Last Update: 6 Dec 2019 13:15 GMT+0

The Brazil 10Y Government Bond has a 6.783% yield.

10 Years vs 2 Years bond spread is 158.2 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 5.00% (last modification in October 2019).

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

Current 5-Years Credit Default Swap quotation is 120.70 and implied probability of default is 2.01%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 64.1 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 113 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 158.2 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-
-
DBRS
BB (low)
-
Brazil Credit Ratings History
Interest Rates
Central Bank Rate 5.00%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 120.70 -2.43 % +4.23 % -42.11 % 2.01 %

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.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 4.609% -9.1 bp -185.3 bp
6 months 4.440% -3.8 bp -191.5 bp
9 months 4.448% +2.5 bp -179.7 bp
1 year 4.560% +11.5 bp -164.0 bp 95.64 -0.10 % +1.57 %
2 years 5.201% +30.9 bp -135.9 bp 90.36 -0.58 % +2.60 %
3 years 5.611% +30.1 bp -132.9 bp 84.89 -0.85 % +3.82 %
5 years 6.331% +37.6 bp -141.4 bp 73.57 -1.75 % +6.82 %
8 years 6.648% +39.8 bp -143.7 bp 59.76 -2.94 % +11.31 %
10 years 6.783% +30.5 bp -144.7 bp 51.88 -2.81 % +14.42 %

10Y Bond Yield Spread - Brazil vs Main Countries

The Brazil 10Y Government Bond has a 6.783% 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.

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Brazil 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Germany 10Y 709.1 bp +27.0 -137.1
Japan 10Y 680.3 bp +24.1 -154.8
France 10Y 676.4 bp +23.8 -134.3
Spain 10Y 630.6 bp +12.7 -131.2
United Kingdom 10Y 603.5 bp +26.4 -136.9
Australia 10Y 565.3 bp +41.7 -109.4
Italy 10Y 535.3 bp -3.5 -38.3
Canada 10Y 518.4 bp +25.0 -158.3
United States 10Y 498.6 bp +33.8 -111.6
China 10Y 355.3 bp +34.9 -141.4
Russia 10Y 40.8 bp +29.0 -6.2
India 10Y 12.1 bp +12.9 -117.8

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.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
10 years 6.783% 51.88 58.97 73.16 87.35 101.54 115.73
8 years 6.648% 59.76 65.81 77.92 90.02 102.13 114.24
5 years 6.331% 73.57 77.74 86.09 94.44 102.79 111.14
3 years 5.611% 84.89 87.59 92.97 98.35 103.74 109.12
2 years 5.201% 90.36 92.21 95.92 99.63 103.34 107.04
1 year 4.560% 95.64 96.60 98.51 100.42 102.33 104.25
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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