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

The Argentina 10Y Government Bond has an estimated 49.680% 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 52.00% (last modification in June 2022).

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%.

If data are not all visible, swipe table left
Residual
Maturity
Yield ZC Price Last
Change
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 year 40.450% 0.0 bp -443.0 bp 71.20 0.00 % +3.16 % 30 Mar
4 years 48.830% 0.0 bp +76.0 bp 20.38 0.00 % -2.02 % 31 Mar
7 years 49.255% 0.0 bp +88.5 bp 6.06 0.00 % -4.11 % 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
CCC
-
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 52.00%

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 49.680% 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 values in "Current Spread" column, for the historical series of the spread.
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
Japan 10Y 4945.0 bp -0.7 bp +83.9 bp Compare
Germany 10Y 4802.5 bp -67.9 bp -88.1 bp Compare
France 10Y 4748.9 bp -69.7 bp -105.0 bp Compare
United Kingdom 10Y 4719.3 bp -56.3 bp -55.4 bp Compare
Spain 10Y 4693.8 bp -65.4 bp -122.2 bp Compare
China 10Y 4682.3 bp -10.7 bp +97.3 bp Compare
United States 10Y 4643.1 bp -50.6 bp -75.5 bp Compare
Canada 10Y 4622.2 bp -66.8 bp -97.2 bp Compare
Italy 10Y 4599.6 bp -78.8 bp -157.9 bp Compare
Australia 10Y 4586.1 bp -57.0 bp -122.2 bp Compare
India 10Y 4222.3 bp -10.7 bp +3.1 bp Compare
Russia 10Y 4106.0 bp +89.0 bp +80.5 bp Compare
Brazil 10Y 3689.8 bp -34.9 bp -106.5 bp Compare

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.
If data are not all visible, swipe table left
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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