COUNTRY •
NETHERLANDS
Last Update: 28 Jun 2022 5:23 GMT+0
The Netherlands 10Y Government Bond has a 1.865% yield.
10 Years vs 2 Years bond spread is 91.6 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%.
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 | ||||
| 2 years | 0.949% | +59.3 bp | +163.9 bp | 98.13 | -1.17 % | -3.22 % | 28 Jun | ||
| 3 years | 1.203% | +60.7 bp | +180.2 bp | 96.48 | -1.78 % | -5.24 % | 28 Jun | ||
| 4 years | 1.336% | +61.6 bp | +182.9 bp | 94.83 | -2.41 % | -7.03 % | 28 Jun | ||
| 5 years | 1.463% | +62.7 bp | +194.3 bp | 93.00 | -3.04 % | -9.21 % | 28 Jun | ||
| 6 years | 1.538% | +60.1 bp | +194.3 bp | 91.25 | -3.50 % | -10.94 % | 28 Jun | ||
| 7 years | 1.634% | +61.3 bp | +197.3 bp | 89.27 | -4.16 % | -12.83 % | 28 Jun | ||
| 8 years | 1.687% | +58.5 bp | +193.0 bp | 87.47 | -4.52 % | -14.22 % | 28 Jun | ||
| 9 years | 1.745% | +59.4 bp | +191.4 bp | 85.58 | -5.13 % | -15.71 % | 28 Jun | ||
| 10 years | 1.865% | +59.7 bp | +195.6 bp | 83.13 | -5.71 % | -17.62 % | 28 Jun | ||
| 15 years | 1.996% | +50.1 bp | +196.6 bp | 74.35 | -7.11 % | -25.31 % | 28 Jun | ||
| 20 years | 2.092% | +55.4 bp | +199.7 bp | 66.09 | -10.31 % | -32.64 % | 28 Jun | ||
| 25 years | 1.994% | +54.5 bp | +186.5 bp | 61.04 | -12.54 % | -36.96 % | 28 Jun | ||
| 30 years | 1.993% | +51.5 bp | +175.6 bp | 55.32 | -14.09 % | -40.61 % | 28 Jun | ||
Last Update: 28 Jun 2022 5:23 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 (0.00%) |
|||
|---|---|---|---|---|---|---|
| 2 years | 5 years | 10 years | ||||
| 30 years | 1.993% | 199.3 bp | ||||
| 10 years | 1.865% | 186.5 bp | ||||
| 5 years | 1.463% | 146.3 bp | ||||
| 2 years | 0.949% | 94.9 bp | ||||
Focusing on 2 years Government Bond:
If data are not all visible, swipe table left
| 5Y vs 2Y | 51.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 91.6 bp | Normal Convexity 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 | 0.00% |
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.
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| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD(*) | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 10.80 | 0.00 % | +2.86 % | +10.20 % | 0.18 % |
(*) 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 1.865% 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 | 163.6 bp | +59.1 bp | +178.6 bp | Compare | |
| Germany 10Y | 32.2 bp | +3.0 bp | +17.7 bp | Compare | |
| France 10Y | -21.0 bp | +1.6 bp | +1.2 bp | Compare | |
| United Kingdom 10Y | -52.2 bp | +13.4 bp | +49.2 bp | Compare | |
| Spain 10Y | -82.2 bp | -0.2 bp | -22.1 bp | Compare | |
| China 10Y | -98.7 bp | +49.5 bp | +192.4 bp | Compare | |
| United States 10Y | -131.6 bp | +15.9 bp | +25.9 bp | Compare | |
| Canada 10Y | -151.6 bp | +0.6 bp | +5.1 bp | Compare | |
| Italy 10Y | -175.4 bp | -12.6 bp | -56.8 bp | Compare | |
| Australia 10Y | -187.7 bp | +10.4 bp | -19.9 bp | Compare | |
| India 10Y | -558.2 bp | +50.0 bp | +98.7 bp | Compare | |
| Russia 10Y | -679.5 bp | +144.7 bp | +171.1 bp | Compare | |
| Brazil 10Y | -1091.7 bp | +24.8 bp | -11.9 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.
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 | 1.993% | 55.32 | 77.74 | 122.57 | 167.41 | 212.25 | 257.08 | ||
| 25 years | 1.994% | 61.04 | 80.58 | 119.65 | 158.73 | 197.80 | 236.88 | ||
| 20 years | 2.092% | 66.09 | 82.30 | 114.72 | 147.13 | 179.54 | 211.96 | ||
| 15 years | 1.996% | 74.35 | 87.20 | 112.90 | 138.61 | 164.32 | 190.02 | ||
| 10 years | 1.865% | 83.13 | 92.17 | 110.27 | 128.36 | 146.45 | 164.55 | ||
| 9 years | 1.745% | 85.58 | 93.84 | 110.37 | 126.89 | 143.42 | 159.94 | ||
| 8 years | 1.687% | 87.47 | 94.90 | 109.75 | 124.60 | 139.45 | 154.30 | ||
| 7 years | 1.634% | 89.27 | 95.84 | 108.97 | 122.09 | 135.22 | 148.35 | ||
| 6 years | 1.538% | 91.25 | 96.94 | 108.32 | 119.70 | 131.08 | 142.46 | ||
| 5 years | 1.463% | 93.00 | 97.78 | 107.36 | 116.93 | 126.51 | 136.09 | ||
| 4 years | 1.336% | 94.83 | 98.70 | 106.44 | 114.18 | 121.92 | 129.66 | ||
| 3 years | 1.203% | 96.48 | 99.41 | 105.26 | 111.12 | 116.98 | 122.84 | ||
| 2 years | 0.949% | 98.13 | 100.10 | 104.04 | 107.99 | 111.93 | 115.88 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||