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: 6 Oct 2022 11:15 GMT+0

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Country 10Y Yield Spread vs
Ger Usa Chi Aus
Japan 0.240% -181.4 bp -353.5 bp -251.0 bp -358.5 bp
Switzerland 1.136% -91.8 bp -263.9 bp -161.4 bp -268.9 bp
Taiwan 1.690% -36.4 bp -208.5 bp -106.0 bp -213.5 bp
Germany 2.054% 0 bp -172.1 bp -69.6 bp -177.1 bp
Sweden 2.196% 14.2 bp -157.9 bp -55.4 bp -162.9 bp
Netherlands 2.370% 31.6 bp -140.5 bp -38.0 bp -145.5 bp
Denmark 2.520% 46.6 bp -125.5 bp -23.0 bp -130.5 bp
Ireland 2.575% 52.1 bp -120.0 bp -17.5 bp -125.0 bp
France 2.641% 58.7 bp -113.4 bp -10.9 bp -118.4 bp
Belgium 2.694% 64.0 bp -108.1 bp -5.6 bp -113.1 bp
Austria 2.697% 64.3 bp -107.8 bp -5.3 bp -112.8 bp
Finland 2.707% 65.3 bp -106.8 bp -4.3 bp -111.8 bp
China 2.750% 69.6 bp -102.5 bp 0 bp -107.5 bp
Thailand 2.970% 91.6 bp -80.5 bp 22.0 bp -85.5 bp
Morocco 3.049% 99.5 bp -72.6 bp 29.9 bp -77.6 bp
Portugal 3.105% 105.1 bp -67.0 bp 35.5 bp -72.0 bp
Slovenia 3.225% 117.1 bp -55.0 bp 47.5 bp -60.0 bp
Spain 3.227% 117.3 bp -54.8 bp 47.7 bp -59.8 bp
Israel 3.293% 123.9 bp -48.2 bp 54.3 bp -53.2 bp
... Spread vs ... Ger Usa Chi Aus
Slovakia 3.330% 127.6 bp -44.5 bp 58.0 bp -49.5 bp
Canada 3.332% 127.8 bp -44.3 bp 58.2 bp -49.3 bp
Singapore 3.382% 132.8 bp -39.3 bp 63.2 bp -44.3 bp
Norway 3.423% 136.9 bp -35.2 bp 67.3 bp -40.2 bp
Hong Kong 3.615% 156.1 bp -16.0 bp 86.5 bp -21.0 bp
United States 3.775% 172.1 bp 0 bp 102.5 bp -5.0 bp
Australia 3.825% 177.1 bp 5.0 bp 107.5 bp 0 bp
Malta 3.832% 177.8 bp 5.7 bp 108.2 bp 0.7 bp
Lithuania 3.837% 178.3 bp 6.2 bp 108.7 bp 1.2 bp
Latvia (*) 3.850% 179.6 bp 7.5 bp 110.0 bp 2.5 bp
Cyprus 3.884% 183.0 bp 10.9 bp 113.4 bp 5.9 bp
Croatia 3.954% 190.0 bp 17.9 bp 120.4 bp 12.9 bp
South Korea 4.102% 204.8 bp 32.7 bp 135.2 bp 27.7 bp
New Zealand 4.158% 210.4 bp 38.3 bp 140.8 bp 33.3 bp
Mauritius 4.207% 215.3 bp 43.2 bp 145.7 bp 38.2 bp
United Kingdom 4.243% 218.9 bp 46.8 bp 149.3 bp 41.8 bp
Malaysia 4.356% 230.2 bp 58.1 bp 160.6 bp 53.1 bp
Italy 4.457% 240.3 bp 68.2 bp 170.7 bp 63.2 bp
Qatar 4.647% 259.3 bp 87.2 bp 189.7 bp 82.2 bp
Greece 4.712% 265.8 bp 93.7 bp 196.2 bp 88.7 bp
... Spread vs ... Ger Usa Chi Aus
Bulgaria 4.807% 275.3 bp 103.2 bp 205.7 bp 98.2 bp
Vietnam 5.123% 306.9 bp 134.8 bp 237.3 bp 129.8 bp
Czech Republic 5.157% 310.3 bp 138.2 bp 240.7 bp 133.2 bp
Iceland 5.738% 368.4 bp 196.3 bp 298.8 bp 191.3 bp
Poland 7.007% 495.3 bp 323.2 bp 425.7 bp 318.2 bp
Chile 7.010% 495.6 bp 323.5 bp 426.0 bp 318.5 bp
Philippines 7.022% 496.8 bp 324.7 bp 427.2 bp 319.7 bp
Botswana (*) 7.046% 499.2 bp 327.1 bp 429.6 bp 322.1 bp
Indonesia 7.213% 515.9 bp 343.8 bp 446.3 bp 338.8 bp
India 7.461% 540.7 bp 368.6 bp 471.1 bp 363.6 bp
Serbia 7.641% 558.7 bp 386.6 bp 489.1 bp 381.6 bp
Bangladesh 8.270% 621.6 bp 449.5 bp 552.0 bp 444.5 bp
Romania 8.430% 637.6 bp 465.5 bp 568.0 bp 460.5 bp
Bahrain (*) 8.439% 638.5 bp 466.4 bp 568.9 bp 461.4 bp
PerĂ¹ 8.730% 667.6 bp 495.5 bp 598.0 bp 490.5 bp
Russia 9.760% 770.6 bp 598.5 bp 701.0 bp 593.5 bp
Hungary 9.860% 780.6 bp 608.5 bp 711.0 bp 603.5 bp
Mexico 9.964% 791.0 bp 618.9 bp 721.4 bp 613.9 bp
South Africa 10.590% 853.6 bp 681.5 bp 784.0 bp 676.5 bp
Namibia 11.337% 928.3 bp 756.2 bp 858.7 bp 751.2 bp
... Spread vs ... Ger Usa Chi Aus
Brazil 11.756% 970.2 bp 798.1 bp 900.6 bp 793.1 bp
Turkey 11.770% 971.6 bp 799.5 bp 902.0 bp 794.5 bp
Colombia 12.790% 1073.6 bp 901.5 bp 1004.0 bp 896.5 bp
Kazakhstan 13.050% 1099.6 bp 927.5 bp 1030.0 bp 922.5 bp
Pakistan 13.142% 1108.8 bp 936.7 bp 1039.2 bp 931.7 bp
Nigeria 13.422% 1136.8 bp 964.7 bp 1067.2 bp 959.7 bp
Kenya 14.297% 1224.3 bp 1052.2 bp 1154.7 bp 1047.2 bp
Uganda 18.091% 1603.7 bp 1431.6 bp 1534.1 bp 1426.6 bp
Egypt 18.752% 1669.8 bp 1497.7 bp 1600.2 bp 1492.7 bp
Ukraine (*) 26.093% 2403.9 bp 2231.8 bp 2334.3 bp 2226.8 bp
Sri Lanka 27.221% 2516.7 bp 2344.6 bp 2447.1 bp 2339.6 bp
Zambia 29.370% 2731.6 bp 2559.5 bp 2662.0 bp 2554.5 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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