Last Update: 22 Sep 2021 20:15 GMT+0
The Netherlands 10Y Government Bond has a -0.211% yield.
10 Years vs 2 Years bond spread is 54.7 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 10.80 and implied probability of default is 0.18%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 14.9 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 54.7 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 | 10.80 | +6.93 % | +4.85 % | -6.90 % | 0.18 % |
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 | -0.703% | -5.4 bp | -8.0 bp | ||||||
| 3 months | -0.686% | +0.9 bp | -7.2 bp | ||||||
| 6 months | -0.669% | +0.6 bp | -5.5 bp | ||||||
| 2 years | -0.758% | +4.1 bp | -8.0 bp | 101.53 | -0.09 % | +0.16 % | |||
| 3 years | -0.725% | +7.0 bp | -0.5 bp | 102.21 | -0.21 % | +0.02 % | |||
| 4 years | -0.662% | +9.8 bp | +1.6 bp | 102.69 | -0.40 % | -0.07 % | |||
| 5 years | -0.609% | +11.5 bp | +2.8 bp | 103.10 | -0.58 % | -0.15 % | |||
| 6 years | -0.548% | +10.7 bp | +3.0 bp | 103.35 | -0.64 % | -0.18 % | |||
| 7 years | -0.455% | +13.3 bp | +4.2 bp | 103.24 | -0.93 % | -0.30 % | |||
| 8 years | -0.363% | +14.2 bp | +4.9 bp | 102.95 | -1.13 % | -0.40 % | |||
| 9 years | -0.285% | +15.7 bp | +4.4 bp | 102.60 | -1.41 % | -0.40 % | |||
| 10 years | -0.211% | +15.7 bp | +3.7 bp | 102.13 | -1.57 % | -0.37 % | |||
| 15 years | -0.016% | +18.5 bp | +11.0 bp | 100.24 | -2.74 % | -1.64 % | |||
| 20 years | 0.087% | +19.6 bp | -5.6 bp | 98.28 | -3.85 % | +1.13 % | |||
| 25 years | 0.136% | +19.2 bp | -1.9 bp | 96.66 | -4.68 % | +0.48 % | |||
| 30 years | 0.242% | +19.4 bp | +0.8 bp | 93.01 | -5.64 % | -0.24 % | |||
Netherlands 10Y Bond Yield Spread
The Netherlands 10Y Government Bond has a -0.211% 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 | 11.6 bp | -1.1 bp | +5.5 bp | Compare | |
| France 10Y | -21.8 bp | +0.2 bp | -2.7 bp | Compare | |
| Japan 10Y | -24.3 bp | +13.1 bp | +8.2 bp | Compare | |
| Spain 10Y | -52.3 bp | +5.7 bp | +6.2 bp | Compare | |
| Italy 10Y | -87.5 bp | +4.0 bp | +1.8 bp | Compare | |
| United Kingdom 10Y | -101.0 bp | -11.6 bp | +5.5 bp | Compare | |
| Canada 10Y | -142.7 bp | +8.4 bp | +38.2 bp | Compare | |
| Australia 10Y | -145.7 bp | -2.0 bp | +55.0 bp | Compare | |
| United States 10Y | -151.8 bp | +10.5 bp | +42.5 bp | Compare | |
| China 10Y | -309.3 bp | +14.3 bp | +41.1 bp | Compare | |
| India 10Y | -634.9 bp | +25.3 bp | +7.9 bp | Compare | |
| Russia 10Y | -737.1 bp | -5.3 bp | -0.8 bp | Compare | |
| Brazil 10Y | -1098.2 bp | -3.2 bp | -205.9 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 | 0.242% | 93.01 | 121.91 | 179.71 | 237.52 | 295.33 | 353.13 | |
| 25 years | 0.136% | 96.66 | 121.22 | 170.35 | 219.48 | 268.60 | 317.73 | |
| 20 years | 0.087% | 98.28 | 118.09 | 157.73 | 197.37 | 237.01 | 276.64 | |
| 15 years | -0.016% | 100.24 | 115.26 | 145.30 | 175.34 | 205.37 | 235.41 | |
| 10 years | -0.211% | 102.13 | 112.25 | 132.49 | 152.72 | 172.95 | 193.19 | |
| 9 years | -0.285% | 102.60 | 111.73 | 129.99 | 148.25 | 166.51 | 184.77 | |
| 8 years | -0.363% | 102.95 | 111.08 | 127.35 | 143.61 | 159.88 | 176.14 | |
| 7 years | -0.455% | 103.24 | 110.37 | 124.63 | 138.89 | 153.15 | 167.41 | |
| 6 years | -0.548% | 103.35 | 109.47 | 121.70 | 133.94 | 146.17 | 158.40 | |
| 5 years | -0.609% | 103.10 | 108.19 | 118.38 | 128.56 | 138.75 | 148.94 | |
| 4 years | -0.662% | 102.69 | 106.76 | 114.89 | 123.03 | 131.16 | 139.30 | |
| 3 years | -0.725% | 102.21 | 105.25 | 111.34 | 117.43 | 123.52 | 129.60 | |
| 2 years | -0.758% | 101.53 | 103.56 | 107.60 | 111.65 | 115.69 | 119.74 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||