COUNTRY •
COLOMBIA
Last Update: 25 Jun 2022 5:15 GMT+0
The Colombia 10Y Government Bond has a 11.600% yield.
10 Years vs 2 Years bond spread is 127 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 6.00% (last modification in April 2022).
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 | 10.330% | +60.0 bp | n.a. | 82.15 | -1.08 % | n.a. | 25 Jun | ||
| 4 years | 11.210% | +86.0 bp | +385.0 bp | 65.38 | -3.05 % | -13.14 % | 25 Jun | ||
| 5 years | 11.210% | +72.0 bp | +360.0 bp | 58.79 | -3.19 % | -15.17 % | 25 Jun | ||
| 10 years | 11.600% | +49.5 bp | +350.0 bp | 33.37 | -4.36 % | -27.28 % | 25 Jun | ||
| 15 years | 11.963% | +51.3 bp | +367.3 bp | 18.36 | -6.66 % | -39.37 % | 25 Jun | ||
Last Update: 25 Jun 2022 5:15 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 (6.00%) |
||
|---|---|---|---|---|---|
| 2 years | 5 years | ||||
| 10 years | 11.600% | 560.0 bp | |||
| 5 years | 11.210% | 521.0 bp | |||
| 2 years | 10.330% | 433.0 bp | |||
Focusing on 2 years Government Bond:
If data are not all visible, swipe table left
| 5Y vs 2Y | 88 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 127 bp | Normal Convexity 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 | 6.00% |
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 11.600% 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 | 1137.7 bp | +47.7 bp | +333.6 bp | Compare | |
| Germany 10Y | 1015.9 bp | -0.3 bp | +180.5 bp | Compare | |
| France 10Y | 963.6 bp | +0.6 bp | +165.4 bp | Compare | |
| United Kingdom 10Y | 929.7 bp | +10.9 bp | +211.9 bp | Compare | |
| Spain 10Y | 904.4 bp | -1.6 bp | +146.1 bp | Compare | |
| China 10Y | 879.9 bp | +49.0 bp | +354.3 bp | Compare | |
| United States 10Y | 846.6 bp | +11.2 bp | +185.9 bp | Compare | |
| Canada 10Y | 826.7 bp | -4.8 bp | +164.3 bp | Compare | |
| Italy 10Y | 803.1 bp | -12.7 bp | +105.2 bp | Compare | |
| Australia 10Y | 789.2 bp | +0.6 bp | +138.6 bp | Compare | |
| India 10Y | 415.6 bp | +35.6 bp | +251.8 bp | Compare | |
| Russia 10Y | 289.0 bp | +142.0 bp | +321.0 bp | Compare | |
| Brazil 10Y | -106.8 bp | +25.3 bp | +107.3 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 | 11.963% | 18.36 | 25.18 | 38.83 | 52.48 | 66.13 | 79.78 | ||
| 10 years | 11.600% | 33.37 | 39.11 | 50.60 | 62.09 | 73.58 | 85.07 | ||
| 5 years | 11.210% | 58.79 | 62.46 | 69.82 | 77.17 | 84.52 | 91.88 | ||
| 4 years | 11.210% | 65.38 | 68.47 | 74.64 | 80.82 | 87.00 | 93.17 | ||
| 2 years | 10.330% | 82.15 | 83.88 | 87.33 | 90.79 | 94.25 | 97.70 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||