Last Update: 26 Oct 2020 23:15 GMT+0
The Argentina 10Y Government Bond has an estimated 74.085% 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 36.00% (last modification in October 2020).
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%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -831 bp | Yield Curve is inverted in Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
CCC+
|
- |
| Moody's Investors Service |
Ca
|
- |
| Fitch Ratings |
CCC
|
- |
| DBRS |
CCC
|
- |
| Argentina Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 36.00% |
| 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 % |
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 | 49.090% | +777.0 bp | +2623.0 bp | 67.07 | -5.21 % | -17.59 % | |||
| 2 years | 40.780% | 0.0 bp | -3044.0 bp | 50.46 | 0.00 % | +47.93 % | |||
| 4 years | 49.390% | +776.0 bp | +154.0 bp | 20.08 | -19.20 % | -4.06 % | |||
10Y Bond Yield Spread - Argentina vs Main Countries
The Argentina 10Y Government Bond has an estimated 74.085% 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.