Last Update: 18 Jun 2019 18:15 GMT+0
The Brazil 10Y Government Bond has a 7.890% yield.
10 Years vs 2 Years bond spread is 178.5 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 164.70 and implied probability of default is 2.75%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 13.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 129 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 178.5 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 | 164.70 | -1.50 % | -10.54 % | -38.80 % | 2.75 % |
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 | 6.369% | -5.1 bp | -0.1 bp | ||||||
| 6 months | 6.255% | -17.0 bp | -17.0 bp | ||||||
| 9 months | 6.035% | -38.0 bp | -52.0 bp | ||||||
| 1 year | 5.970% | -53.0 bp | -70.0 bp | 94.37 | +0.50 % | +0.66 % | |||
| 2 years | 6.105% | -114.0 bp | -149.5 bp | 88.82 | +2.15 % | +2.84 % | |||
| 3 years | 6.550% | -118.5 bp | -177.0 bp | 82.67 | +3.38 % | +5.07 % | |||
| 5 years | 7.395% | -130.5 bp | -139.5 bp | 70.00 | +6.24 % | +6.67 % | |||
| 8 years | 7.725% | -125.5 bp | -189.0 bp | 55.14 | +9.71 % | +14.92 % | |||
| 10 years | 7.890% | -121.0 bp | -183.0 bp | 46.79 | +11.78 % | +18.31 % | |||
10Y Bond Yield Spread - Brazil vs Main Countries
The Brazil 10Y Government Bond has a 7.890% 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 | 820.9 bp | -99.7 | -127.1 | ||
| Japan 10Y | 802.4 bp | -113.2 | -167.3 | ||
| France 10Y | 787.6 bp | -93.8 | -113.5 | ||
| Spain 10Y | 749.2 bp | -72.5 | -84.3 | ||
| United Kingdom 10Y | 708.2 bp | -98.0 | -135.8 | ||
| Australia 10Y | 653.3 bp | -92.8 | -79.0 | ||
| Canada 10Y | 646.4 bp | -94.7 | -124.1 | ||
| United States 10Y | 583.2 bp | -87.5 | -106.2 | ||
| Italy 10Y | 576.9 bp | -65.1 | -102.4 | ||
| China 10Y | 463.1 bp | -118.6 | -168.0 | ||
| India 10Y | 108.2 bp | -65.6 | -129.3 | ||
| Russia 10Y | 33.0 bp | -73.0 | -61.0 |
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 | 7.890% | 46.79 | 53.54 | 67.02 | 80.51 | 94.00 | 107.49 | |
| 8 years | 7.725% | 55.14 | 60.95 | 72.56 | 84.18 | 95.79 | 107.40 | |
| 5 years | 7.395% | 70.00 | 74.05 | 82.17 | 90.28 | 98.40 | 106.51 | |
| 3 years | 6.550% | 82.67 | 85.31 | 90.61 | 95.90 | 101.19 | 106.48 | |
| 2 years | 6.105% | 88.82 | 90.65 | 94.32 | 97.98 | 101.64 | 105.30 | |
| 1 year | 5.970% | 94.37 | 95.31 | 97.20 | 99.08 | 100.97 | 102.86 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||