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).
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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

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.
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 11.200% 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

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