Spread vs
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Last Update:
25 Apr 2024 2:23 GMT+0
25 Apr 2024 2:23 GMT+0
With
or
symbols, the countries where 10Y yield changed considerably (more than 50 bp) in the last 3 months.
With green or red background, the recent ratings/interest rates variations.
Columns are sortable, by clicking on header.
With green or red background, the recent ratings/interest rates variations.
Columns are sortable, by clicking on header.
The first official book of 
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|
Rating
|
10Y Bond
|
Bank
|
Spread vs
|
Spread vs
|
||||
|---|---|---|---|---|---|---|---|---|
| Country | S&P | Yield▴ | Rate | Bund | T-Note | Bank Rate | ||
| Switzerland (*) | 0.707% |
1.50%
|
-188.3 bp | -393.7 bp | -79.3 bp | |||
| Japan | 0.893% |
0.00%
|
-169.7 bp | -375.1 bp | 89.3 bp | |||
| Taiwan (*) | 1.675% |
2.00%
|
-91.5 bp | -296.9 bp | -32.5 bp | |||
| China | 2.277% |
3.45%
|
-31.3 bp | -236.7 bp | -117.3 bp | |||
| Denmark | 2.542% |
3.60%
|
-4.8 bp | -210.2 bp | -105.8 bp | |||
| Sweden (*) | 2.570% |
4.00%
|
-2.0 bp | -207.4 bp | -143.0 bp | |||
| Germany | 2.590% |
4.50%
|
0.0 bp | -205.4 bp | -191.0 bp | |||
| Thailand (*) | 2.753% |
2.50%
|
16.3 bp | -189.1 bp | 25.3 bp | |||
| Netherlands | 2.838% |
4.50%
|
24.8 bp | -180.6 bp | -166.2 bp | |||
| Vietnam (*) | 2.871% |
4.50%
|
28.1 bp | -177.3 bp | -162.9 bp | |||
| Ireland | 2.994% |
4.50%
|
40.4 bp | -165.0 bp | -150.6 bp | |||
| Finland | 3.042% |
4.50%
|
45.2 bp | -160.2 bp | -145.8 bp | |||
| Austria | 3.078% |
4.50%
|
48.8 bp | -156.6 bp | -142.2 bp | |||
| France | 3.090% |
4.50%
|
50.0 bp | -155.4 bp | -141.0 bp | |||
| Slovenia | 3.133% |
4.50%
|
54.3 bp | -151.1 bp | -136.7 bp | |||
| Belgium | 3.141% |
4.50%
|
55.1 bp | -150.3 bp | -135.9 bp | |||
| Portugal | 3.236% |
4.50%
|
64.6 bp | -140.8 bp | -126.4 bp | |||
| Croatia | 3.251% |
4.50%
|
66.1 bp | -139.3 bp | -124.9 bp | |||
| Cyprus | 3.374% |
4.50%
|
78.4 bp | -127.0 bp | -112.6 bp | |||
| Spain | 3.385% |
4.50%
|
79.5 bp | -125.9 bp | -111.5 bp | |||
| Singapore | 3.425% |
3.42%
|
83.5 bp | -121.9 bp | 0.5 bp | |||
| Jordan (*) | 3.496% |
7.50%
|
90.6 bp | -114.8 bp | -400.4 bp | |||
| Greece | 3.517% |
4.50%
|
92.7 bp | -112.7 bp | -98.3 bp | |||
| Malta | 3.530% |
4.50%
|
94.0 bp | -111.4 bp | -97.0 bp | |||
| Slovakia | 3.630% |
4.50%
|
104.0 bp | -101.4 bp | -87.0 bp | |||
| South Korea | 3.693% |
3.50%
|
110.3 bp | -95.1 bp | 19.3 bp | |||
| Morocco | 3.725% |
3.00%
|
113.5 bp | -91.9 bp | 72.5 bp | |||
| Canada | 3.830% |
5.00%
|
124.0 bp | -81.4 bp | -117.0 bp | |||
| Norway | 3.867% |
4.50%
|
127.7 bp | -77.7 bp | -63.3 bp | |||
| Hong Kong | 3.874% |
5.75%
|
128.4 bp | -77.0 bp | -187.6 bp | |||
| Italy | 3.953% |
4.50%
|
136.3 bp | -69.1 bp | -54.7 bp | |||
| Malaysia | 4.026% |
3.00%
|
143.6 bp | -61.8 bp | 102.6 bp | |||
| Bulgaria | 4.041% |
3.79%
|
145.1 bp | -60.3 bp | 25.1 bp | |||
| Czech Republic | 4.294% |
5.75%
|
170.4 bp | -35.0 bp | -145.6 bp | |||
| United Kingdom | 4.335% |
5.25%
|
174.5 bp | -30.9 bp | -91.5 bp | |||
| Australia | 4.491% |
4.35%
|
190.1 bp | -15.3 bp | 14.1 bp | |||
| United States (*) | 4.644% |
5.50%
|
205.4 bp | 0.0 bp | -85.6 bp | |||
| Israel | 4.767% |
4.50%
|
217.7 bp | 12.3 bp | 26.7 bp | |||
| New Zealand | 4.981% |
5.50%
|
239.1 bp | 33.7 bp | -51.9 bp | |||
| Qatar (*) | 5.201% |
6.25%
|
261.1 bp | 55.7 bp | -104.9 bp | |||
| Mauritius | 5.519% |
4.50%
|
292.9 bp | 87.5 bp | 101.9 bp | |||
| Poland | 5.739% |
5.75%
|
314.9 bp | 109.5 bp | -1.1 bp | |||
| Serbia | 6.031% |
6.50%
|
344.1 bp | 138.7 bp | -46.9 bp | |||
| Chile | 6.130% |
6.50%
|
354.0 bp | 148.6 bp | -37.0 bp | |||
| Botswana (*) | 6.610% |
2.40%
|
402.0 bp | 196.6 bp | 421.0 bp | |||
| Romania | 6.810% |
7.00%
|
422.0 bp | 216.6 bp | -19.0 bp | |||
| Philippines | 6.916% |
6.50%
|
432.6 bp | 227.2 bp | 41.6 bp | |||
| Hungary (*) | 7.060% |
7.75%
|
447.0 bp | 241.6 bp | -69.0 bp | |||
| Indonesia | 7.152% |
6.25%
|
456.2 bp | 250.8 bp | 90.2 bp | |||
| Bahrain (*) | 7.185% |
6.25%
|
459.5 bp | 254.1 bp | 93.5 bp | |||
| India | 7.186% |
6.50%
|
459.6 bp | 254.2 bp | 68.6 bp | |||
| Iceland | 7.280% |
9.25%
|
469.0 bp | 263.6 bp | -197.0 bp | |||
| Perù | 7.340% |
6.00%
|
475.0 bp | 269.6 bp | 134.0 bp | |||
| Mexico | 10.330% |
11.00%
|
774.0 bp | 568.6 bp | -67.0 bp | |||
| Colombia | 10.577% |
12.25%
|
798.7 bp | 593.3 bp | -167.3 bp | |||
| South Africa (*) | 11.048% |
8.25%
|
845.8 bp | 640.4 bp | 279.8 bp | |||
| Namibia | 11.252% |
7.75%
|
866.2 bp | 660.8 bp | 350.2 bp | |||
| Brazil | 11.428% |
10.75%
|
883.8 bp | 678.4 bp | 67.8 bp | |||
| Bangladesh | 12.465% |
6.50%
|
987.5 bp | 782.1 bp | 596.5 bp | |||
| Ukraine (*) | 12.640% |
14.50%
|
1005.0 bp | 799.6 bp | -186.0 bp | |||
| Sri Lanka (*) | 13.444% |
8.50%
|
1085.4 bp | 880.0 bp | 494.4 bp | |||
| Russia | 14.215% |
16.00%
|
1162.5 bp | 957.1 bp | -178.5 bp | |||
| Pakistan | 14.627% |
22.00%
|
1203.7 bp | 998.3 bp | -737.3 bp | |||
| Uganda (*) | 16.532% |
10.25%
|
1394.2 bp | 1188.8 bp | 628.2 bp | |||
| Kenya | 17.814% |
13.00%
|
1522.4 bp | 1317.0 bp | 481.4 bp | |||
| Nigeria | 19.525% |
24.75%
|
1693.5 bp | 1488.1 bp | -522.5 bp | |||
| Zambia (*) | 25.090% |
12.50%
|
2250.0 bp | 2044.6 bp | 1259.0 bp | |||
| Turkey (*) | 28.965% |
50.00%
|
2637.5 bp | 2432.1 bp | -2103.5 bp | |||
| Egypt | 29.044% |
27.25%
|
2645.4 bp | 2440.0 bp | 179.4 bp | |||
| In the case of countries marked with (*), the 10-year bond yield is not market-derived. Its value is calculated based on the returns of the other available durations. | ||||||||
