Last Update: 24 Nov 2020 23:15 GMT+0
The Colombia 10Y Government Bond has a 4.916% yield.
Central Bank Rate is 1.75% (last modification in September 2020).
The Colombia credit rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 149.16 and implied probability of default is 2.49%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB-
|
negative |
| Moody's Investors Service |
Baa2
|
- |
| Fitch Ratings |
BBB-
|
negative |
| DBRS |
BBB
|
negative |
| Colombia Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.75% |
| 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 % |
Colombia 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 | ||||
| 1 year | 2.412% | -6.8 bp | -78.9 bp | 97.64 | +0.06 % | +0.76 % | |||
| 4 years | 3.520% | -2.0 bp | +1.5 bp | 87.08 | +0.08 % | -0.06 % | |||
| 5 years | 4.000% | -17.7 bp | -5.0 bp | 82.19 | +0.85 % | +0.23 % | |||
| 10 years | 4.916% | -19.6 bp | -50.9 bp | 61.88 | +1.88 % | +4.95 % | |||
| 15 years | 5.920% | -14.0 bp | -32.0 bp | 42.20 | +2.01 % | +4.64 % | |||
10Y Bond Yield Spread - Colombia vs Main Countries
The Colombia 10Y Government Bond has a 4.916% 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.
| Colombia 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 547.7 bp | -21.3 | -44.1 | ||
| France 10Y | 524.5 bp | -17.3 | -21.6 | ||
| Japan 10Y | 489.6 bp | -17.9 | -54.0 | ||
| Spain 10Y | 484.2 bp | -7.8 | +11.3 | ||
| United Kingdom 10Y | 459.0 bp | -25.3 | -66.5 | ||
| Italy 10Y | 434.4 bp | -1.1 | +51.4 | ||
| Canada 10Y | 419.8 bp | -27.2 | -72.2 | ||
| United States 10Y | 403.1 bp | -24.0 | -73.7 | ||
| Australia 10Y | 398.1 bp | -29.5 | -57.0 | ||
| China 10Y | 158.6 bp | -32.4 | -123.0 | ||
| Russia 10Y | -88.4 bp | -1.6 | -83.9 | ||
| India 10Y | -96.4 bp | -23.2 | -42.8 | ||
| Brazil 10Y | -281.0 bp | -37.5 | -88.2 |
Colombia 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% | |||
| 15 years | 5.920% | 42.20 | 51.96 | 71.49 | 91.02 | 110.54 | 130.07 | |
| 10 years | 4.916% | 61.88 | 69.64 | 85.14 | 100.65 | 116.16 | 131.66 | |
| 5 years | 4.000% | 82.19 | 86.64 | 95.55 | 104.45 | 113.36 | 122.26 | |
| 4 years | 3.520% | 87.08 | 90.75 | 98.09 | 105.43 | 112.78 | 120.12 | |
| 1 year | 2.412% | 97.64 | 98.62 | 100.57 | 102.53 | 104.48 | 106.43 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||