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: 22 Feb 2020 19:15 GMT+0

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Country 10Y Yield Spread vs
Ger Usa Chi Aus
Switzerland -0.812% -37.1 bp -228.5 bp -374.1 bp -174.1 bp
Germany -0.441% 0 bp -191.4 bp -337.0 bp -137.0 bp
Denmark -0.430% 1.1 bp -190.3 bp -335.9 bp -135.9 bp
Netherlands -0.351% 9.0 bp -182.4 bp -328.0 bp -128.0 bp
Austria -0.279% 16.2 bp -175.2 bp -320.8 bp -120.8 bp
Finland -0.250% 19.1 bp -172.3 bp -317.9 bp -117.9 bp
France -0.204% 23.7 bp -167.7 bp -313.3 bp -113.3 bp
Ireland -0.160% 28.1 bp -163.3 bp -308.9 bp -108.9 bp
Belgium -0.134% 30.7 bp -160.7 bp -306.3 bp -106.3 bp
Sweden -0.110% 33.1 bp -158.3 bp -303.9 bp -103.9 bp
Slovakia -0.090% 35.1 bp -156.3 bp -301.9 bp -101.9 bp
Japan -0.050% 39.1 bp -152.3 bp -297.9 bp -97.9 bp
Slovenia -0.004% 43.7 bp -147.7 bp -293.3 bp -93.3 bp
Portugal 0.171% 61.2 bp -130.2 bp -275.8 bp -75.8 bp
Bulgaria 0.175% 61.6 bp -129.8 bp -275.4 bp -75.4 bp
Malta 0.189% 63.0 bp -128.4 bp -274.0 bp -74.0 bp
Spain 0.224% 66.5 bp -124.9 bp -270.5 bp -70.5 bp
Lithuania 0.250% 69.1 bp -122.3 bp -267.9 bp -67.9 bp
Cyprus 0.446% 88.7 bp -102.7 bp -248.3 bp -48.3 bp
... Spread vs ... Ger Usa Chi Aus
Taiwan 0.513% 95.4 bp -96.0 bp -241.6 bp -41.6 bp
Latvia 0.550% 99.1 bp -92.3 bp -237.9 bp -37.9 bp
United Kingdom 0.571% 101.2 bp -90.2 bp -235.8 bp -35.8 bp
Croatia 0.576% 101.7 bp -89.7 bp -235.3 bp -35.3 bp
Israel 0.744% 118.5 bp -72.9 bp -218.5 bp -18.5 bp
Italy 0.910% 135.1 bp -56.3 bp -201.9 bp -1.9 bp
Greece 0.921% 136.2 bp -55.2 bp -200.8 bp -0.8 bp
Australia 0.929% 137.0 bp -54.4 bp -200.0 bp 0 bp
Thailand 1.083% 152.4 bp -39.0 bp -184.6 bp 15.4 bp
New Zealand 1.264% 170.5 bp -20.9 bp -166.5 bp 33.5 bp
Hong Kong 1.266% 170.7 bp -20.7 bp -166.3 bp 33.7 bp
Canada 1.283% 172.4 bp -19.0 bp -164.6 bp 35.4 bp
Norway 1.361% 180.2 bp -11.2 bp -156.8 bp 43.2 bp
South Korea 1.442% 188.3 bp -3.1 bp -148.7 bp 51.3 bp
Czech Republic 1.462% 190.3 bp -1.1 bp -146.7 bp 53.3 bp
United States 1.473% 191.4 bp 0 bp -145.6 bp 54.4 bp
Singapore 1.621% 206.2 bp 14.8 bp -130.8 bp 69.2 bp
Poland 2.055% 249.6 bp 58.2 bp -87.4 bp 112.6 bp
Hungary 2.220% 266.1 bp 74.7 bp -70.9 bp 129.1 bp
Qatar 2.326% 276.7 bp 85.3 bp -60.3 bp 139.7 bp
... Spread vs ... Ger Usa Chi Aus
Morocco 2.763% 320.4 bp 129.0 bp -16.6 bp 183.4 bp
Vietnam 2.827% 326.8 bp 135.4 bp -10.2 bp 189.8 bp
Serbia 2.900% 334.1 bp 142.7 bp -2.9 bp 197.1 bp
China 2.929% 337.0 bp 145.6 bp 0 bp 200.0 bp
Malaysia 2.937% 337.8 bp 146.4 bp 0.8 bp 200.8 bp
Iceland 2.994% 343.5 bp 152.1 bp 6.5 bp 206.5 bp
Botswana (*) 3.672% 411.3 bp 219.9 bp 74.3 bp 274.3 bp
Romania 3.745% 418.6 bp 227.2 bp 81.6 bp 281.6 bp
Chile 3.760% 420.1 bp 228.7 bp 83.1 bp 283.1 bp
Perù 3.819% 426.0 bp 234.6 bp 89.0 bp 289.0 bp
Mauritius 4.211% 465.2 bp 273.8 bp 128.2 bp 328.2 bp
Philippines 4.413% 485.4 bp 294.0 bp 148.4 bp 348.4 bp
Colombia 5.562% 600.3 bp 408.9 bp 263.3 bp 463.3 bp
Russia 5.995% 643.6 bp 452.2 bp 306.6 bp 506.6 bp
Jordan 6.213% 665.4 bp 474.0 bp 328.4 bp 528.4 bp
India 6.422% 686.3 bp 494.9 bp 349.3 bp 549.3 bp
Bahrain (*) 6.539% 698.0 bp 506.6 bp 361.0 bp 561.0 bp
Brazil 6.542% 698.3 bp 506.9 bp 361.3 bp 561.3 bp
Indonesia 6.618% 705.9 bp 514.5 bp 368.9 bp 568.9 bp
Mexico 6.729% 717.0 bp 525.6 bp 380.0 bp 580.0 bp
... Spread vs ... Ger Usa Chi Aus
South Africa 8.820% 926.1 bp 734.7 bp 589.1 bp 789.1 bp
Bangladesh 9.145% 958.6 bp 767.2 bp 621.6 bp 821.6 bp
Namibia 10.267% 1070.8 bp 879.4 bp 733.8 bp 933.8 bp
Sri Lanka 10.303% 1074.4 bp 883.0 bp 737.4 bp 937.4 bp
Nigeria 10.710% 1115.1 bp 923.7 bp 778.1 bp 978.1 bp
Pakistan 11.451% 1189.2 bp 997.8 bp 852.2 bp 1052.2 bp
Turkey 12.060% 1250.1 bp 1058.7 bp 913.1 bp 1113.1 bp
Kenya 12.773% 1321.4 bp 1130.0 bp 984.4 bp 1184.4 bp
Egypt 13.984% 1442.5 bp 1251.1 bp 1105.5 bp 1305.5 bp
Ukraine (*) 14.060% 1450.1 bp 1258.7 bp 1113.1 bp 1313.1 bp
Uganda 15.560% 1600.1 bp 1408.7 bp 1263.1 bp 1463.1 bp
Argentina (*) 26.140% 2658.1 bp 2466.7 bp 2321.1 bp 2521.1 bp
Zambia 31.750% 3219.1 bp 3027.7 bp 2882.1 bp 3082.1 bp
Venezuela (*) 46.582% 4702.3 bp 4510.9 bp 4365.3 bp 4565.3 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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