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 Apr 2020 4:15 GMT+0

Swipe left to see all data
Country 10Y Yield Spread vs
Ger Usa Chi Aus
Germany -0.435% 0 bp -105.8 bp -305.3 bp -119.1 bp
Switzerland -0.361% 7.4 bp -98.4 bp -297.9 bp -111.7 bp
Denmark -0.180% 25.5 bp -80.3 bp -279.8 bp -93.6 bp
Netherlands -0.158% 27.7 bp -78.1 bp -277.6 bp -91.4 bp
Sweden -0.150% 28.5 bp -77.3 bp -276.8 bp -90.6 bp
Japan 0.004% 43.9 bp -61.9 bp -261.4 bp -75.2 bp
Finland 0.020% 45.5 bp -60.3 bp -259.8 bp -73.6 bp
Austria 0.058% 49.3 bp -56.5 bp -256.0 bp -69.8 bp
France 0.075% 51.0 bp -54.8 bp -254.3 bp -68.1 bp
Belgium 0.146% 58.1 bp -47.7 bp -247.2 bp -61.0 bp
Ireland 0.200% 63.5 bp -42.3 bp -241.8 bp -55.6 bp
Bulgaria 0.210% 64.5 bp -41.3 bp -240.8 bp -54.6 bp
United Kingdom 0.314% 74.9 bp -30.9 bp -230.4 bp -44.2 bp
Slovakia 0.390% 82.5 bp -23.3 bp -222.8 bp -36.6 bp
Lithuania 0.400% 83.5 bp -22.3 bp -221.8 bp -35.6 bp
Taiwan 0.450% 88.5 bp -17.3 bp -216.8 bp -30.6 bp
Slovenia 0.486% 92.1 bp -13.7 bp -213.2 bp -27.0 bp
Malta 0.498% 93.3 bp -12.5 bp -212.0 bp -25.8 bp
Latvia 0.550% 98.5 bp -7.3 bp -206.8 bp -20.6 bp
... Spread vs ... Ger Usa Chi Aus
United States 0.623% 105.8 bp 0 bp -199.5 bp -13.3 bp
Norway 0.634% 106.9 bp 1.1 bp -198.4 bp -12.2 bp
Canada 0.712% 114.7 bp 8.9 bp -190.6 bp -4.4 bp
Hong Kong 0.727% 116.2 bp 10.4 bp -189.1 bp -2.9 bp
Spain 0.740% 117.5 bp 11.7 bp -187.8 bp -1.6 bp
Australia 0.756% 119.1 bp 13.3 bp -186.2 bp 0 bp
Portugal 0.845% 128.0 bp 22.2 bp -177.3 bp 8.9 bp
New Zealand 1.043% 147.8 bp 42.0 bp -157.5 bp 28.7 bp
Singapore 1.055% 149.0 bp 43.2 bp -156.3 bp 29.9 bp
Israel 1.081% 151.6 bp 45.8 bp -153.7 bp 32.5 bp
Croatia 1.198% 163.3 bp 57.5 bp -142.0 bp 44.2 bp
Czech Republic 1.362% 179.7 bp 73.9 bp -125.6 bp 60.6 bp
Thailand 1.425% 186.0 bp 80.2 bp -119.3 bp 66.9 bp
South Korea 1.520% 195.5 bp 89.7 bp -109.8 bp 76.4 bp
Cyprus 1.538% 197.3 bp 91.5 bp -108.0 bp 78.2 bp
Italy 1.546% 198.1 bp 92.3 bp -107.2 bp 79.0 bp
Poland 1.663% 209.8 bp 104.0 bp -95.5 bp 90.7 bp
Greece 1.925% 236.0 bp 130.2 bp -69.3 bp 116.9 bp
China 2.618% 305.3 bp 199.5 bp 0 bp 186.2 bp
Morocco 2.725% 316.0 bp 210.2 bp 10.7 bp 196.9 bp
... Spread vs ... Ger Usa Chi Aus
Iceland 2.776% 321.1 bp 215.3 bp 15.8 bp 202.0 bp
Serbia 2.850% 328.5 bp 222.7 bp 23.2 bp 209.4 bp
Hungary 2.890% 332.5 bp 226.7 bp 27.2 bp 213.4 bp
Malaysia 3.372% 380.7 bp 274.9 bp 75.4 bp 261.6 bp
Mauritius 3.396% 383.1 bp 277.3 bp 77.8 bp 264.0 bp
Qatar 3.396% 383.1 bp 277.3 bp 77.8 bp 264.0 bp
Vietnam 3.451% 388.6 bp 282.8 bp 83.3 bp 269.5 bp
Chile 3.610% 404.5 bp 298.7 bp 99.2 bp 285.4 bp
Botswana (*) 4.032% 446.7 bp 340.9 bp 141.4 bp 327.6 bp
Philippines 4.932% 536.7 bp 430.9 bp 231.4 bp 417.6 bp
Romania 5.025% 546.0 bp 440.2 bp 240.7 bp 426.9 bp
Perù 5.450% 588.5 bp 482.7 bp 283.2 bp 469.4 bp
Jordan 5.578% 601.3 bp 495.5 bp 296.0 bp 482.2 bp
India 6.306% 674.1 bp 568.3 bp 368.8 bp 555.0 bp
Bahrain (*) 6.533% 696.8 bp 591.0 bp 391.5 bp 577.7 bp
Russia 6.815% 725.0 bp 619.2 bp 419.7 bp 605.9 bp
Mexico 7.528% 796.3 bp 690.5 bp 491.0 bp 677.2 bp
Colombia 7.600% 803.5 bp 697.7 bp 498.2 bp 684.4 bp
Brazil 8.166% 860.1 bp 754.3 bp 554.8 bp 741.0 bp
Indonesia 8.254% 868.9 bp 763.1 bp 563.6 bp 749.8 bp
... Spread vs ... Ger Usa Chi Aus
Bangladesh 8.775% 921.0 bp 815.2 bp 615.7 bp 801.9 bp
Pakistan 9.233% 966.8 bp 861.0 bp 661.5 bp 847.7 bp
Sri Lanka 10.172% 1060.7 bp 954.9 bp 755.4 bp 941.6 bp
South Africa 11.435% 1187.0 bp 1081.2 bp 881.7 bp 1067.9 bp
Nigeria 12.583% 1301.8 bp 1196.0 bp 996.5 bp 1182.7 bp
Kenya 12.880% 1331.5 bp 1225.7 bp 1026.2 bp 1212.4 bp
Namibia 12.959% 1339.4 bp 1233.6 bp 1034.1 bp 1220.3 bp
Turkey 14.585% 1502.0 bp 1396.2 bp 1196.7 bp 1382.9 bp
Egypt 15.371% 1580.6 bp 1474.8 bp 1275.3 bp 1461.5 bp
Uganda 16.747% 1718.2 bp 1612.4 bp 1412.9 bp 1599.1 bp
Ukraine (*) 18.750% 1918.5 bp 1812.7 bp 1613.2 bp 1799.4 bp
Argentina (*) 27.735% 2817.0 bp 2711.2 bp 2511.7 bp 2697.9 bp
Zambia 36.000% 3643.5 bp 3537.7 bp 3338.2 bp 3524.4 bp
Venezuela (*) 46.582% 4701.7 bp 4595.9 bp 4396.4 bp 4582.6 bp

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

Share this page

Related Topics