- 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)
|
-0.75 | - | -0.75 | 0.00 |
|
France (0% 25 Feb 2022)
|
-0.70 | +5 | -0.71 | 0.00 |
|
Belgium (4.25% 28 Sep 2022)
|
-0.72 | +4 | -0.72 | 0.00 |
|
Italy (1% 15 Jul 2022)
|
-0.32 | +43 | -0.34 | 0.02 |
|
Spain (0.40% 30 Apr 2022)
|
-0.54 | +21 | -0.55 | 0.01 |
Country |
Yield |
Spread* |
Close† |
Change‡ |
|---|---|---|---|---|
|
Germany (0% 10 Oct 2025)
|
-0.78 | - | -0.80 | 0.01 |
|
France (0% 25 Feb 2026)
|
-0.61 | +18 | -0.62 | 0.01 |
|
Belgium (0.8% 22 Jun 2025)
|
-0.67 | +12 | -0.68 | 0.01 |
|
Italy (0.5% 01 Feb 2026)
|
0.24 | +102 | 0.22 | 0.02 |
|
Spain (0% 31 Jan 2026)
|
-0.26 | +52 | -0.28 | 0.01 |
Country |
Yield |
Spread* |
Close† |
Change‡ |
|---|---|---|---|---|
|
Germany (0% 15 Aug 2030)
|
-0.58 | - | -0.59 | 0.01 |
|
France (0% 25 Nov 2030)
|
-0.31 | +27 | -0.32 | 0.01 |
|
Belgium (0.1% 22 Jun 2030)
|
-0.34 | +24 | -0.36 | 0.01 |
|
Italy (1.65% 1 Dec 2030)
|
0.79 | +137 | 0.76 | 0.03 |
|
Spain (1.25% 31 Oct 2030)
|
0.21 | +79 | 0.20 | 0.01 |
Index |
Rate |
Volume (EUR Millions) |
Initial Volume (EUR Millions) |
|---|---|---|---|
|
RFR Euro
|
-0.532 | 241,228 | 299,926 |
|
RFR Belgium
|
-0.538 | 12,273 | 14,814 |
|
RFR France
|
-0.530 | 40,214 | 52,548 |
|
RFR Germany
|
-0.566 | 46,676 | 60,004 |
|
RFR Italy
|
-0.515 | 85,025 | 106,906 |
|
RFR Netherlands
|
-0.555 | 7,200 | 9,444 |
|
RFR Spain
|
-0.531 | 32,495 | 40,674 |
Time snapshot: 20/10/2020 - 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 135.665
Schatz
Bobl
Bund
Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001102382 | DBR 1.000 15/08/25 | 0.801059 | 108.878 | 0.202 |
| DE0001102390 | DBR 0.500 15/02/26 | 0.76103 | 107.044 | 3.799 |
| DE0001141828 | OBL 0 10/10/25 #182 | 0.754571 | 104.003 | 1.634 |
CurveGlobal Bund Future Dec20
Mid-Price 175.5425
Schatz
Bobl
Bund
Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001030708 | DBR 0 15/08/30 | 0.568922 | 106.164 | 6.294 |
| DE0001102473 | DBR 0 15/08/29 | 0.603058 | 105.927 | 0.065 |
| DE0001102499 | DBR 0 15/02/30 | 0.585618 | 105.927 | 3.126 |
| DE0001102507 | DBR 0 15/08/30 | 0.568922 | 105.931 | 6.061 |
CurveGlobal Schatz Future Dec20
Mid-Price 112.4275
Schatz
Bobl
Bund
Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001102309 | DBR 1.500 15/02/23 | 0.910349 | 105.4 | 3.052 |
| DE0001104818 | BKO 0 16/09/22 | 0.902156 | 101.494 | 0.067 |
| DE0001141760 | OBL 0 07/10/22 #176 | 0.899136 | 101.555 | 0.467 |
Time snapshot: 22/10/2020 - 11:45 am CET
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