Last Update: 25 Feb 2021 1:15 GMT+0
The Bahrain 10Y Government Bond has an estimated 5.468% 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||-68.2 bp||Yield Curve is inverted in Short-Term Maturities|
|5Y vs 2Y||164.1 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||1.839%||-33.1 bp||-41.2 bp|
|6 months||2.394%||-13.5 bp||+13.1 bp|
|9 months||2.536%||-11.2 bp||+26.0 bp|
|1 year||2.686%||-3.4 bp||+41.5 bp||97.38||+0.03 %||-0.41 %|
|2 years||2.004%||-32.0 bp||-8.6 bp||96.11||+0.63 %||+0.17 %|
|5 years||3.645%||-11.5 bp||+120.6 bp||83.61||+0.55 %||-5.69 %|
10Y Bond Yield Spread - Bahrain vs Main Countries
The Bahrain 10Y Government Bond has an estimated 5.468% 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|