Last Update: 18 Jun 2019 18:15 GMT+0
The Netherlands 10Y Government Bond has a -0.156% yield.
10 Years vs 2 Years bond spread is 57 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 12.90 and implied probability of default is 0.22%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 12 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 57 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 | 12.90 | -0.77 % | -3.01 % | +3.20 % | 0.22 % |
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 | -0.456% | +10.4 bp | +48.1 bp | ||||||
| 3 months | -0.542% | +1.8 bp | +22.7 bp | ||||||
| 6 months | -0.580% | -5.0 bp | +24.6 bp | ||||||
| 2 years | -0.726% | -10.4 bp | -19.5 bp | 101.47 | +0.21 % | +0.40 % | |||
| 3 years | -0.711% | -13.7 bp | -25.5 bp | 102.16 | +0.41 % | +0.77 % | |||
| 4 years | -0.648% | -16.7 bp | -28.7 bp | 102.63 | +0.67 % | +1.15 % | |||
| 5 years | -0.606% | -18.5 bp | -47.3 bp | 103.09 | +0.94 % | +2.40 % | |||
| 6 years | -0.490% | -18.8 bp | -53.8 bp | 102.99 | +1.14 % | +3.29 % | |||
| 7 years | -0.425% | -21.2 bp | -60.1 bp | 103.03 | +1.51 % | +4.30 % | |||
| 8 years | -0.320% | -22.5 bp | -61.4 bp | 102.60 | +1.83 % | +5.04 % | |||
| 9 years | -0.255% | -23.8 bp | -52.4 bp | 102.32 | +2.17 % | +4.83 % | |||
| 10 years | -0.156% | -24.4 bp | -55.9 bp | 101.57 | +2.47 % | +5.74 % | |||
| 15 years | 0.001% | -25.6 bp | -63.2 bp | 99.99 | +3.92 % | +9.92 % | |||
| 20 years | 0.115% | -26.3 bp | -61.4 bp | 97.73 | +5.39 % | +13.01 % | |||
| 25 years | 0.217% | -26.9 bp | -58.5 bp | 94.73 | +6.93 % | +15.67 % | |||
| 30 years | 0.303% | -27.5 bp | -60.5 bp | 91.32 | +8.56 % | +19.76 % | |||
10Y Bond Yield Spread - Netherlands vs Main Countries
The Netherlands 10Y Government Bond has a -0.156% 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 | 16.3 bp | -3.1 | -0.0 | ||
| Japan 10Y | -2.2 bp | -16.6 | -40.2 | ||
| France 10Y | -17.0 bp | +2.8 | +13.6 | ||
| Spain 10Y | -55.4 bp | +24.1 | +42.8 | ||
| United Kingdom 10Y | -96.4 bp | -1.4 | -8.7 | ||
| Australia 10Y | -151.3 bp | +3.8 | +48.1 | ||
| Canada 10Y | -158.2 bp | +1.9 | +3.0 | ||
| United States 10Y | -221.4 bp | +9.1 | +20.9 | ||
| Italy 10Y | -227.7 bp | +31.5 | +24.7 | ||
| China 10Y | -341.5 bp | -22.0 | -40.9 | ||
| India 10Y | -696.4 bp | +31.0 | -2.2 | ||
| Russia 10Y | -771.6 bp | +23.6 | +66.1 | ||
| Brazil 10Y | -804.6 bp | +96.6 | +127.1 |
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 | 0.303% | 91.32 | 119.96 | 177.23 | 234.50 | 291.77 | 349.04 | |
| 25 years | 0.217% | 94.73 | 119.03 | 167.65 | 216.27 | 264.88 | 313.50 | |
| 20 years | 0.115% | 97.73 | 117.49 | 157.01 | 196.53 | 236.05 | 275.57 | |
| 15 years | 0.001% | 99.99 | 114.98 | 144.98 | 174.98 | 204.98 | 234.97 | |
| 10 years | -0.156% | 101.57 | 111.66 | 131.83 | 152.01 | 172.18 | 192.35 | |
| 9 years | -0.255% | 102.32 | 111.44 | 129.67 | 147.90 | 166.14 | 184.37 | |
| 8 years | -0.320% | 102.60 | 110.71 | 126.95 | 143.18 | 159.41 | 175.65 | |
| 7 years | -0.425% | 103.03 | 110.15 | 124.39 | 138.63 | 152.87 | 167.11 | |
| 6 years | -0.490% | 102.99 | 109.10 | 121.30 | 133.51 | 145.72 | 157.93 | |
| 5 years | -0.606% | 103.09 | 108.18 | 118.36 | 128.55 | 138.73 | 148.92 | |
| 4 years | -0.648% | 102.63 | 106.70 | 114.83 | 122.96 | 131.09 | 139.23 | |
| 3 years | -0.711% | 102.16 | 105.21 | 111.29 | 117.38 | 123.47 | 129.55 | |
| 2 years | -0.726% | 101.47 | 103.49 | 107.53 | 111.58 | 115.62 | 119.67 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||