Last Update: 11 Dec 2018 19:15 GMT+0
The Brazil 10Y Government Bond has a 10.210% yield.
10 Years vs 2 Years bond spread is 231 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 208.00 and implied probability of default is 3.47%.
| 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 | 208.00 | +1.51 % | +3.69 % | +25.60 % | 3.47 % |
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 | 6.400% | +3.8 bp | -11.0 bp | ||||||
| 6 months | 6.537% | +9.2 bp | -23.3 bp | ||||||
| 9 months | 6.600% | -1.5 bp | -48.5 bp | ||||||
| 1 year | 6.770% | -10.0 bp | -90.5 bp | 93.66 | +0.10 % | +0.85 % | |||
| 2 years | 7.900% | -38.0 bp | -102.0 bp | 85.89 | +0.70 % | +1.90 % | |||
| 3 years | 8.680% | -21.0 bp | -124.0 bp | 77.90 | +0.58 % | +3.45 % | |||
| 5 years | 9.160% | -21.0 bp | -164.0 bp | 64.52 | +0.97 % | +7.75 % | |||
| 8 years | 10.060% | -16.5 bp | -124.0 bp | 46.45 | +1.22 % | +9.37 % | |||
| 10 years | 10.210% | -19.0 bp | -138.0 bp | 37.83 | +1.75 % | +13.26 % | |||
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 | 1016.3 bp | -11.7 | -138.3 | ||
| Germany 10Y | 997.7 bp | -1.5 | -112.3 | ||
| France 10Y | 950.2 bp | -10.8 | -117.8 | ||
| United Kingdom 10Y | 902.1 bp | +11.4 | -116.4 | ||
| Spain 10Y | 876.7 bp | -3.3 | -136.7 | ||
| Canada 10Y | 814.5 bp | +25.2 | -113.5 | ||
| Australia 10Y | 775.7 bp | +10.5 | -104.4 | ||
| United States 10Y | 734.4 bp | +13.0 | -129.4 | ||
| Italy 10Y | 707.7 bp | +7.5 | -168.3 | ||
| China 10Y | 691.1 bp | +1.1 | -100.9 | ||
| India 10Y | 268.2 bp | +4.7 | -94.5 | ||
| Russia 10Y | 154.0 bp | +8.0 | -254.0 |
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 | 9.160% | 64.52 | 68.39 | 76.14 | 83.89 | 91.63 | 99.38 | |
| 3 years | 8.680% | 77.90 | 80.45 | 85.54 | 90.63 | 95.72 | 100.81 | |
| 2 years | 7.900% | 85.89 | 87.68 | 91.25 | 94.82 | 98.39 | 101.96 | |
| 1 year | 6.770% | 93.66 | 94.60 | 96.47 | 98.34 | 100.22 | 102.09 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||