Last Update: 24 Jan 2020 9:15 GMT+0
The Bahrain 10Y Government Bond has an estimated 6.786% 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 2.25% (last modification in November 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 | 7.4 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 165.6 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B+
|
positive |
| Moody's Investors Service |
B2
|
- |
| Fitch Ratings |
BB-
|
- |
| DBRS |
-
|
- |
| Bahrain Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 2.25% |
| 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 | 2.891% | +33.6 bp | -45.0 bp | ||||||
| 6 months | 2.804% | +21.8 bp | -56.8 bp | ||||||
| 9 months | 2.832% | +23.8 bp | -60.9 bp | ||||||
| 1 year | 2.794% | +18.6 bp | -70.2 bp | 97.28 | -0.18 % | +0.68 % | |||
| 2 years | 2.868% | -7.4 bp | -103.2 bp | 94.50 | +0.14 % | +2.02 % | |||
| 5 years | 4.524% | -8.3 bp | -57.6 bp | 80.15 | +0.39 % | +2.78 % | |||
10Y Bond Yield Spread - Bahrain vs Main Countries
The Bahrain 10Y Government Bond has an estimated 6.786% 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.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 5 years | 4.524% | 80.15 | 84.54 | 93.31 | 102.09 | 110.86 | 119.64 | |
| 2 years | 2.868% | 94.50 | 96.42 | 100.25 | 104.09 | 107.92 | 111.76 | |
| 1 year | 2.794% | 97.28 | 98.25 | 100.20 | 102.15 | 104.09 | 106.04 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||