Last Update: 22 Sep 2021 20:15 GMT+0

The Brazil 10Y Government Bond has a 10.771% yield.

10 Years vs 2 Years bond spread is 175.5 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 5.25% (last modification in August 2021).

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

Current 5-Years Credit Default Swap quotation is 194.70 and implied probability of default is 3.25%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 56.1 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 86.6 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 175.5 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 5.25%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 194.70 +8.89 % +2.91 % -14.42 % 3.25 %

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 6.319% +76.9 bp +300.5 bp
6 months 7.268% +29.1 bp +317.5 bp
9 months 8.059% +38.9 bp +344.2 bp
1 year 8.455% +33.4 bp +329.9 bp 92.20 -0.31 % -3.05 %
2 years 9.016% +21.7 bp +229.0 bp 84.14 -0.40 % -4.16 %
3 years 9.059% +19.4 bp +209.6 bp 77.09 -0.54 % -5.65 %
5 years 9.882% +54.3 bp +209.1 bp 62.43 -2.44 % -9.15 %
8 years 10.505% +22.4 bp +202.5 bp 44.97 -1.62 % -13.75 %
10 years 10.771% +18.9 bp +209.6 bp 35.95 -1.70 % -17.39 %

Brazil 10Y Bond Yield Spread

The Brazil 10Y Government Bond has a 10.771% 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 1109.8 bp +2.1 bp +211.4 bp Compare
France 10Y 1076.4 bp +3.4 bp +203.2 bp Compare
Japan 10Y 1073.9 bp +16.3 bp +214.1 bp Compare
Spain 10Y 1045.9 bp +8.9 bp +212.1 bp Compare
Italy 10Y 1010.7 bp +7.2 bp +207.7 bp Compare
United Kingdom 10Y 997.2 bp -8.4 bp +211.4 bp Compare
Canada 10Y 955.5 bp +11.6 bp +244.1 bp Compare
Australia 10Y 952.5 bp +1.2 bp +260.9 bp Compare
United States 10Y 946.4 bp +13.7 bp +248.4 bp Compare
China 10Y 788.9 bp +17.5 bp +247.0 bp Compare
India 10Y 463.3 bp +28.5 bp +213.8 bp Compare
Russia 10Y 361.1 bp -2.1 bp +205.1 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 10.771% 35.95 41.90 53.79 65.68 77.58 89.47
8 years 10.505% 44.97 50.21 60.69 71.16 81.64 92.12
5 years 9.882% 62.43 66.23 73.83 81.44 89.04 96.65
3 years 9.059% 77.09 79.62 84.68 89.74 94.79 99.85
2 years 9.016% 84.14 85.90 89.42 92.94 96.45 99.97
1 year 8.455% 92.20 93.13 94.97 96.81 98.66 100.50
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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