99 | 109.11 | 119.34 | 129.58 | 139.82 | 150.06 | |
| 4 years | -0.842% | 103.44 | 107.53 | 115.70 | 123.87 | 132.04 | 140.21 | |
| 3 years | -0.836% | 102.55 | 105.60 | 111.70 | 117.80 | 123.91 | 130.01 | |
| 2 years | -0.824% | 101.67 | 103.69 | 107.74 | 111.79 | 115.84 | 119.89 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||