COUNTRY • BAHRAIN
Last Update: 26 Jun 2022 2:15 GMT+0

The Bahrain 10Y Government Bond has an estimated 6.848% 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 2.50% (last modification in June 2022).

The Bahrain credit rating is B+, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 255.00 and implied probability of default is 4.25%.

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
3 months 3.711% +93.9 bp +215.1 bp 24 Jun
6 months 4.273% +106.6 bp +257.1 bp 24 Jun
9 months 4.516% +126.4 bp +279.4 bp 24 Jun
1 year 4.573% +132.0 bp +284.3 bp 95.63 -1.26 % -2.72 % 24 Jun
2 years 5.312% +82.0 bp +301.2 bp 90.17 -1.55 % -5.63 % 24 Jun
5 years 5.888% +59.4 bp +220.6 bp 75.12 -2.77 % -9.99 % 24 Jun
Last Update: 26 Jun 2022 2:15 GMT+0

Bahrain Yield Curve Analysis

Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases. For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive. If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
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Residual
Maturity
Yield Spread vs Bond Spread vs
Central Bank
Rate (2.50%)
3 months 1 year 2 years
5 years 5.888% 338.8 bp
2 years 5.312%
281.2 bp
1 year 4.573%
207.3 bp
3 months 3.711%
121.1 bp
Focusing on 2 years Government Bond:
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2Y vs 1Y 73.9 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 57.6 bp Normal Convexity in Mid-Term vs Short-Term Maturities

Bahrain 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 Bahrain Credit Ratings History
Rating Agency Rating Outlook
Standard & Poor's
B+
-
Moody's Investors Service
B2
-
Fitch Ratings
B+
-
DBRS
-
-

Bahrain 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 2.50%

Bahrain 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 255.00 -3.77 % -10.53 % -47.42 % 4.25 %
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

Bahrain 10Y Bond Yield Spread

The Bahrain 10Y Government Bond has an estimated 6.848% 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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Bahrain 10Y vs Current Spread Chg 1M Chg 6M
Japan 10Y 662.5 bp +23.4 bp +116.1 bp Compare
Germany 10Y 540.7 bp -23.8 bp -37.0 bp Compare
France 10Y 488.4 bp -24.5 bp -52.1 bp Compare
United Kingdom 10Y 454.5 bp -10.1 bp -5.6 bp Compare
Spain 10Y 429.2 bp -29.6 bp -71.4 bp Compare
China 10Y 404.7 bp +17.6 bp +136.8 bp Compare
United States 10Y 371.4 bp -17.5 bp -31.6 bp Compare
Canada 10Y 351.5 bp -30.5 bp -53.2 bp Compare
Italy 10Y 327.9 bp -45.8 bp -112.3 bp Compare
Australia 10Y 314.0 bp -24.7 bp -78.9 bp Compare
India 10Y -59.6 bp +6.7 bp +34.3 bp Compare
Russia 10Y -186.2 bp +102.7 bp +103.5 bp Compare
Brazil 10Y -582.0 bp -5.6 bp -110.2 bp Compare

Bahrain 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%
5 years 5.888% 75.12 79.35 87.80 96.25 104.70 113.15
2 years 5.312% 90.17 92.02 95.72 99.42 103.12 106.83
1 year 4.573% 95.63 96.58 98.50 100.41 102.32 104.23
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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