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European Bond Yields and Spreads

2yr
5yr
10yr

Country	Yield	Spread*	Close†	Change‡
Germany (0% 16 Sep 2022)	-0.72	-	-0.78	0.06
France (0% 25 Feb 2022)	-0.69	+3	-0.71	0.01
Belgium (4.25% 28 Sep 2022)	-0.59	+13	-0.72	0.13
Italy (1% 15 Jul 2022)	-0.33	+39	-0.32	-0.02
Spain (0.40% 30 Apr 2022)	-0.53	+19	-0.54	0.01

* Spread To Benchmark † Day Close Yield Value (at 16:00 CEST) ‡ Daily Yield Change

Time snapshot: 23/10/2020 - 5:29 PM CEST

Disclaimer: The MTS European Bond Yields and Spreads published on this website are made available free of charge to viewers exclusively for information purposes. MTS European Bond Yields and Spreads data cannot be redistributed, nor licensed or sublicensed, for or without consideration. Viewers cannot create derived data having as underlying the European Bond Yields and Spreads data 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 Exchange for any errors, omissions, or inaccurate data or information on this page and on its website.

Country	Yield	Spread*	Close†	Change‡
Germany (0% 10 Oct 2025)	-0.75	-	-0.78	0.04
France (0% 25 Feb 2026)	-0.60	+15	-0.60	0.01
Belgium (0.8% 22 Jun 2025)	-0.65	+10	-0.67	0.02
Italy (0.5% 01 Feb 2026)	0.23	+97	0.24	-0.02
Spain (0% 31 Jan 2026)	-0.27	+48	-0.26	-0.01

* Spread To Benchmark † Day Close Yield Value (at 16:00 CEST) ‡ Daily Yield Change

Time snapshot: 23/10/2020 - 5:29 PM CEST

Disclaimer: The MTS European Bond Yields and Spreads published on this website are made available free of charge to viewers exclusively for information purposes. MTS European Bond Yields and Spreads data cannot be redistributed, nor licensed or sublicensed, for or without consideration. Viewers cannot create derived data having as underlying the European Bond Yields and Spreads data 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 Exchange for any errors, omissions, or inaccurate data or information on this page and on its website.

Country	Yield	Spread*	Close†	Change‡
Germany (0% 15 Aug 2030)	-0.55	-	-0.59	0.03
France (0% 25 Nov 2030)	-0.29	+26	-0.31	0.02
Belgium (0.1% 22 Jun 2030)	-0.33	+23	-0.35	0.02
Italy (1.65% 1 Dec 2030)	0.77	+132	0.78	-0.02
Spain (1.25% 31 Oct 2030)	0.20	+75	0.20	0.00

* Spread To Benchmark † Day Close Yield Value (at 16:00 CEST) ‡ Daily Yield Change

Time snapshot: 23/10/2020 - 5:29 PM CEST

Disclaimer: The MTS European Bond Yields and Spreads published on this website are made available free of charge to viewers exclusively for information purposes. MTS European Bond Yields and Spreads data cannot be redistributed, nor licensed or sublicensed, for or without consideration. Viewers cannot create derived data having as underlying the European Bond Yields and Spreads data 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 Exchange for any errors, omissions, or inaccurate data or information on this page and on its website.

All European Bond Yields

Index	Rate	Volume (EUR Millions)	Initial Volume (EUR Millions)
RFR Euro	-0.531	247,822	305,362
RFR Belgium	-0.535	12,041	14,679
RFR France	-0.531	43,116	52,804
RFR Germany	-0.562	47,802	59,471
RFR Italy	-0.515	85,116	110,773
RFR Netherlands	-0.554	7,496	9,602
RFR Spain	-0.527	32,638	41,853

Time snapshot: 21/10/2020 - 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.com

CurveGlobal Bobl Future Dec20

Mid-Price 135.565

Schatz

Bobl

Bund

Bond ISIN	Bond Description	Conversion Factor	MTS BV Mid	Gross Basis
DE0001102382	DBR 1.000 15/08/25	0.801059	108.8	0.204
DE0001102390	DBR 0.500 15/02/26	0.76103	106.964	3.795
DE0001141828	OBL 0 10/10/25 #182	0.754571	103.926	1.633

CurveGlobal Bund Future Dec20

Mid-Price 175.3375

Schatz

Bobl

Bund

Bond ISIN	Bond Description	Conversion Factor	MTS BV Mid	Gross Basis
DE0001030708	DBR 0 15/08/30	0.568922	105.958	6.205
DE0001102473	DBR 0 15/08/29	0.603058	105.744	0.005
DE0001102499	DBR 0 15/02/30	0.585618	105.74	3.059
DE0001102507	DBR 0 15/08/30	0.568922	105.732	5.979

CurveGlobal Schatz Future Dec20

Mid-Price 112.38375

Schatz

Bobl

Bund

Bond ISIN	Bond Description	Conversion Factor	MTS BV Mid	Gross Basis
DE0001102309	DBR 1.500 15/02/23	0.910349	105.359	3.051
DE0001104818	BKO 0 16/09/22	0.902156	101.467	0.079
DE0001141760	OBL 0 07/10/22 #176	0.899136	101.529	0.481

Time snapshot: 23/10/2020 - 05:30 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.

All Gross Basis