Last Update: 3 Apr 2020 16:15 GMT+0
The Bahrain 10Y Government Bond has an estimated 6.533% 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 1.00% (last modification in March 2020).
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%.
|Yield Comparison||Spread||Curve Convexity|
|2Y vs 1Y||-14.8 bp||Yield Curve is inverted in Short-Term Maturities|
|5Y vs 2Y||246.6 bp||Normal Convexity in Mid-Term vs Short-Term Maturities|
|Standard & Poor's||
|Moody's Investors Service||
|Bahrain Credit Ratings History|
|Central Bank Rate||1.00%|
|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 %|
Bahrain 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.
|Last||Chg 1M||Chg 6M||Last||Chg 1M||Chg 6M|
|3 months||1.763%||-96.6 bp||-127.2 bp|
|6 months||2.015%||-71.9 bp||-108.7 bp|
|9 months||2.027%||-75.8 bp||-112.3 bp|
|1 year||2.037%||-71.1 bp||-120.1 bp||98.00||+0.69 %||+1.18 %|
|2 years||1.889%||-73.7 bp||-190.1 bp||96.33||+1.45 %||+3.77 %|
|5 years||4.355%||-0.3 bp||-74.5 bp||80.80||+0.01 %||+3.62 %|
10Y Bond Yield Spread - Bahrain vs Main Countries
The Bahrain 10Y Government Bond has an estimated 6.533% 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.
Bahrain 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.
|Yield||Bond Price - with different Coupon Rates|