Last Update: 22 Sep 2021 20:15 GMT+0
The Bahrain 10Y Government Bond has an estimated 5.279% 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 | 34.6 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 152.2 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B+
|
negative |
| 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 | 1.449% | -13.2 bp | +1.3 bp | ||||||
| 6 months | 1.459% | -13.7 bp | -35.7 bp | ||||||
| 9 months | 1.572% | -14.3 bp | -35.5 bp | ||||||
| 1 year | 1.651% | +3.6 bp | -31.1 bp | 98.38 | -0.03 % | +0.31 % | |||
| 2 years | 1.997% | -14.2 bp | +63.5 bp | 96.12 | +0.27 % | -1.24 % | |||
| 5 years | 3.519% | +1.6 bp | +41.1 bp | 84.12 | -0.08 % | -1.97 % | |||
Bahrain 10Y Bond Yield Spread
The Bahrain 10Y Government Bond has an estimated 5.279% 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 | 560.6 bp | -14.4 bp | +63.5 bp | Compare | |
| France 10Y | 527.2 bp | -13.1 bp | +55.3 bp | Compare | |
| Japan 10Y | 524.7 bp | -0.2 bp | +66.2 bp | Compare | |
| Spain 10Y | 496.7 bp | -7.6 bp | +64.2 bp | Compare | |
| Italy 10Y | 461.5 bp | -9.3 bp | +59.8 bp | Compare | |
| United Kingdom 10Y | 448.0 bp | -24.9 bp | +63.5 bp | Compare | |
| Canada 10Y | 406.3 bp | -4.9 bp | +96.2 bp | Compare | |
| Australia 10Y | 403.3 bp | -15.3 bp | +113.0 bp | Compare | |
| United States 10Y | 397.2 bp | -2.8 bp | +100.5 bp | Compare | |
| China 10Y | 239.7 bp | +1.0 bp | +99.1 bp | Compare | |
| India 10Y | -85.9 bp | +12.0 bp | +65.9 bp | Compare | |
| Russia 10Y | -188.1 bp | -18.6 bp | +57.2 bp | Compare | |
| Brazil 10Y | -549.2 bp | -16.5 bp | -147.9 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 | 3.519% | 84.12 | 88.63 | 97.66 | 106.68 | 115.71 | 124.73 | |
| 2 years | 1.997% | 96.12 | 98.06 | 101.95 | 105.83 | 109.71 | 113.60 | |
| 1 year | 1.651% | 98.38 | 99.36 | 101.33 | 103.29 | 105.26 | 107.23 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||