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 Sep 2018 16:15 GMT+0

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Country 10Y Yield Spread vs
Bund
Spread vs
T-Note
Switzerland 0.009% -45.2 bp -305.8 bp
Japan 0.129% -33.2 bp -293.8 bp
Denmark 0.407% -5.4 bp -266.0 bp
Germany 0.461% 0.0 bp -260.6 bp
Netherlands 0.561% 10.0 bp -250.6 bp
Sweden 0.620% 15.9 bp -244.7 bp
Austria 0.682% 22.1 bp -238.5 bp
Finland 0.691% 23.0 bp -237.6 bp
France 0.779% 31.8 bp -228.8 bp
Belgium 0.805% 34.4 bp -226.2 bp
Taiwan 0.870% 40.9 bp -219.7 bp
Slovakia 0.960% 49.9 bp -210.7 bp
Ireland 0.963% 50.2 bp -210.4 bp
Latvia (*) 1.000% 53.9 bp -206.7 bp
Bulgaria 1.000% 53.9 bp -206.7 bp
Slovenia 1.044% 58.3 bp -202.3 bp
Lithuania 1.200% 73.9 bp -186.7 bp
Spain 1.513% 105.2 bp -155.4 bp
Malta 1.524% 106.3 bp -154.3 bp
United Kingdom 1.557% 109.6 bp -151.0 bp
Portugal 1.866% 140.5 bp -120.1 bp
Norway 1.941% 148.0 bp -112.6 bp
Israel 1.995% 153.4 bp -107.2 bp
Croatia 2.164% 170.3 bp -90.3 bp
Czech Republic 2.196% 173.5 bp -87.1 bp
South Korea 2.410% 194.9 bp -65.7 bp
Cyprus (*) 2.424% 196.3 bp -64.3 bp
Canada 2.430% 196.9 bp -63.7 bp
Hong Kong 2.458% 199.7 bp -60.9 bp
Singapore 2.565% 210.4 bp -50.2 bp
New Zealand 2.695% 223.4 bp -37.2 bp
Australia 2.701% 224.0 bp -36.6 bp
Thailand 2.710% 224.9 bp -35.7 bp
Italy 2.839% 237.8 bp -22.8 bp
United States 3.067% 260.6 bp 0.0 bp
Morocco 3.155% 269.4 bp 8.8 bp
Poland 3.237% 277.6 bp 17.0 bp
Hungary 3.670% 320.9 bp 60.3 bp
China 3.713% 325.2 bp 64.6 bp
Greece 4.068% 360.7 bp 100.1 bp
Malaysia 4.092% 363.1 bp 102.5 bp
Qatar 4.226% 376.5 bp 115.9 bp
Romania 4.810% 434.9 bp 174.3 bp
Chile 4.820% 435.9 bp 175.3 bp
Vietnam 5.103% 464.2 bp 203.6 bp
Serbia (*) 5.250% 478.9 bp 218.3 bp
Botswana (*) 5.275% 481.4 bp 220.8 bp
Perù (*) 5.357% 489.6 bp 229.0 bp
Mauritius 5.387% 492.6 bp 232.0 bp
Iceland 5.866% 540.5 bp 279.9 bp
Philippines 6.897% 643.6 bp 383.0 bp
Colombia 6.940% 647.9 bp 387.3 bp
Bangladesh 6.980% 651.9 bp 391.3 bp
Jordan 7.750% 728.9 bp 468.3 bp
Bahrain (*) 7.910% 744.9 bp 484.3 bp
Mexico 8.050% 758.9 bp 498.3 bp
India 8.076% 761.5 bp 500.9 bp
Indonesia 8.180% 771.9 bp 511.3 bp
Russia 8.690% 822.9 bp 562.3 bp
South Africa 9.100% 863.9 bp 603.3 bp
Pakistan 10.000% 953.9 bp 693.3 bp
Namibia 10.990% 1052.9 bp 792.3 bp
Sri Lanka 11.050% 1058.9 bp 798.3 bp
Brazil 11.700% 1123.9 bp 863.3 bp
Kenya 12.572% 1211.1 bp 950.5 bp
Nigeria 15.128% 1466.7 bp 1206.1 bp
Ukraine (*) 16.810% 1634.9 bp 1374.3 bp
Uganda 17.200% 1673.9 bp 1413.3 bp
Argentina (*) 17.789% 1732.8 bp 1472.2 bp
Turkey 18.120% 1765.9 bp 1505.3 bp
Egypt 18.150% 1768.9 bp 1508.3 bp
Venezuela (*) 47.427% 4696.6 bp 4436.0 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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