COUNTRY • SUMMARY
NETHERLANDS
Last Update: 29 Mar 2024 12:23 GMT+0
The Netherlands 10Y Government Bond has a 2.566% yield.
10 Years vs 2 Years bond spread is -36.2 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 10.18 and implied probability of default is 0.17%.
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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 | 3.710% | -11.9 bp | -1.5 bp | 29 Mar | |||||
| 3 months | 3.698% | -10.4 bp | -2.2 bp | 29 Mar | |||||
| 6 months | 3.674% | -8.7 bp | -6.2 bp | 29 Mar | |||||
| 2 years | 2.928% | -7.4 bp | -43.7 bp | 94.39 | +0.14 % | +0.84 % | 29 Mar | ||
| 3 years | 2.648% | -9.6 bp | -45.9 bp | 92.46 | +0.28 % | +1.35 % | 29 Mar | ||
| 4 years | 2.606% | -10.0 bp | -41.7 bp | 90.22 | +0.39 % | +1.63 % | 29 Mar | ||
| 5 years | 2.523% | -11.9 bp | -50.4 bp | 88.29 | +0.58 % | +2.48 % | 29 Mar | ||
| 6 years | 2.514% | -13.9 bp | -51.7 bp | 86.16 | +0.82 % | +3.06 % | 29 Mar | ||
| 7 years | 2.499% | -13.3 bp | -55.2 bp | 84.13 | +0.91 % | +3.83 % | 29 Mar | ||
| 8 years | 2.534% | -12.3 bp | -55.3 bp | 81.86 | +0.96 % | +4.40 % | 29 Mar | ||
| 9 years | 2.524% | -12.1 bp | -62.2 bp | 79.90 | +1.06 % | +5.59 % | 29 Mar | ||
| 10 years | 2.566% | -13.2 bp | -63.3 bp | 77.62 | +1.29 % | +6.34 % | 29 Mar | ||
| 15 years | 2.682% | -14.4 bp | -65.3 bp | 67.23 | +2.13 % | +9.98 % | 29 Mar | ||
| 20 years | 2.696% | -12.6 bp | -63.7 bp | 58.74 | +2.48 % | +13.16 % | 29 Mar | ||
| 25 years | 2.670% | -11.6 bp | -62.1 bp | 51.75 | +2.86 % | +16.27 % | 29 Mar | ||
| 30 years | 2.651% | -11.4 bp | -63.3 bp | 45.61 | +3.38 % | +20.25 % | 29 Mar | ||
| Last Update: 29 Mar 2024 12:23 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 | 2.651% | -104.7 bp | -27.7 bp | 12.8 bp | 8.5 bp | -184.9 bp | |
| 10 years | 2.566% | -113.2 bp | -36.2 bp | 4.3 bp | -193.4 bp | ||
| 5 years | 2.523% | -117.5 bp | -40.5 bp | -197.7 bp | |||
| 2 years | 2.928% | -77.0 bp | -157.2 bp | ||||
| 3 months | 3.698% | -80.2 bp | |||||
Focusing on 2 years Government Bond:
If data are not all visible, swipe table left
| 5Y vs 2Y | -40.5 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -36.2 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 | 10.18 | -0.18 % | -7.38 % | -34.71 % | 0.17 % | |
| (*) 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 2.566% 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 | 184.4 bp | -14.7 bp | -60.6 bp | ||
| vs Germany 10Y | 27.2 bp | -0.2 bp | -7.3 bp | ||
| vs China 10Y | 25.7 bp | -7.5 bp | -23.6 bp | ||
| vs France 10Y | -23.7 bp | -4.1 bp | -2.0 bp | ||
| vs Spain 10Y | -59.4 bp | +0.3 bp | +16.0 bp | ||
| vs Canada 10Y | -92.8 bp | -10.4 bp | -5.8 bp | ||
| vs Italy 10Y | -111.2 bp | +3.9 bp | +50.4 bp | ||
| vs United Kingdom 10Y | -138.0 bp | +4.6 bp | -12.1 bp | ||
| vs Australia 10Y | -143.1 bp | +1.4 bp | -15.2 bp | ||
| vs United States 10Y | -164.4 bp | -8.5 bp | -25.8 bp | ||
| vs India 10Y | -448.6 bp | -10.6 bp | -47.5 bp | ||
| vs Brazil 10Y | -836.8 bp | -26.1 bp | +13.4 bp | ||
| vs Russia 10Y | -1135.9 bp | -123.7 bp | -165.8 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 | 2.651% | 45.61 | 66.13 | 107.16 | 148.19 | 189.22 | 230.25 | ||
| 25 years | 2.670% | 51.75 | 69.82 | 105.96 | 142.11 | 178.25 | 214.39 | ||
| 20 years | 2.696% | 58.74 | 74.04 | 104.65 | 135.26 | 165.87 | 196.48 | ||
| 15 years | 2.682% | 67.23 | 79.45 | 103.89 | 128.32 | 152.75 | 177.19 | ||
| 10 years | 2.566% | 77.62 | 86.34 | 103.79 | 121.23 | 138.67 | 156.12 | ||
| 9 years | 2.524% | 79.90 | 87.87 | 103.79 | 119.71 | 135.64 | 151.56 | ||
| 8 years | 2.534% | 81.86 | 89.02 | 103.34 | 117.66 | 131.98 | 146.29 | ||
| 7 years | 2.499% | 84.13 | 90.48 | 103.18 | 115.88 | 128.58 | 141.28 | ||
| 6 years | 2.514% | 86.16 | 91.66 | 102.68 | 113.69 | 124.70 | 135.71 | ||
| 5 years | 2.523% | 88.29 | 92.93 | 102.21 | 111.50 | 120.79 | 130.07 | ||
| 4 years | 2.606% | 90.22 | 93.97 | 101.48 | 108.98 | 116.49 | 123.99 | ||
| 3 years | 2.648% | 92.46 | 95.31 | 101.00 | 106.70 | 112.39 | 118.09 | ||
| 2 years | 2.928% | 94.39 | 96.31 | 100.14 | 103.97 | 107.80 | 111.63 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||
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