COUNTRY •
COLOMBIA
Last Update: 5 Feb 2023 0:15 GMT+0
The Colombia 10Y Government Bond has a 11.750% yield.
10 Years vs 2 Years bond spread is 19.9 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 12.75% (last modification in January 2023).
The Colombia credit rating is BB+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 149.16 and implied probability of default is 2.49%.
If data are not all visible, swipe table left
| Residual Maturity |
Yield | ZC Price | Last Change |
||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 2 years | 11.551% | +137.2 bp | +62.1 bp | 80.36 | -2.45 % | -1.11 % | 27 Jan | ||
| 4 years | 11.750% | -136.5 bp | +40.0 bp | 64.12 | +4.98 % | -1.43 % | 04 Feb | ||
| 5 years | 11.759% | -149.3 bp | +40.9 bp | 57.36 | +6.88 % | -1.81 % | 04 Feb | ||
| 10 years | 11.750% | -172.8 bp | -9.0 bp | 32.92 | +16.57 % | +0.80 % | 04 Feb | ||
| 15 years | 11.750% | -174.0 bp | -114.0 bp | 18.89 | +26.10 % | +16.46 % | 04 Feb | ||
Last Update: 5 Feb 2023 0:15 GMT+0
Colombia Yield Curve Analysis
Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases.
For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive.
If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
If data are not all visible, swipe table left
| Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (12.75%) |
||
|---|---|---|---|---|---|
| 2 years | 5 years | ||||
| 10 years | 11.750% | -100.0 bp | |||
| 5 years | 11.759% | -99.1 bp | |||
| 2 years | 11.551% | -119.9 bp | |||
Focusing on 2 years Government Bond:
If data are not all visible, swipe table left
| 5Y vs 2Y | 20.8 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 19.9 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities |
Readings that may interest you
Colombia Credit Ratings
A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation).
For a deeper analysis of credit ratings, click here
Colombia Credit Ratings History
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BB+
|
- |
| Moody's Investors Service |
Baa2
|
- |
| Fitch Ratings |
BB+
|
- |
| DBRS |
BBB (low)
|
- |
Colombia Interest Rates
A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
| Interest Rates | Value | |
|---|---|---|
| Central Bank Rate | 12.75% |
Colombia Credit Default Swaps
The term credit default swap (CDS) refers to a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who agrees to reimburse the lender in the case the borrower defaults.
If data are not all visible, swipe table left
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD(*) | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 149.16 | +2.36 % | +31.78 % | +63.91 % | 2.49 % |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
Colombia 10Y Bond Yield Spread
The Colombia 10Y Government Bond has a 11.750% yield. Click on Spread value for the historical serie.
A positive spread, marked by
, 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.
If data are not all visible, swipe table left
| Colombia 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Japan 10Y | 1126.8 bp | -178.9 bp | -41.3 bp | Compare | |
| Germany 10Y | 953.6 bp | -165.1 bp | -136.0 bp | Compare | |
| France 10Y | 910.6 bp | -156.5 bp | -124.7 bp | Compare | |
| China 10Y | 881.6 bp | -178.4 bp | -28.6 bp | Compare | |
| Canada 10Y | 880.3 bp | -147.4 bp | -29.1 bp | Compare | |
| United Kingdom 10Y | 870.4 bp | -122.5 bp | -110.1 bp | Compare | |
| Spain 10Y | 859.8 bp | -149.9 bp | -118.9 bp | Compare | |
| Australia 10Y | 824.6 bp | -138.5 bp | -33.3 bp | Compare | |
| United States 10Y | 823.1 bp | -153.6 bp | -78.6 bp | Compare | |
| Italy 10Y | 772.5 bp | -142.5 bp | -107.0 bp | Compare | |
| India 10Y | 447.2 bp | -167.9 bp | -6.8 bp | Compare | |
| Russia 10Y | 115.0 bp | -205.8 bp | -164.0 bp | Compare | |
| Brazil 10Y | -157.1 bp | -195.9 bp | -88.0 bp | Compare |
Colombia 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.
Click on
for a forecast of the yield.
If data are not all visible, swipe table left
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | ||||
| 15 years | 11.750% | 18.89 | 25.80 | 39.60 | 53.41 | 67.21 | 81.02 | ||
| 10 years | 11.750% | 32.92 | 38.63 | 50.05 | 61.47 | 72.88 | 84.30 | ||
| 5 years | 11.759% | 57.36 | 60.98 | 68.24 | 75.49 | 82.74 | 89.99 | ||
| 4 years | 11.750% | 64.12 | 67.18 | 73.28 | 79.39 | 85.50 | 91.60 | ||
| 2 years | 11.551% | 80.36 | 82.06 | 85.46 | 88.86 | 92.26 | 95.66 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||