Last Update: 24 Nov 2020 3:15 GMT+0
The Brazil 10Y Government Bond has a 7.820% yield.
10 Years vs 2 Years bond spread is 380.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 2.00% (last modification in August 2020).
The Brazil credit rating is BB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 172.90 and implied probability of default is 2.88%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 96.2 bp | Normal Convexity in Short-Term Maturities | ||
| 10Y vs 2Y | 380.5 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-
|
negative |
| DBRS |
BB (low)
|
- |
| Brazil Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 2.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 172.90 | -1.93 % | -17.78 % | +39.32 % | 2.88 % |
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 | 2.080% | -7.0 bp | -68.8 bp | ||||||
| 6 months | 2.168% | -10.5 bp | -31.5 bp | ||||||
| 9 months | 2.515% | -11.0 bp | -9.3 bp | ||||||
| 1 year | 3.053% | -7.7 bp | +24.3 bp | 97.04 | +0.08 % | -0.24 % | |||
| 2 years | 4.015% | +5.5 bp | +23.7 bp | 92.43 | -0.11 % | -0.45 % | |||
| 8 years | 7.549% | +31.9 bp | +60.5 bp | 55.87 | -2.34 % | -4.41 % | |||
| 10 years | 7.820% | +27.3 bp | +46.7 bp | 47.10 | -2.50 % | -4.25 % | |||
10Y Bond Yield Spread - Brazil vs Main Countries
The Brazil 10Y Government Bond has a 7.820% 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 |
|
|---|---|---|---|---|---|
| Germany 10Y | 840.0 bp | +27.5 | +55.4 | ||
| France 10Y | 816.6 bp | +31.3 | +77.7 | ||
| Japan 10Y | 780.1 bp | +29.1 | +43.7 | ||
| Spain 10Y | 775.4 bp | +39.9 | +109.7 | ||
| United Kingdom 10Y | 749.7 bp | +21.9 | +31.4 | ||
| Italy 10Y | 723.1 bp | +44.1 | +147.3 | ||
| Canada 10Y | 713.0 bp | +22.5 | +28.2 | ||
| United States 10Y | 695.2 bp | +24.6 | +25.6 | ||
| Australia 10Y | 692.0 bp | +20.9 | +44.1 | ||
| China 10Y | 450.6 bp | +16.1 | -23.8 | ||
| Russia 10Y | 202.0 bp | +45.3 | +13.7 | ||
| India 10Y | 192.0 bp | +21.7 | +52.8 |
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.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 7.820% | 47.10 | 53.86 | 67.39 | 80.92 | 94.45 | 107.98 | |
| 8 years | 7.549% | 55.87 | 61.71 | 73.41 | 85.10 | 96.79 | 108.48 | |
| 2 years | 4.015% | 92.43 | 94.31 | 98.09 | 101.86 | 105.63 | 109.40 | |
| 1 year | 3.053% | 97.04 | 98.01 | 99.95 | 101.89 | 103.83 | 105.77 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||