Last Update: 22 Feb 2019 1:15 GMT+0
The Brazil 10Y Government Bond has a 9.000% yield.
10 Years vs 2 Years bond spread is 181 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 163.90 and implied probability of default is 2.73%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 75.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 98 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 181 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 | 163.90 | -4.10 % | -4.65 % | +4.66 % | 2.73 % |
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 | 6.489% | +10.4 bp | -0.4 bp | ||||||
| 6 months | 6.420% | -5.0 bp | -34.5 bp | ||||||
| 9 months | 6.405% | -2.0 bp | -89.0 bp | ||||||
| 1 year | 6.435% | -4.0 bp | -134.0 bp | 93.95 | +0.03 % | +1.25 % | |||
| 2 years | 7.190% | -26.0 bp | -199.0 bp | 87.03 | +0.48 % | +3.74 % | |||
| 3 years | 7.800% | -17.0 bp | -234.5 bp | 79.83 | +0.48 % | +6.67 % | |||
| 5 years | 8.170% | -14.0 bp | -301.0 bp | 67.53 | +0.66 % | +14.71 % | |||
| 8 years | 8.890% | -8.0 bp | -302.0 bp | 50.59 | +0.58 % | +24.45 % | |||
| 10 years | 9.000% | -6.0 bp | -316.0 bp | 42.24 | +0.55 % | +33.08 % | |||
10Y Bond Yield Spread - Brazil vs Main Countries
The Brazil 10Y Government Bond has a 9.000% 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 | 903.7 bp | -1.9 | -302.9 | ||
| Germany 10Y | 887.6 bp | +4.4 | -294.4 | ||
| France 10Y | 845.5 bp | +3.4 | -301.7 | ||
| United Kingdom 10Y | 779.8 bp | +5.8 | -309.5 | ||
| Spain 10Y | 777.7 bp | +7.5 | -298.1 | ||
| Canada 10Y | 707.6 bp | -1.5 | -282.7 | ||
| Australia 10Y | 689.8 bp | +11.9 | -272.2 | ||
| United States 10Y | 631.2 bp | -0.2 | -302.9 | ||
| Italy 10Y | 614.3 bp | -13.7 | -295.4 | ||
| China 10Y | 583.8 bp | -9.2 | -267.6 | ||
| India 10Y | 145.6 bp | -7.1 | -287.7 | ||
| Russia 10Y | 56.0 bp | -22.0 | -298.0 |
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 | 9.000% | 42.24 | 48.66 | 61.49 | 74.33 | 87.16 | 100.00 | |
| 8 years | 8.890% | 50.59 | 56.15 | 67.27 | 78.38 | 89.50 | 100.61 | |
| 5 years | 8.170% | 67.53 | 71.50 | 79.45 | 87.40 | 95.35 | 103.30 | |
| 3 years | 7.800% | 79.83 | 82.41 | 87.59 | 92.76 | 97.93 | 103.10 | |
| 2 years | 7.190% | 87.03 | 88.84 | 92.44 | 96.05 | 99.66 | 103.26 | |
| 1 year | 6.435% | 93.95 | 94.89 | 96.77 | 98.65 | 100.53 | 102.41 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||