Last Update: 24 Sep 2020 0:15 GMT+0
The Colombia 10Y Government Bond has a 5.130% yield.
Central Bank Rate is 2.00% (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 154.21 and implied probability of default is 2.57%.
| 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 | 2.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 154.21 | +36.69 % | +27.90 % | +77.29 % | 2.57 % |
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 | 2.485% | -27.0 bp | -150.9 bp | 97.58 | +0.27 % | +1.48 % | |||
| 4 years | 3.540% | -14.3 bp | -166.0 bp | 87.01 | +0.55 % | +6.56 % | |||
| 5 years | 4.200% | -12.0 bp | -213.0 bp | 81.41 | +0.58 % | +10.66 % | |||
| 10 years | 5.130% | -10.0 bp | -332.0 bp | 60.64 | +0.97 % | +36.48 % | |||
| 15 years | 6.050% | -25.0 bp | -260.9 bp | 41.43 | +3.60 % | +44.00 % | |||
10Y Bond Yield Spread - Colombia vs Main Countries
The Colombia 10Y Government Bond has a 5.130% 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 | 564.1 bp | -8.2 | -316.1 | ||
| France 10Y | 537.1 bp | -5.2 | -292.0 | ||
| Japan 10Y | 512.4 bp | -8.6 | -327.6 | ||
| United Kingdom 10Y | 490.4 bp | -11.7 | -309.9 | ||
| Spain 10Y | 490.3 bp | -0.3 | -267.9 | ||
| Canada 10Y | 457.5 bp | -9.5 | -300.4 | ||
| United States 10Y | 445.8 bp | -11.8 | -313.4 | ||
| Italy 10Y | 428.3 bp | +6.1 | -260.1 | ||
| Australia 10Y | 426.5 bp | -8.2 | -322.6 | ||
| China 10Y | 201.9 bp | -19.3 | -372.0 | ||
| India 10Y | -86.0 bp | +13.1 | -300.6 | ||
| Russia 10Y | -115.5 bp | -20.5 | -243.5 | ||
| Brazil 10Y | -210.9 bp | -44.9 | -110.3 |
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 | 6.050% | 41.43 | 51.11 | 70.47 | 89.84 | 109.20 | 128.56 | |
| 10 years | 5.130% | 60.64 | 68.31 | 83.66 | 99.00 | 114.35 | 129.70 | |
| 5 years | 4.200% | 81.41 | 85.83 | 94.69 | 103.54 | 112.40 | 121.25 | |
| 4 years | 3.540% | 87.01 | 90.68 | 98.02 | 105.36 | 112.70 | 120.04 | |
| 1 year | 2.485% | 97.58 | 98.55 | 100.50 | 102.45 | 104.41 | 106.36 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||