Colombia Government Bonds - Yields Curve

COUNTRY • SUMMARY
COLOMBIA
Last Update: 19 Mar 2024 9:15 GMT+0

The Colombia 10Y Government Bond has a 10.047% yield.

Central Bank Rate is 12.75% (last modification in February 2024).

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%.

Table of contents
The first official book of
How to build wealth
with Lazy Portfolios and Passive Investing Strategies
Choose a goal
Use the best metrics to test it
Choose Bond ETFs to control risk
Join the passive investing strategy
New asset allocation simulations in USD and EUR

Colombia Yield Curve

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 10.810% 0.0 bp 0.0 bp 81.44 0.00 % 0.00 % 05 Apr
4 years 9.405% +49.7 bp -97.5 bp 69.80 -1.80 % +3.61 % 19 Mar
5 years 9.480% +52.8 bp -92.0 bp 63.58 -2.39 % +4.26 % 19 Mar
10 years 10.047% +45.4 bp -86.2 bp 38.39 -4.05 % +8.11 % 19 Mar
15 years 10.510% +55.0 bp -62.0 bp 22.33 -7.23 % +8.71 % 19 Mar
Last Update: 19 Mar 2024 9:15 GMT+0

Colombia Yield 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).

If data are not all visible, swipe table left
Residual
Maturity
Yield Spread vs Bond Spread vs
Central Bank
Rate (12.75%)
5 years
10 years 10.047% -270.3 bp
5 years 9.480%
-327.0 bp

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+ negative
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 10.047% yield.

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 Compare
Countries
vs Japan 10Y 931.9 bp +45.1 bp -88.8 bp
vs China 10Y 775.5 bp +61.3 bp -46.3 bp
vs Germany 10Y 759.8 bp +41.8 bp -55.9 bp
vs France 10Y 716.4 bp +46.3 bp -45.6 bp
vs Spain 10Y 680.9 bp +53.5 bp -28.4 bp
vs Canada 10Y 642.1 bp +44.4 bp -58.6 bp
vs Italy 10Y 635.9 bp +67.5 bp +0.5 bp
vs Australia 10Y 594.0 bp +55.1 bp -74.0 bp
vs United Kingdom 10Y 593.5 bp +50.1 bp -58.5 bp
vs United States 10Y 572.4 bp +45.9 bp -82.1 bp
vs India 10Y 296.3 bp +46.9 bp -79.7 bp
vs Brazil 10Y -93.3 bp +20.6 bp -50.2 bp
vs Russia 10Y -370.3 bp -63.6 bp -212.2 bp

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 10.510% 22.33 29.72 44.50 59.28 74.06 88.84
10 years 10.047% 38.39 44.52 56.79 69.05 81.32 93.58
5 years 9.480% 63.58 67.42 75.11 82.79 90.47 98.16
4 years 9.405% 69.80 73.01 79.43 85.85 92.28 98.70
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

Back to Home Page - World Government Bonds