Last Update: 28 Jan 2022 3:15 GMT+0
The Bahrain 10Y Government Bond has an estimated 5.379% 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 | 80.9 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 101.8 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B+
|
- |
| Moody's Investors Service |
B2
|
negative |
| Fitch Ratings |
B+
|
- |
| DBRS |
-
|
- |
| Bahrain Credit Ratings History | ||
| Interest Rates | |
|---|---|
| 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
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 | 1.395% | -13.9 bp | -12.9 bp | ||||||
| 6 months | 1.592% | -11.0 bp | -5.6 bp | ||||||
| 9 months | 1.715% | -0.7 bp | -4.7 bp | ||||||
| 1 year | 1.855% | +12.6 bp | +21.7 bp | 98.18 | -0.12 % | -0.21 % | |||
| 2 years | 2.664% | +37.6 bp | +50.6 bp | 94.88 | -0.73 % | -0.98 % | |||
| 5 years | 3.682% | 0.0 bp | +17.9 bp | 83.46 | 0.00 % | -0.87 % | |||
Bahrain 10Y Bond Yield Spread
The Bahrain 10Y Government Bond has an estimated 5.379% yield.
A positive spread, marked by a red circle, means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Bahrain 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 545.1 bp | -30.8 bp | -26.0 bp | Compare | |
| Japan 10Y | 522.3 bp | -24.1 bp | -1.3 bp | Compare | |
| France 10Y | 504.6 bp | -34.6 bp | -30.5 bp | Compare | |
| Spain 10Y | 471.5 bp | -29.8 bp | -27.6 bp | Compare | |
| United Kingdom 10Y | 414.8 bp | -45.2 bp | -53.2 bp | Compare | |
| Italy 10Y | 394.0 bp | -48.8 bp | -69.5 bp | Compare | |
| Canada 10Y | 359.6 bp | -45.1 bp | -48.8 bp | Compare | |
| United States 10Y | 356.2 bp | -47.7 bp | -45.5 bp | Compare | |
| Australia 10Y | 342.5 bp | -51.1 bp | -67.3 bp | Compare | |
| China 10Y | 263.8 bp | -6.5 bp | +31.8 bp | Compare | |
| India 10Y | -136.7 bp | -41.2 bp | -43.4 bp | Compare | |
| Russia 10Y | -414.1 bp | -124.9 bp | -245.6 bp | Compare | |
| Brazil 10Y | -563.3 bp | -44.9 bp | -159.1 bp | Compare |
Bahrain Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 5 years | 3.682% | 83.46 | 87.95 | 96.94 | 105.92 | 114.90 | 123.89 | |
| 2 years | 2.664% | 94.88 | 96.80 | 100.65 | 104.49 | 108.34 | 112.18 | |
| 1 year | 1.855% | 98.18 | 99.16 | 101.12 | 103.09 | 105.05 | 107.01 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||