Last Update: 23 Oct 2021 14:15 GMT+0

The Brazil 10Y Government Bond has a 12.085% yield.

10 Years vs 2 Years bond spread is 82.9 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 6.25% (last modification in September 2021).

The Brazil credit rating is BB-, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 234.40 and implied probability of default is 3.91%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 105.3 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 17 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 82.9 bp Normal Convexity in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
BB-
-
Moody's Investors Service
Ba2
-
Fitch Ratings
BB-
negative
DBRS
BB (low)
-
Brazil Credit Ratings History
Interest Rates
Central Bank Rate 6.25%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 234.40 +16.97 % +21.07 % +10.98 % 3.91 %

Brazil 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.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 8.130% +171.8 bp +457.8 bp
6 months 9.175% +176.2 bp +497.7 bp
9 months 10.082% +199.7 bp +532.1 bp
1 year 10.203% +167.2 bp +507.1 bp 90.74 -1.52 % -4.60 %
2 years 11.256% +218.5 bp +454.5 bp 80.79 -3.89 % -8.01 %
3 years 10.469% +138.7 bp +350.6 bp 74.18 -3.71 % -9.22 %
5 years 11.426% +152.4 bp +354.6 bp 58.22 -6.65 % -14.93 %
8 years 11.923% +131.9 bp +302.0 bp 40.61 -9.05 % -19.66 %
10 years 12.085% +142.4 bp +297.6 bp 31.95 -12.01 % -23.60 %

Brazil 10Y Bond Yield Spread

The Brazil 10Y Government Bond has a 12.085% 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. 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.

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Brazil 10Y vs Current Spread Chg 1M Chg 6M
Germany 10Y 1219.5 bp +128.1 bp +283.3 bp Compare
Japan 10Y 1199.6 bp +136.7 bp +295.2 bp Compare
France 10Y 1185.9 bp +128.0 bp +274.7 bp Compare
Spain 10Y 1156.3 bp +128.2 bp +285.8 bp Compare
Italy 10Y 1113.2 bp +119.9 bp +280.5 bp Compare
United Kingdom 10Y 1093.8 bp +118.2 bp +257.4 bp Compare
United States 10Y 1044.7 bp +122.1 bp +289.8 bp Compare
Canada 10Y 1043.2 bp +111.4 bp +284.4 bp Compare
Australia 10Y 1031.6 bp +101.7 bp +289.3 bp Compare
China 10Y 908.2 bp +130.2 bp +315.9 bp Compare
India 10Y 572.1 bp +120.0 bp +264.7 bp Compare
Russia 10Y 428.0 bp +83.4 bp +220.1 bp Compare

Brazil 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.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
10 years 12.085% 31.95 37.58 48.85 60.11 71.37 82.63
8 years 11.923% 40.61 45.59 55.55 65.52 75.48 85.44
5 years 11.426% 58.22 61.88 69.19 76.50 83.82 91.13
3 years 10.469% 74.18 76.65 81.58 86.51 91.44 96.38
2 years 11.256% 80.79 82.50 85.91 89.32 92.74 96.15
1 year 10.203% 90.74 91.65 93.46 95.28 97.09 98.91
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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