- Live European Bond Yield
- RepoFunds Rate
- MTS CurveGlobal Basis
European Bond Yields and Spreads
- 2yr
- 5yr
- 10yr
Country |
Yield |
Spread* |
Close† |
Change‡ |
|---|---|---|---|---|
|
Germany (0% 16 Sep 2022)
|
-0.68 | - | -0.62 | -0.07 |
|
France (0% 25 Feb 2022)
|
-0.64 | +5 | -0.64 | 0.00 |
|
Belgium (4.25% 28 Sep 2022)
|
-0.67 | +2 | -0.67 | 0.00 |
|
Italy (1% 15 Jul 2022)
|
-0.21 | +47 | -0.21 | -0.01 |
|
Spain (0.40% 30 Apr 2022)
|
-0.49 | +19 | -0.48 | -0.01 |
Country |
Yield |
Spread* |
Close† |
Change‡ |
|---|---|---|---|---|
|
Germany (0% 10 Oct 2025)
|
-0.72 | - | -0.72 | 0.00 |
|
France (0% 25 Feb 2026)
|
-0.54 | +17 | -0.54 | 0.00 |
|
Belgium (0.8% 22 Jun 2025)
|
-0.61 | +11 | -0.61 | 0.00 |
|
Italy (0.5% 01 Feb 2026)
|
0.38 | +110 | 0.39 | -0.01 |
|
Spain (2.15% 31 Oct 2025)
|
-0.26 | +46 | -0.24 | -0.02 |
Country |
Yield |
Spread* |
Close† |
Change‡ |
|---|---|---|---|---|
|
Germany (0% 15 Aug 2030)
|
-0.52 | - | -0.50 | -0.02 |
|
France (0% 25 Nov 2030)
|
-0.25 | +28 | -0.25 | 0.00 |
|
Belgium (0.1% 22 Jun 2030)
|
-0.29 | +23 | -0.29 | -0.01 |
|
Italy (1.65% 1 Dec 2030)
|
0.88 | +140 | 0.90 | -0.02 |
|
Spain (1.25% 31 Oct 2030)
|
0.25 | +77 | 0.25 | -0.01 |
Index |
Rate |
Volume (EUR Millions) |
Initial Volume (EUR Millions) |
|---|---|---|---|
|
RFR Euro
|
-0.532 | 264,091 | 329,159 |
|
RFR Belgium
|
-0.535 | 9,994 | 12,558 |
|
RFR France
|
-0.535 | 47,323 | 59,059 |
|
RFR Germany
|
-0.551 | 51,689 | 63,299 |
|
RFR Italy
|
-0.508 | 99,534 | 123,675 |
|
RFR Netherlands
|
-0.536 | 7,803 | 9,115 |
|
RFR Spain
|
-0.534 | 35,731 | 44,061 |
Time snapshot: 24/09/2020 - 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.comCurveGlobal Bobl Future Dec20
Mid-Price 135.2175
Schatz
Bobl
Bund
Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001102382 | DBR 1.000 15/08/25 | 0.801059 | 108.614 | 0.297 |
| DE0001102390 | DBR 0.500 15/02/26 | 0.76103 | 106.735 | 3.83 |
| DE0001141828 | OBL 0 10/10/25 #182 | 0.754571 | 103.668 | 1.637 |
CurveGlobal Bund Future Dec20
Mid-Price 174.5775
Schatz
Bobl
Bund
Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001102473 | DBR 0 15/08/29 | 0.603058 | 105.333 | 0.053 |
| DE0001102499 | DBR 0 15/02/30 | 0.585618 | 105.321 | 3.085 |
| DE0001102507 | DBR 0 15/08/30 | 0.568922 | 105.271 | 5.95 |
CurveGlobal Schatz Future Dec20
Mid-Price 112.2975
Schatz
Bobl
Bund
Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001102309 | DBR 1.500 15/02/23 | 0.910349 | 105.386 | 3.156 |
| DE0001104818 | BKO 0 16/09/22 | 0.902156 | 101.404 | 0.094 |
| DE0001141760 | OBL 0 07/10/22 #176 | 0.899136 | 101.468 | 0.497 |
Time snapshot: 28/09/2020 - 03:45 pm CET
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for information purposes. MTS CurveGlobal Basis data, and any other data published on this webpage, cannot be redistributed,
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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.
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