Argentina Government Bonds - Yields Curve

COUNTRY • SUMMARY
ARGENTINA
Last Update: 14 Jun 2022 2:15 GMT+0

The Argentina 10Y Government Bond has an estimated 0.000% yield. Its value is not derived from the market, but it's calculated according to the yields of other available durations.

Central Bank Rate is 70.00% (last modification in April 2024).

The Argentina credit rating is CCC, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 1,030.95 and implied probability of default is 17.18%.

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Argentina Yield Curve

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Residual
Maturity
Yield ZC Price Last
Change
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 year 40.450% 0.0 bp 0.0 bp 71.20 0.00 % 0.00 % 30 Mar
4 years 48.830% 0.0 bp 0.0 bp 20.38 0.00 % 0.00 % 31 Mar
7 years 49.255% 0.0 bp 0.0 bp 6.06 0.00 % 0.00 % 31 Mar
Last Update: 14 Jun 2022 2:15 GMT+0

Argentina Credit Ratings

A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation). For a deeper analysis of credit ratings, click here Argentina Credit Ratings History

Rating Agency Rating Outlook
Standard & Poor's CCC -
Moody's Investors Service Ca -
Fitch Ratings CC -
DBRS CCC -

Argentina Interest Rates

A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.

Interest Rates Value
Central Bank Rate 70.00%

Argentina Credit Default Swaps

The term credit default swap (CDS) refers to a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who agrees to reimburse the lender in the case the borrower defaults.

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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD(*)
5 Years CDS 1,030.95 -7.46 % -84.60 % -79.17 % 17.18 %
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

Argentina 10Y Bond Yield Spread

The Argentina 10Y Government Bond has an estimated 0.000% yield.

A positive spread, marked by , means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle .

Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
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Argentina 10Y vs Current Spread Chg 1M Chg 6M Compare
Countries
vs Japan 10Y -88.2 bp -17.1 bp -0.8 bp
vs China 10Y -220.5 bp +10.7 bp +53.0 bp
vs Germany 10Y -257.8 bp -28.8 bp +23.6 bp
vs France 10Y -306.9 bp -28.0 bp +37.1 bp
vs Spain 10Y -337.1 bp -23.9 bp +53.8 bp
vs Canada 10Y -385.1 bp -38.3 bp +16.4 bp
vs Italy 10Y -389.0 bp -27.5 bp +94.9 bp
vs United Kingdom 10Y -432.8 bp -39.6 bp +23.4 bp
vs Australia 10Y -454.0 bp -54.8 bp +27.3 bp
vs United States 10Y -466.3 bp -47.5 bp +17.5 bp
vs India 10Y -719.9 bp -12.7 bp +15.2 bp
vs Brazil 10Y -1158.7 bp -66.5 bp -9.9 bp
vs Russia 10Y -1443.0 bp -67.0 bp -194.0 bp

Argentina Government Bonds Prices

Price Simulation: bonds with a face value of 100, with different coupon rates.

The highlighted column refers to the zero coupon bond.
Click on for a forecast of the yield.
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Residual
Maturity
Yield Bond Price - with different Coupon Rates Fx
0% 1% 3% 5% 7% 9%
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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