Last Update: 18 Apr 2019 20:15 GMT+0
The Brazil 10Y Government Bond has a 8.960% yield.
10 Years vs 2 Years bond spread is 166.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities
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 170.60 and implied probability of default is 2.84%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 79.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 84.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 166.5 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| 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 | 170.60 | +2.03 % | +10.14 % | +4.22 % | 2.84 % |
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 | 6.383% | -12.2 bp | -4.2 bp | ||||||
| 6 months | 6.385% | +3.0 bp | -22.5 bp | ||||||
| 9 months | 6.420% | +8.0 bp | -45.5 bp | ||||||
| 1 year | 6.500% | +15.5 bp | -71.5 bp | 93.90 | -0.14 % | +0.68 % | |||
| 2 years | 7.295% | +26.5 bp | -123.5 bp | 86.86 | -0.49 % | +2.31 % | |||
| 3 years | 7.760% | +17.0 bp | -138.5 bp | 79.91 | -0.47 % | +3.90 % | |||
| 5 years | 8.140% | +18.5 bp | -147.0 bp | 67.62 | -0.85 % | +6.99 % | |||
| 8 years | 8.890% | +16.0 bp | -138.0 bp | 50.59 | -1.17 % | +10.60 % | |||
| 10 years | 8.960% | +15.0 bp | -146.0 bp | 42.40 | -1.35 % | +14.25 % | |||
10Y Bond Yield Spread - Brazil vs Main Countries
The Brazil 10Y Government Bond has a 8.960% 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 | 899.0 bp | +14.4 | -127.6 | ||
| Germany 10Y | 893.4 bp | +20.9 | -107.8 | ||
| France 10Y | 859.4 bp | +23.8 | -101.7 | ||
| Spain 10Y | 789.9 bp | +25.6 | -78.8 | ||
| United Kingdom 10Y | 777.1 bp | +15.6 | -110.8 | ||
| Canada 10Y | 719.4 bp | +10.0 | -72.6 | ||
| Australia 10Y | 703.5 bp | +20.0 | -66.3 | ||
| United States 10Y | 640.0 bp | +19.5 | -83.9 | ||
| Italy 10Y | 634.8 bp | 0.0 | -33.4 | ||
| China 10Y | 557.4 bp | -8.3 | -126.8 | ||
| India 10Y | 154.0 bp | +21.0 | -97.1 | ||
| Russia 10Y | 72.0 bp | +22.0 | -109.0 |
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 | 8.960% | 42.40 | 48.83 | 61.68 | 74.54 | 87.40 | 100.26 | |
| 8 years | 8.890% | 50.59 | 56.15 | 67.27 | 78.38 | 89.50 | 100.61 | |
| 5 years | 8.140% | 67.62 | 71.60 | 79.55 | 87.51 | 95.47 | 103.42 | |
| 3 years | 7.760% | 79.91 | 82.50 | 87.68 | 92.86 | 98.03 | 103.21 | |
| 2 years | 7.295% | 86.86 | 88.66 | 92.27 | 95.87 | 99.47 | 103.07 | |
| 1 year | 6.500% | 93.90 | 94.84 | 96.71 | 98.59 | 100.47 | 102.35 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||