Last Update: 20 Aug 2019 0:15 GMT+0
The Brazil 10Y Government Bond has a 7.280% yield.
10 Years vs 2 Years bond spread is 153 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 6.00%.
The Brazil rating is BB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 137.30 and implied probability of default is 2.29%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 38.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 111 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 153 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 | 6.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 137.30 | +4.89 % | +7.27 % | -42.36 % | 2.29 % |
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 | 5.820% | -21.9 bp | -65.5 bp | ||||||
| 6 months | 5.445% | -21.0 bp | -94.0 bp | ||||||
| 9 months | 5.355% | -22.0 bp | -104.0 bp | ||||||
| 1 year | 5.365% | -23.5 bp | -106.0 bp | 94.91 | +0.22 % | +1.01 % | |||
| 2 years | 5.750% | +1.5 bp | -139.0 bp | 89.42 | -0.03 % | +2.64 % | |||
| 3 years | 6.255% | +7.0 bp | -148.5 bp | 83.36 | -0.19 % | +4.25 % | |||
| 5 years | 6.860% | -2.5 bp | -123.0 bp | 71.77 | +0.13 % | +5.89 % | |||
| 8 years | 7.130% | -6.0 bp | -166.0 bp | 57.64 | +0.45 % | +13.09 % | |||
| 10 years | 7.280% | -4.5 bp | -161.0 bp | 49.52 | +0.41 % | +16.05 % | |||
10Y Bond Yield Spread - Brazil vs Main Countries
The Brazil 10Y Government Bond has a 7.280% 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 | 792.6 bp | +27.7 | -86.4 | ||
| France 10Y | 764.2 bp | +24.6 | -71.6 | ||
| Japan 10Y | 750.4 bp | +5.4 | -142.2 | ||
| Spain 10Y | 713.3 bp | +19.5 | -55.5 | ||
| United Kingdom 10Y | 679.6 bp | +20.8 | -91.6 | ||
| Australia 10Y | 633.7 bp | +36.8 | -45.3 | ||
| Canada 10Y | 609.2 bp | +27.6 | -90.2 | ||
| Italy 10Y | 579.9 bp | +8.2 | -19.6 | ||
| United States 10Y | 568.6 bp | +41.8 | -56.3 | ||
| China 10Y | 423.9 bp | +8.7 | -150.6 | ||
| India 10Y | 69.9 bp | -26.5 | -64.6 | ||
| Russia 10Y | -7.0 bp | -4.5 | -64.0 |
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 | 7.280% | 49.52 | 56.46 | 70.32 | 84.19 | 98.06 | 111.93 | |
| 8 years | 7.130% | 57.64 | 63.58 | 75.46 | 87.34 | 99.23 | 111.11 | |
| 5 years | 6.860% | 71.77 | 75.88 | 84.11 | 92.34 | 100.58 | 108.81 | |
| 3 years | 6.255% | 83.36 | 86.02 | 91.34 | 96.66 | 101.98 | 107.30 | |
| 2 years | 5.750% | 89.42 | 91.26 | 94.94 | 98.62 | 102.30 | 105.98 | |
| 1 year | 5.365% | 94.91 | 95.86 | 97.76 | 99.65 | 101.55 | 103.45 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||