COUNTRY •
COLOMBIA
Last Update: 1 Jun 2023 2:15 GMT+0
The Colombia 10Y Government Bond has a 11.000% yield.
10 Years vs 2 Years bond spread is 19 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 13.25% (last modification in April 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 | 10.810% | 0.0 bp | -106.0 bp | 81.44 | 0.00 % | +1.93 % | 05 Apr | ||
| 4 years | 10.760% | -63.9 bp | -199.0 bp | 66.45 | +2.34 % | +7.39 % | 31 May | ||
| 5 years | 10.785% | -61.5 bp | -196.5 bp | 59.92 | +2.80 % | +9.18 % | 01 Jun | ||
| 10 years | 11.000% | -78.9 bp | -213.0 bp | 35.22 | +7.35 % | +20.95 % | 01 Jun | ||
| 15 years | 11.200% | -75.0 bp | -187.0 bp | 20.34 | +10.60 % | +28.41 % | 31 May | ||
Last Update: 1 Jun 2023 2:15 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).
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| Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (13.25%) |
|
|---|---|---|---|---|
| 5 years | ||||
| 10 years | 11.000% | -225.0 bp | ||
| 5 years | 10.785% | -246.5 bp |
Focusing on 2 years Government Bond:
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| 5Y vs 2Y | -2.5 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 19 bp | Yield Curve is flat 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 | 13.25% |
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 11.000% 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 | 1058.5 bp | -80.1 bp | -229.3 bp | Compare | |
| Germany 10Y | 874.9 bp | -72.6 bp | -259.1 bp | Compare | |
| China 10Y | 828.1 bp | -71.4 bp | -194.2 bp | Compare | |
| France 10Y | 818.4 bp | -71.7 bp | -268.7 bp | Compare | |
| Canada 10Y | 781.2 bp | -98.0 bp | -247.5 bp | Compare | |
| Spain 10Y | 771.7 bp | -67.7 bp | -259.6 bp | Compare | |
| Australia 10Y | 740.3 bp | -95.2 bp | -228.2 bp | Compare | |
| United States 10Y | 738.3 bp | -81.9 bp | -223.7 bp | Compare | |
| Italy 10Y | 699.9 bp | -59.5 bp | -242.2 bp | Compare | |
| United Kingdom 10Y | 683.6 bp | -123.1 bp | -319.9 bp | Compare | |
| India 10Y | 402.1 bp | -65.2 bp | -189.9 bp | Compare | |
| Russia 10Y | 23.0 bp | -93.9 bp | -276.0 bp | Compare | |
| Brazil 10Y | -52.6 bp | +5.0 bp | -93.2 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.
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| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | ||||
| 15 years | 11.200% | 20.34 | 27.46 | 41.68 | 55.90 | 70.13 | 84.35 | ||
| 10 years | 11.000% | 35.22 | 41.11 | 52.89 | 64.66 | 76.44 | 88.22 | ||
| 5 years | 10.785% | 59.92 | 63.64 | 71.07 | 78.50 | 85.94 | 93.37 | ||
| 4 years | 10.760% | 66.45 | 69.56 | 75.80 | 82.04 | 88.27 | 94.51 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||