Last Update: 23 Oct 2018 8:15 GMT+0
The Brazil 10Y Government Bond has a 10.210% yield.
10 Years vs 2 Years bond spread is 181 bp.
Central Bank Rate is 6.50%.
The Brazil rating is BB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 212.80 and implied probability of default is 3.55%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BB-
|
- |
| Moody's Investors Service |
Ba2
|
- |
| Fitch Ratings |
BB-
|
- |
| DBRS |
BB (low)
|
- |
| Brazil Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 6.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 212.80 | -3.75 % | -17.77 % | +25.92 % | 3.55 % |
Brazil 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 | 6.565% | +12.8 bp | +50.0 bp | ||||||
| 6 months | 6.670% | +2.0 bp | +52.0 bp | ||||||
| 9 months | 6.800% | -32.5 bp | +62.0 bp | ||||||
| 1 year | 7.125% | -48.0 bp | +83.5 bp | 93.35 | +0.45 % | -0.78 % | |||
| 2 years | 8.400% | -64.0 bp | +123.0 bp | 85.10 | +1.18 % | -2.26 % | |||
| 3 years | 8.955% | -105.5 bp | +67.5 bp | 77.31 | +2.93 % | -1.85 % | |||
| 5 years | 9.390% | -155.0 bp | +46.0 bp | 63.84 | +7.28 % | -2.09 % | |||
| 8 years | 10.060% | -139.0 bp | +65.0 bp | 46.45 | +10.57 % | -4.62 % | |||
| 10 years | 10.210% | -149.0 bp | +51.5 bp | 37.83 | +14.39 % | -4.57 % | |||
10Y Bond Yield Spread - Brazil vs Main Countries
The Brazil 10Y Government Bond has a 10.210% yield. Click on Spread value for the historical serie.
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.
| Brazil 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Japan 10Y | 1006.1 bp | -151.0 | +42.7 | ||
| Germany 10Y | 977.9 bp | -146.0 | +71.9 | ||
| France 10Y | 940.8 bp | -151.3 | +55.6 | ||
| United Kingdom 10Y | 871.2 bp | -143.1 | +55.4 | ||
| Spain 10Y | 852.1 bp | -166.6 | +13.5 | ||
| Canada 10Y | 772.5 bp | -154.5 | +38.5 | ||
| Australia 10Y | 753.1 bp | -147.0 | +70.6 | ||
| United States 10Y | 705.4 bp | -157.9 | +33.6 | ||
| Italy 10Y | 675.6 bp | -210.5 | -114.7 | ||
| China 10Y | 660.6 bp | -138.1 | +51.4 | ||
| India 10Y | 230.9 bp | -131.5 | +35.4 | ||
| Russia 10Y | 166.0 bp | -135.0 | -69.5 |
Brazil 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% | |||
| 10 years | 10.210% | 37.83 | 43.92 | 56.09 | 68.27 | 80.45 | 92.63 | |
| 8 years | 10.060% | 46.45 | 51.77 | 62.42 | 73.06 | 83.71 | 94.36 | |
| 5 years | 9.390% | 63.84 | 67.69 | 75.39 | 83.10 | 90.80 | 98.50 | |
| 3 years | 8.955% | 77.31 | 79.85 | 84.91 | 89.98 | 95.05 | 100.11 | |
| 2 years | 8.400% | 85.10 | 86.88 | 90.42 | 93.97 | 97.52 | 101.06 | |
| 1 year | 7.125% | 93.35 | 94.28 | 96.15 | 98.02 | 99.88 | 101.75 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||