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 | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B+
|
- |
| Moody's Investors Service |
B2
|
- |
| Fitch Ratings |
BB-
|
- |
| DBRS |
-
|
- |
| Bahrain Credit Ratings History | ||
| Interest Rates | |
|---|---|
| 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.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| 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.