The Spread shows the difference between two yields of different bonds.

In the case of Government Bonds, the yield spread also means credit spread. These countries usually differ regarding credit quality.

A positive spread means that the percentage yearly return of a bond over another is higher.

For example, if one bond is yielding 5% and another is yielding 3%, the spread is 2%, or 200 basis points (bp).

Last Update: 21 May 2018 5:15 GMT+2

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Country 10Y Yield Spread vs
Bund
Spread vs
T-Note
Japan 0.058% -51.2 bp -301.3 bp
Switzerland 0.097% -47.3 bp -297.4 bp
Germany 0.570% 0.0 bp -250.1 bp
Denmark 0.599% 2.9 bp -247.2 bp
Netherlands 0.717% 14.7 bp -235.4 bp
Finland 0.726% 15.6 bp -234.5 bp
Sweden 0.726% 15.6 bp -234.5 bp
Slovakia 0.790% 22.0 bp -228.1 bp
Austria 0.791% 22.1 bp -228.0 bp
Belgium 0.863% 29.3 bp -220.8 bp
France 0.871% 30.1 bp -220.0 bp
Ireland 1.024% 45.4 bp -204.7 bp
Taiwan 1.025% 45.5 bp -204.6 bp
Latvia (*) 1.100% 53.0 bp -197.1 bp
Slovenia 1.114% 54.4 bp -195.7 bp
Lithuania 1.150% 58.0 bp -192.1 bp
Bulgaria 1.250% 68.0 bp -182.1 bp
Malta 1.363% 79.3 bp -170.8 bp
Spain 1.438% 86.8 bp -163.3 bp
United Kingdom 1.501% 93.1 bp -157.0 bp
Portugal 1.854% 128.4 bp -121.7 bp
Czech Republic 1.876% 130.6 bp -119.5 bp
Norway 1.917% 134.7 bp -115.4 bp
Israel 1.961% 139.1 bp -111.0 bp
Italy 2.221% 165.1 bp -85.0 bp
Croatia 2.232% 166.2 bp -83.9 bp
Hong Kong 2.365% 179.5 bp -70.6 bp
Canada 2.486% 191.6 bp -58.5 bp
Singapore 2.659% 208.9 bp -41.2 bp
Thailand 2.720% 215.0 bp -35.1 bp
South Korea 2.765% 219.5 bp -30.6 bp
New Zealand 2.850% 228.0 bp -22.1 bp
Australia 2.884% 231.4 bp -18.7 bp
United States 3.071% 250.1 bp 0.0 bp
Hungary 3.140% 257.0 bp 6.9 bp
Morocco 3.179% 260.9 bp 10.8 bp
Poland 3.366% 279.6 bp 29.5 bp
China 3.726% 315.6 bp 65.5 bp
Malaysia 4.211% 364.1 bp 114.0 bp
Botswana 4.450% 388.0 bp 137.9 bp
Greece 4.543% 397.3 bp 147.2 bp
Vietnam 4.552% 398.2 bp 148.1 bp
Chile 4.580% 401.0 bp 150.9 bp
Qatar 4.661% 409.1 bp 159.0 bp
Romania 4.900% 433.0 bp 182.9 bp
Iceland 5.305% 473.5 bp 223.4 bp
Perù (*) 5.438% 486.8 bp 236.7 bp
Mauritius 5.514% 494.4 bp 244.3 bp
Argentina 5.960% 539.0 bp 288.9 bp
Serbia (*) 6.286% 571.6 bp 321.5 bp
Colombia 6.720% 615.0 bp 364.9 bp
Philippines 6.745% 617.5 bp 367.4 bp
Bangladesh 7.110% 654.0 bp 403.9 bp
Jordan 7.174% 660.4 bp 410.3 bp
Russia 7.370% 680.0 bp 429.9 bp
Indonesia 7.440% 687.0 bp 436.9 bp
Mexico 7.820% 725.0 bp 474.9 bp
India 7.872% 730.2 bp 480.1 bp
Pakistan 8.500% 793.0 bp 542.9 bp
South Africa 8.600% 803.0 bp 552.9 bp
Bahrain (*) 10.060% 949.0 bp 698.9 bp
Brazil 10.395% 982.5 bp 732.4 bp
Namibia 10.527% 995.7 bp 745.6 bp
Sri Lanka 10.767% 1019.7 bp 769.6 bp
Kenya 13.150% 1258.0 bp 1007.9 bp
Nigeria 13.460% 1289.0 bp 1038.9 bp
Uganda 14.300% 1373.0 bp 1122.9 bp
Turkey 14.530% 1396.0 bp 1145.9 bp
Egypt 14.957% 1438.7 bp 1188.6 bp
Venezuela (*) 34.704% 3413.4 bp 3163.3 bp
Ukraine (*) 57.233% 5666.3 bp 5416.2 bp

(*) The 10Y Bond Yield is not derived from the market. Its value is calculated according to the yields of other available durations.

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