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).
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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:
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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

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.
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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.
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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

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