- Live European Bond Yield
- RepoFunds Rate
- MTS CurveGlobal Basis
Yields online between 9:00am to 5:30pm CET Monday to Friday
European Bond Yields and Spreads
- 2yr
- 5yr
- 10yr
Country |
Yield |
Spread* |
Close† |
Change‡ |
|---|---|---|---|---|
|
Germany (0% 11 Mar 2022)
|
-0.68 | - | -0.66 | -0.02 |
|
France (0% 25 Feb 2022)
|
-0.66 | +1 | -0.64 | -0.03 |
|
Belgium (4.25% 28 Sep 2021)
|
-0.63 | +5 | -0.62 | -0.01 |
|
Italy (2.3% 15 Oct 2021)
|
-0.15 | +52 | -0.17 | 0.02 |
|
Spain (0.05% 31 Oct 2021)
|
-0.45 | +23 | -0.45 | 0.00 |
Country |
Yield |
Spread* |
Close† |
Change‡ |
|---|---|---|---|---|
|
Germany (0% 11 Apr 2025)
|
-0.68 | - | -0.66 | -0.02 |
|
France (0% 25 Mar 2025)
|
-0.53 | +15 | -0.52 | -0.01 |
|
Belgium (0.5% 22 Oct 2024)
|
-0.39 | +29 | -0.53 | 0.14 |
|
Italy (1.75% 1 Jul 2024)
|
0.28 | +96 | 0.26 | 0.02 |
|
Spain (0.25% 30 Jul 2024)
|
-0.14 | +54 | -0.27 | 0.13 |
Country |
Yield |
Spread* |
Close† |
Change‡ |
|---|---|---|---|---|
|
Germany (0% 15 Feb 2030)
|
-0.51 | - | -0.48 | -0.03 |
|
France (0% 25 Nov 2029)
|
-0.24 | +27 | -0.23 | -0.01 |
|
Belgium (0.9% 22 Jun 2029)
|
-0.25 | +26 | -0.24 | -0.01 |
|
Italy (1.35% 1 Apr 2030)
|
0.98 | +149 | 0.95 | 0.03 |
|
Spain (0% 30 Apr 2030)
|
0.21 | +72 | 0.21 | 0.00 |
Index |
Rate |
Volume (EUR Millions) |
Initial Volume (EUR Millions) |
|---|---|---|---|
|
RFR Euro
|
-0.492 | 251,860 | 301,749 |
|
RFR Belgium
|
-0.506 | 10,383 | 12,898 |
|
RFR France
|
-0.511 | 46,155 | 56,480 |
|
RFR Germany
|
-0.532 | 49,402 | 63,367 |
|
RFR Italy
|
-0.459 | 93,436 | 111,751 |
|
RFR Netherlands
|
-0.510 | 7,950 | 9,330 |
|
RFR Spain
|
-0.487 | 28,764 | 34,099 |
Time snapshot: 21/02/2020 - 7:00 PM CET
Please note
From the 9th October 2017 the Repo Funds Rate (RFR) data on this website will be subject to a 24 hour delay. To continue to receive the data in its current format we ask you to register your interest by emailing rfr@mtsmarkets.com.
The table above is governed by the terms of the Disclaimer. RepoFunds Rate is the intellectual property of NEX Data and/or one of its group companies ("NEX Data ") and/or EuroMTS Limited and/or one of its group companies ("MTS"). For further information, please visit www.repofundsrate.comThe MTS CurveGlobal Basis table below displays snapshot data of gross basis values calculated using bond prices sourced from the MTS Cash platform and Future prices sourced from the CurveGlobal Markets platform, both operated by the London Stock Exchange Group.
Schatz
Bobl
Bund
CurveGlobal Bobl Future Mar20
Mid-Price
135.135
| Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001102374 | DBR 0.500 15/02/25 | 0.770933 | 106.067 | 1.887 |
| DE0001102382 | DBR 1.000 15/08/25 | 0.773842 | 109.419 | 4.846 |
| DE0001141802 | OBL 0 18/10/24 #180 | 0.764587 | 103.295 | -0.027 |
CurveGlobal Bund Future Mar20
Mid-Price
176.0225
| Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001102465 | DBR 0.250 15/02/29 | 0.61107 | 107.463 | -0.099 |
| DE0001102473 | DBR 0 15/08/29 | 0.577195 | 105.166 | 3.567 |
| DE0001102499 | DBR 0 15/02/30 | 0.560532 | 105.157 | 6.491 |
CurveGlobal Schatz Future Mar20
Mid-Price
112.1325
| Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001104784 | BKO 0 10/12/21 | 0.902984 | 101.257 | 0.003 |
| DE0001104792 | BKO 0 11/03/22 | 0.889855 | 101.416 | 1.634 |
| DE0001135465 | DBR 2.000 04/01/22 | 0.932846 | 105.095 | 0.493 |
| DE0001141752 | OBL 0 08/04/22 #175 | 0.885897 | 101.487 | 2.149 |
Time snapshot: 25/02/2020 - 05:15 pm CET
Gross basis values, and any other data, published on this webpage are made available free of charge to viewers exclusively
for information purposes. MTS CurveGlobal Basis data, and any other data published on this webpage, cannot be redistributed,
nor licensed or sublicensed, for or without consideration. Viewers cannot create derived data having as underlying the
MTS CurveGlobal Gross Basis data, or any other data published on this webpage, without MTS express written consent.
The data above are made available without responsibility on the part of MTS. MTS does not guarantee the accuracy, timeliness,
completeness, performance or fitness for a particular purpose of the above data or of any of the information.
No responsibility is accepted by or on behalf of MTS for any errors, omissions, or inaccurate data or information on this page and on its website.
