COUNTRY •
SWITZERLAND
Last Update: 27 Nov 2022 3:15 GMT+0
The Switzerland 10Y Government Bond has a 1.028% yield.
10 Years vs 2 Years bond spread is 2.3 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.50% (last modification in September 2022).
The Switzerland credit rating is AAA, according to Standard & Poor's agency.
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 | 0.350% | +26.0 bp | +120.0 bp | 25 Nov | |||||
| 2 months | 0.140% | -21.0 bp | +74.0 bp | 27 Nov | |||||
| 3 months | 0.300% | -5.0 bp | +89.0 bp | 27 Nov | |||||
| 6 months | 0.700% | +5.0 bp | +123.0 bp | 25 Nov | |||||
| 1 year | 0.970% | +1.0 bp | +110.0 bp | 99.04 | -0.01 % | -1.09 % | 27 Nov | ||
| 2 years | 1.005% | +55.3 bp | +112.4 bp | 98.02 | -1.09 % | -2.21 % | 25 Nov | ||
| 3 years | 0.883% | +39.5 bp | +86.9 bp | 97.40 | -1.17 % | -2.56 % | 25 Nov | ||
| 4 years | 0.910% | +33.4 bp | +79.7 bp | 96.44 | -1.32 % | -3.12 % | 25 Nov | ||
| 5 years | 0.913% | +18.1 bp | +62.3 bp | 95.56 | -0.89 % | -3.04 % | 25 Nov | ||
| 6 years | 0.934% | +7.9 bp | +55.5 bp | 94.57 | -0.47 % | -3.26 % | 25 Nov | ||
| 7 years | 0.965% | +5.0 bp | +48.0 bp | 93.50 | -0.34 % | -3.28 % | 25 Nov | ||
| 8 years | 1.010% | +2.4 bp | +43.0 bp | 92.28 | -0.18 % | -3.35 % | 25 Nov | ||
| 9 years | 1.052% | -1.2 bp | +37.4 bp | 91.01 | +0.11 % | -3.28 % | 25 Nov | ||
| 10 years | 1.028% | -5.5 bp | +27.6 bp | 90.28 | +0.55 % | -2.69 % | 25 Nov | ||
| 15 years | 1.059% | -13.6 bp | +17.3 bp | 85.38 | +2.03 % | -2.55 % | 25 Nov | ||
| 20 years | 1.114% | +3.9 bp | +15.5 bp | 80.13 | -0.77 % | -3.01 % | 25 Nov | ||
| 30 years | 1.074% | +4.4 bp | +14.9 bp | 72.58 | -1.29 % | -4.32 % | 25 Nov | ||
Last Update: 27 Nov 2022 3:15 GMT+0
Switzerland 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 (0.50%) |
|||||
|---|---|---|---|---|---|---|---|---|
| 3 months | 1 year | 2 years | 5 years | 10 years | ||||
| 30 years | 1.074% | 57.4 bp | ||||||
| 10 years | 1.028% | 52.8 bp | ||||||
| 5 years | 0.913% | 41.3 bp | ||||||
| 2 years | 1.005% | 50.5 bp | ||||||
| 1 year | 0.970% | 47.0 bp | ||||||
| 3 months | 0.300% | -20.0 bp | ||||||
Focusing on 2 years Government Bond:
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| 2Y vs 1Y | 3.5 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | -9.2 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 2.3 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities |
Readings that may interest you
Switzerland 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
Switzerland Credit Ratings History
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
Switzerland 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 | 0.50% |
Switzerland 10Y Bond Yield Spread
The Switzerland 10Y Government Bond has a 1.028% 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
| Switzerland 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Japan 10Y | 77.3 bp | -6.5 bp | +24.4 bp | Compare | |
| Germany 10Y | -94.2 bp | -6.2 bp | -71.8 bp | Compare | |
| France 10Y | -140.6 bp | -1.7 bp | -66.4 bp | Compare | |
| China 10Y | -181.3 bp | -19.5 bp | +18.5 bp | Compare | |
| Canada 10Y | -191.0 bp | +20.6 bp | +12.8 bp | Compare | |
| Spain 10Y | -192.7 bp | -0.2 bp | -59.1 bp | Compare | |
| United Kingdom 10Y | -208.3 bp | +28.3 bp | -91.1 bp | Compare | |
| Australia 10Y | -256.4 bp | +12.3 bp | -6.7 bp | Compare | |
| United States 10Y | -266.3 bp | +18.3 bp | -67.2 bp | Compare | |
| Italy 10Y | -282.1 bp | +7.4 bp | -67.7 bp | Compare | |
| India 10Y | -627.3 bp | +5.6 bp | +32.5 bp | Compare | |
| Russia 10Y | -904.2 bp | -29.5 bp | -28.4 bp | Compare | |
| Brazil 10Y | -1262.8 bp | -158.8 bp | -94.7 bp | Compare |
Switzerland 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 | 1.074% | 72.58 | 98.11 | 149.17 | 200.23 | 251.30 | 302.36 | ||
| 20 years | 1.114% | 80.13 | 97.97 | 133.65 | 169.33 | 205.01 | 240.69 | ||
| 15 years | 1.059% | 85.38 | 99.19 | 126.79 | 154.39 | 182.00 | 209.60 | ||
| 10 years | 1.028% | 90.28 | 99.74 | 118.65 | 137.56 | 156.48 | 175.39 | ||
| 9 years | 1.052% | 91.01 | 99.56 | 116.64 | 133.73 | 150.82 | 167.91 | ||
| 8 years | 1.010% | 92.28 | 99.92 | 115.22 | 130.52 | 145.81 | 161.11 | ||
| 7 years | 0.965% | 93.50 | 100.24 | 113.71 | 127.19 | 140.66 | 154.14 | ||
| 6 years | 0.934% | 94.57 | 100.38 | 112.00 | 123.62 | 135.24 | 146.85 | ||
| 5 years | 0.913% | 95.56 | 100.42 | 110.16 | 119.89 | 129.62 | 139.35 | ||
| 4 years | 0.910% | 96.44 | 100.35 | 108.17 | 115.99 | 123.82 | 131.64 | ||
| 3 years | 0.883% | 97.40 | 100.34 | 106.24 | 112.14 | 118.03 | 123.93 | ||
| 2 years | 1.005% | 98.02 | 99.99 | 103.93 | 107.87 | 111.81 | 115.75 | ||
| 1 year | 0.970% | 99.04 | 100.03 | 102.01 | 103.99 | 105.97 | 107.95 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||