Last Update: 23 Oct 2018 12:15 GMT+0
The Argentina 10Y Government Bond has an estimated 22.866% 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 71.73%.
The Argentina rating is B+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 600.63 and implied probability of default is 10.01%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B+
|
negative |
| Moody's Investors Service |
B2
|
- |
| Fitch Ratings |
B
|
- |
| DBRS |
B
|
- |
| Argentina Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 71.73% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 600.63 | +5.04 % | +16.88 % | +142.68 % | 10.01 % |
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 | 27.200% | +91.0 bp | +88.0 bp | 78.62 | -0.71 % | -0.68 % | |||
| 4 years | 29.340% | -144.1 bp | +1062.3 bp | 35.73 | +4.53 % | -29.02 % | |||
| 6 years | 21.537% | +96.3 bp | +429.3 bp | 31.03 | -4.64 % | -19.40 % | |||
| 9 years | 22.534% | +404.9 bp | +590.4 bp | 16.06 | -26.09 % | -35.86 % | |||
10Y Bond Yield Spread - Argentina vs Main Countries
The Argentina 10Y Government Bond has an estimated 22.866% 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 | 22.534% | 16.06 | 19.78 | 27.23 | 34.68 | 42.13 | 49.58 | |
| 6 years | 21.537% | 31.03 | 34.23 | 40.64 | 47.04 | 53.45 | 59.85 | |
| 4 years | 29.340% | 35.73 | 37.92 | 42.30 | 46.69 | 51.07 | 55.45 | |
| 1 year | 27.200% | 78.62 | 79.40 | 80.97 | 82.55 | 84.12 | 85.69 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||