- Live European Bond Yield
- RepoFunds Rate
- MTS CurveGlobal Basis
European Bond Yields and Spreads
- 2yr
- 5yr
- 10yr
Country |
Yield |
Spread* |
Close† |
Change‡ |
|---|---|---|---|---|
|
Germany (0% 10 Jun 2022)
|
-0.66 | - | -0.66 | 0.00 |
|
France (0% 25 Feb 2022)
|
-0.61 | +5 | -0.62 | 0.02 |
|
Belgium (4.25% 28 Sep 2021)
|
-0.60 | +5 | -0.62 | 0.01 |
|
Italy (1% 15 Jul 2022)
|
-0.06 | +60 | -0.02 | -0.03 |
|
Spain (0.40% 30 Apr 2022)
|
-0.39 | +26 | -0.40 | 0.01 |
Country |
Yield |
Spread* |
Close† |
Change‡ |
|---|---|---|---|---|
|
Germany (0% 10 Oct 2025)
|
-0.71 | - | -0.71 | 0.00 |
|
France (0% 25 Mar 2025)
|
-0.57 | +14 | -0.56 | -0.01 |
|
Belgium (0.5% 22 Oct 2024)
|
-0.57 | +14 | -0.57 | 0.01 |
|
Italy (1.85% 1 Jul 2025)
|
0.49 | +120 | 0.53 | -0.04 |
|
Spain (0% 31 Jan 2025)
|
-0.20 | +51 | -0.20 | 0.01 |
Country |
Yield |
Spread* |
Close† |
Change‡ |
|---|---|---|---|---|
|
Germany (0% 15 Aug 2030)
|
-0.52 | - | -0.52 | 0.00 |
|
France (0% 25 Nov 2030)
|
-0.20 | +32 | -0.19 | -0.02 |
|
Belgium (0.1% 22 Jun 2030)
|
-0.23 | +29 | -0.22 | -0.02 |
|
Italy (1.65% 1 Dec 2030)
|
1.06 | +158 | 1.10 | -0.04 |
|
Spain (1.25% 31 Oct 2030)
|
0.33 | +85 | 0.36 | -0.02 |
Index |
Rate |
Volume (EUR Millions) |
Initial Volume (EUR Millions) |
|---|---|---|---|
|
RFR Euro
|
-0.533 | 236,370 | 292,287 |
|
RFR Belgium
|
-0.537 | 15,533 | 18,494 |
|
RFR France
|
-0.542 | 46,620 | 56,316 |
|
RFR Germany
|
-0.544 | 45,374 | 55,196 |
|
RFR Italy
|
-0.508 | 76,761 | 95,421 |
|
RFR Netherlands
|
-0.541 | 7,430 | 9,815 |
|
RFR Spain
|
-0.527 | 29,839 | 37,774 |
Time snapshot: 31/07/2020 - 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 Sep20
Mid-Price 135.115
Schatz
Bobl
Bund
Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001102382 | DBR 1.000 15/08/25 | 0.791953 | 108.946 | 1.941 |
| DE0001102390 | DBR 0.500 15/02/26 | 0.751269 | 106.989 | 5.481 |
| DE0001141810 | OBL 0 11/04/25 #181 | 0.765612 | 103.53 | 0.084 |
| DE0001141828 | OBL 0 10/10/25 #182 | 0.743698 | 103.799 | 3.314 |
CurveGlobal Bund Future Sep20
Mid-Price 177.3025
Schatz
Bobl
Bund
Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001102473 | DBR 0 15/08/29 | 0.59436 | 105.459 | 0.077 |
| DE0001102499 | DBR 0 15/02/30 | 0.577195 | 105.47 | 3.132 |
| DE0001102507 | DBR 0 15/08/30 | 0.560717 | 105.427 | 6.01 |
CurveGlobal Schatz Future Sep20
Mid-Price 112.1275
Schatz
Bobl
Bund
Bond ISIN | Bond Description | Conversion Factor | MTS BV Mid | Gross Basis |
|---|---|---|---|---|
| DE0001104800 | BKO 0 10/06/22 | 0.903164 | 101.334 | 0.064 |
| DE0001135473 | DBR 1.750 04/07/22 | 0.928885 | 104.803 | 0.649 |
| DE0001135499 | DBR 1.500 04/09/22 | 0.91813 | 104.745 | 1.797 |
| DE0001141760 | OBL 0 07/10/22 #176 | 0.886179 | 101.642 | 2.277 |
Time snapshot: 03/08/2020 - 05:30 pm CET
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