COUNTRY • SUMMARY
NETHERLANDS
Last Update: 8 Mar 2024 9:15 GMT+0
The Netherlands 10Y Government Bond has a 2.540% yield.
10 Years vs 2 Years bond spread is -33.5 bp.
Yield Curve is inverted in Long-Term vs Short-Term Maturities.
Central Bank Rate is 4.50% (last modification in September 2023).
The Netherlands credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 10.67 and implied probability of default is 0.18%.
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Netherlands Yield Curve
If data are not all visible, swipe table left
| Residual Maturity | Yield | ZC Price | Last Change | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 3.843% | -4.2 bp | +35.0 bp | 08 Mar | |||||
| 3 months | 3.728% | -10.0 bp | +7.0 bp | 08 Mar | |||||
| 6 months | 3.739% | -3.6 bp | +9.8 bp | 08 Mar | |||||
| 2 years | 2.875% | +11.8 bp | -27.6 bp | 94.49 | -0.23 % | +0.54 % | 08 Mar | ||
| 3 years | 2.593% | +5.5 bp | -37.1 bp | 92.61 | -0.16 % | +1.09 % | 08 Mar | ||
| 4 years | 2.546% | +1.4 bp | -34.3 bp | 90.43 | -0.06 % | +1.34 % | 08 Mar | ||
| 5 years | 2.477% | -2.3 bp | -38.4 bp | 88.48 | +0.10 % | +1.88 % | 08 Mar | ||
| 6 years | 2.487% | -3.6 bp | -35.2 bp | 86.30 | +0.22 % | +2.08 % | 08 Mar | ||
| 7 years | 2.476% | -6.7 bp | -35.9 bp | 84.26 | +0.45 % | +2.47 % | 08 Mar | ||
| 8 years | 2.500% | -9.3 bp | -35.8 bp | 82.07 | +0.72 % | +2.82 % | 08 Mar | ||
| 9 years | 2.495% | -9.8 bp | -40.1 bp | 80.11 | +0.87 % | +3.58 % | 08 Mar | ||
| 10 years | 2.540% | -10.1 bp | -41.0 bp | 77.82 | +1.00 % | +4.08 % | 08 Mar | ||
| 15 years | 2.669% | -14.6 bp | -39.2 bp | 67.36 | +2.15 % | +5.88 % | 08 Mar | ||
| 20 years | 2.682% | -15.7 bp | -36.5 bp | 58.90 | +3.10 % | +7.36 % | 08 Mar | ||
| 25 years | 2.649% | -15.4 bp | -34.4 bp | 52.02 | +3.83 % | +8.74 % | 08 Mar | ||
| 30 years | 2.621% | -16.4 bp | -35.7 bp | 46.02 | +4.92 % | +11.00 % | 08 Mar | ||
| Last Update: 8 Mar 2024 9:15 GMT+0 | |||||||||
Netherlands Yield Analysis
Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases. For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive. If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
If data are not all visible, swipe table left
| Residual Maturity | Yield | Spread vs Bond | Spread vs Central Bank Rate (4.50%) | ||||
|---|---|---|---|---|---|---|---|
| 3 months | 2 years | 5 years | 10 years | ||||
| 30 years | 2.621% | -110.7 bp | -25.4 bp | 14.4 bp | 8.1 bp | -187.9 bp | |
| 10 years | 2.540% | -118.8 bp | -33.5 bp | 6.3 bp | -196.0 bp | ||
| 5 years | 2.477% | -125.1 bp | -39.8 bp | -202.3 bp | |||
| 2 years | 2.875% | -85.3 bp | -162.5 bp | ||||
| 3 months | 3.728% | -77.2 bp | |||||
Focusing on 2 years Government Bond:
If data are not all visible, swipe table left
| 5Y vs 2Y | -39.8 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -33.5 bp | Yield Curve is inverted in Long-Term vs Short-Term Maturities |
Readings that may interest you
Netherlands Credit Ratings
A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation). For a deeper analysis of credit ratings, click here Netherlands Credit Ratings History
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's | AAA | - |
| Moody's Investors Service | Aaa | - |
| Fitch Ratings | AAA | - |
| DBRS | AAA | - |
Netherlands Interest Rates
A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
| Interest Rates | Value | |
|---|---|---|
| Central Bank Rate | 4.50% |
Netherlands Credit Default Swaps
The term credit default swap (CDS) refers to a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who agrees to reimburse the lender in the case the borrower defaults.
If data are not all visible, swipe table left
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD(*) | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 10.67 | -5.35 % | -15.12 % | +16.60 % | 0.18 % | |
| (*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate. |
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Netherlands 10Y Bond Yield Spread
The Netherlands 10Y Government Bond has a 2.540% yield.
A positive spread, marked by , means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle .
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
If data are not all visible, swipe table left
| Netherlands 10Y vs | Current Spread | Chg 1M | Chg 6M | Compare Countries | |
|---|---|---|---|---|---|
| vs Japan 10Y | 181.4 bp | -13.0 bp | -49.5 bp | ||
| vs Germany 10Y | 26.5 bp | -2.0 bp | -7.4 bp | ||
| vs China 10Y | 23.4 bp | +4.0 bp | -3.4 bp | ||
| vs France 10Y | -18.6 bp | +3.8 bp | +0.7 bp | ||
| vs Spain 10Y | -54.9 bp | +10.8 bp | +14.5 bp | ||
| vs Canada 10Y | -84.6 bp | +9.9 bp | -8.8 bp | ||
| vs Italy 10Y | -105.6 bp | +23.6 bp | +34.1 bp | ||
| vs Australia 10Y | -143.9 bp | +7.2 bp | -26.6 bp | ||
| vs United Kingdom 10Y | -145.4 bp | +0.4 bp | +1.9 bp | ||
| vs United States 10Y | -153.6 bp | -1.7 bp | -22.6 bp | ||
| vs India 10Y | -449.1 bp | -5.0 bp | -24.2 bp | ||
| vs Brazil 10Y | -814.3 bp | -9.4 bp | +20.9 bp | ||
| vs Russia 10Y | -1070.0 bp | -84.1 bp | -104.0 bp |
Netherlands Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates.
The highlighted column refers to the zero coupon bond.
Click on for a forecast of the yield.
If data are not all visible, swipe table left
| Residual Maturity | Yield | Bond Price - with different Coupon Rates | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | ||||
| 30 years | 2.621% | 46.02 | 66.61 | 107.81 | 149.00 | 190.19 | 231.39 | ||
| 25 years | 2.649% | 52.02 | 70.13 | 106.36 | 142.59 | 178.82 | 215.04 | ||
| 20 years | 2.682% | 58.90 | 74.22 | 104.87 | 135.52 | 166.17 | 196.82 | ||
| 15 years | 2.669% | 67.36 | 79.59 | 104.05 | 128.51 | 152.96 | 177.42 | ||
| 10 years | 2.540% | 77.82 | 86.55 | 104.02 | 121.49 | 138.95 | 156.42 | ||
| 9 years | 2.495% | 80.11 | 88.08 | 104.03 | 119.97 | 135.92 | 151.86 | ||
| 8 years | 2.500% | 82.07 | 89.24 | 103.59 | 117.93 | 132.27 | 146.61 | ||
| 7 years | 2.476% | 84.26 | 90.62 | 103.33 | 116.04 | 128.75 | 141.46 | ||
| 6 years | 2.487% | 86.30 | 91.81 | 102.83 | 113.85 | 124.87 | 135.89 | ||
| 5 years | 2.477% | 88.48 | 93.13 | 102.43 | 111.73 | 121.03 | 130.32 | ||
| 4 years | 2.546% | 90.43 | 94.19 | 101.71 | 109.22 | 116.74 | 124.25 | ||
| 3 years | 2.593% | 92.61 | 95.46 | 101.16 | 106.86 | 112.56 | 118.27 | ||
| 2 years | 2.875% | 94.49 | 96.41 | 100.24 | 104.07 | 107.91 | 111.74 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||
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