Last Update: 13 Dec 2018 5:15 GMT+0
The Argentina 10Y Government Bond has an estimated 20.185% 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 58.97%.
The Argentina rating is B, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 668.92 and implied probability of default is 11.15%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B
|
- |
| Moody's Investors Service |
B2
|
- |
| Fitch Ratings |
B
|
negative |
| DBRS |
B
|
- |
| Argentina Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 58.97% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 668.92 | +2.79 % | +20.99 % | +182.89 % | 11.15 % |
Argentina Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 year | 26.400% | -48.0 bp | -962.0 bp | 79.11 | +0.38 % | +7.60 % | |||
| 4 years | 31.370% | +312.8 bp | +942.9 bp | 33.57 | -9.20 % | -25.78 % | |||
| 6 years | 21.764% | -88.2 bp | +203.6 bp | 30.68 | +4.42 % | -9.63 % | |||
| 9 years | 20.580% | +40.7 bp | +313.6 bp | 18.56 | -2.98 % | -21.09 % | |||
10Y Bond Yield Spread - Argentina vs Main Countries
The Argentina 10Y Government Bond has an estimated 20.185% yield.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
Argentina Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 9 years | 20.580% | 18.56 | 22.51 | 30.43 | 38.34 | 46.26 | 54.17 | |
| 6 years | 21.764% | 30.68 | 33.87 | 40.24 | 46.61 | 52.98 | 59.35 | |
| 4 years | 31.370% | 33.57 | 35.69 | 39.93 | 44.16 | 48.40 | 52.63 | |
| 1 year | 26.400% | 79.11 | 79.91 | 81.49 | 83.07 | 84.65 | 86.23 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||