COUNTRY •
NETHERLANDS
Last Update: 22 Mar 2023 6:23 GMT+0
The Netherlands 10Y Government Bond has a 2.667% yield.
10 Years vs 2 Years bond spread is 0.3 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 3.50% (last modification in March 2023).
The Netherlands credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 16.57 and implied probability of default is 0.28%.
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 | ||||
| 1 month | 2.650% | +16.9 bp | +242.2 bp | 22 Mar | |||||
| 3 months | 2.681% | +10.5 bp | +203.1 bp | 22 Mar | |||||
| 6 months | 2.867% | +0.9 bp | +183.2 bp | 22 Mar | |||||
| 2 years | 2.664% | -25.1 bp | +87.1 bp | 94.88 | +0.49 % | -1.69 % | 22 Mar | ||
| 3 years | 2.622% | -22.1 bp | +65.7 bp | 92.53 | +0.65 % | -1.91 % | 22 Mar | ||
| 4 years | 2.522% | -26.1 bp | +49.4 bp | 90.52 | +1.03 % | -1.91 % | 22 Mar | ||
| 5 years | 2.541% | -21.3 bp | +46.0 bp | 88.21 | +1.04 % | -2.22 % | 22 Mar | ||
| 6 years | 2.539% | -21.0 bp | +41.6 bp | 86.03 | +1.24 % | -2.42 % | 22 Mar | ||
| 7 years | 2.563% | -19.9 bp | +40.5 bp | 83.77 | +1.37 % | -2.73 % | 22 Mar | ||
| 8 years | 2.563% | -21.6 bp | +43.8 bp | 81.67 | +1.69 % | -3.37 % | 22 Mar | ||
| 9 years | 2.612% | -19.5 bp | +45.9 bp | 79.29 | +1.72 % | -3.95 % | 22 Mar | ||
| 10 years | 2.667% | -15.9 bp | +38.6 bp | 76.86 | +1.56 % | -3.70 % | 22 Mar | ||
| 15 years | 2.737% | -18.0 bp | +37.8 bp | 66.70 | +2.66 % | -5.38 % | 22 Mar | ||
| 20 years | 2.712% | -14.4 bp | +43.8 bp | 58.56 | +2.85 % | -8.18 % | 22 Mar | ||
| 25 years | 2.606% | -14.1 bp | +43.1 bp | 52.56 | +3.48 % | -10.00 % | 22 Mar | ||
| 30 years | 2.573% | -14.5 bp | +40.3 bp | 46.67 | +4.34 % | -11.14 % | 22 Mar | ||
Last Update: 22 Mar 2023 6:23 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).
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| Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (3.50%) |
||||
|---|---|---|---|---|---|---|---|
| 3 months | 2 years | 5 years | 10 years | ||||
| 30 years | 2.573% | -92.7 bp | |||||
| 10 years | 2.667% | -83.3 bp | |||||
| 5 years | 2.541% | -95.9 bp | |||||
| 2 years | 2.664% | -83.6 bp | |||||
| 3 months | 2.681% | -81.9 bp | |||||
Focusing on 2 years Government Bond:
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| 5Y vs 2Y | -12.3 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 0.3 bp | Yield Curve is flat 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 | 3.50% |
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 | 16.57 | +81.02 % | +81.02 % | +57.80 % | 0.28 % |
(*) 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 2.667% 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.
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| Netherlands 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Japan 10Y | 237.8 bp | +5.2 bp | +33.8 bp | Compare | |
| Germany 10Y | 37.7 bp | +7.7 bp | +6.8 bp | Compare | |
| France 10Y | -15.3 bp | +2.4 bp | +9.4 bp | Compare | |
| China 10Y | -21.3 bp | -10.1 bp | +18.4 bp | Compare | |
| Canada 10Y | -24.4 bp | +33.1 bp | +60.3 bp | Compare | |
| Spain 10Y | -67.7 bp | +8.8 bp | +18.0 bp | Compare | |
| United Kingdom 10Y | -69.1 bp | +9.2 bp | +56.0 bp | Compare | |
| Australia 10Y | -70.1 bp | +35.6 bp | +87.6 bp | Compare | |
| United States 10Y | -91.6 bp | +17.4 bp | +51.3 bp | Compare | |
| Italy 10Y | -144.8 bp | +20.0 bp | +43.1 bp | Compare | |
| India 10Y | -468.7 bp | -8.4 bp | +34.4 bp | Compare | |
| Russia 10Y | -849.3 bp | -33.9 bp | -31.4 bp | Compare | |
| Brazil 10Y | -1040.4 bp | -3.4 bp | -101.2 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 | 2.573% | 46.67 | 67.39 | 108.85 | 150.31 | 191.76 | 233.22 | ||
| 25 years | 2.606% | 52.56 | 70.77 | 107.17 | 143.58 | 179.98 | 216.39 | ||
| 20 years | 2.712% | 58.56 | 73.84 | 104.40 | 134.96 | 165.53 | 196.09 | ||
| 15 years | 2.737% | 66.70 | 78.86 | 103.20 | 127.54 | 151.87 | 176.21 | ||
| 10 years | 2.667% | 76.86 | 85.54 | 102.89 | 120.24 | 137.60 | 154.95 | ||
| 9 years | 2.612% | 79.29 | 87.22 | 103.08 | 118.93 | 134.79 | 150.65 | ||
| 8 years | 2.563% | 81.67 | 88.82 | 103.12 | 117.43 | 131.73 | 146.03 | ||
| 7 years | 2.563% | 83.77 | 90.10 | 102.77 | 115.44 | 128.10 | 140.77 | ||
| 6 years | 2.539% | 86.03 | 91.53 | 102.54 | 113.54 | 124.54 | 135.54 | ||
| 5 years | 2.541% | 88.21 | 92.85 | 102.13 | 111.41 | 120.69 | 129.97 | ||
| 4 years | 2.522% | 90.52 | 94.28 | 101.80 | 109.32 | 116.84 | 124.36 | ||
| 3 years | 2.622% | 92.53 | 95.38 | 101.08 | 106.78 | 112.47 | 118.17 | ||
| 2 years | 2.664% | 94.88 | 96.80 | 100.65 | 104.49 | 108.34 | 112.18 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||