Last Update: 20 Oct 2019 22:15 GMT+0
The Bahrain 10Y Government Bond has an estimated 7.492% 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 July 2019).
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||33 bp||Normal Convexity in Short-Term Maturities|
|5Y vs 2Y||147.4 bp||Normal Convexity in Mid-Term vs Short-Term Maturities|
|Standard & Poor's||
|Moody's Investors Service||
|Bahrain Credit Ratings History|
|Central Bank Rate||2.50%|
|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||3.056%||-0.9 bp||-69.1 bp|
|6 months||3.074%||-2.7 bp||-113.7 bp|
|9 months||3.151%||-2.8 bp||-128.0 bp|
|1 year||3.231%||-3.4 bp||-120.0 bp||96.87||+0.03 %||+1.16 %|
|2 years||3.561%||-22.9 bp||-217.8 bp||93.24||+0.44 %||+4.25 %|
|5 years||5.035%||-6.5 bp||-77.1 bp||78.22||+0.31 %||+3.73 %|
10Y Bond Yield Spread - Bahrain vs Main Countries
The Bahrain 10Y Government Bond has an estimated 7.492% 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|