Last Update: 18 Apr 2019 20:15 GMT+0
The Portugal 10Y Government Bond has a 1.169% yield.
10 Years vs 2 Years bond spread is 149.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 0.00%.
The Portugal rating is BBB, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 67.20 and implied probability of default is 1.12%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 2 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 49.2 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 149.5 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB
|
- |
| Moody's Investors Service |
Baa3
|
- |
| Fitch Ratings |
BBB
|
- |
| DBRS |
BBB
|
positive |
| Portugal Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 67.20 | -5.22 % | -4.41 % | -0.30 % | 1.12 % |
Portugal Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | -0.369% | +0.9 bp | +1.2 bp | ||||||
| 6 months | -0.364% | -2.6 bp | -3.3 bp | ||||||
| 1 year | -0.346% | -3.4 bp | -14.9 bp | 100.35 | +0.04 % | +0.15 % | |||
| 2 years | -0.326% | -7.4 bp | -38.6 bp | 100.66 | +0.15 % | +0.78 % | |||
| 3 years | -0.174% | -7.2 bp | -29.5 bp | 100.52 | +0.21 % | +0.88 % | |||
| 4 years | 0.007% | -8.1 bp | -52.3 bp | 99.97 | +0.32 % | +2.10 % | |||
| 5 years | 0.166% | -7.3 bp | -68.5 bp | 99.17 | +0.36 % | +3.46 % | |||
| 6 years | 0.462% | -8.7 bp | -56.6 bp | 97.27 | +0.52 % | +3.42 % | |||
| 7 years | 0.687% | -9.0 bp | -79.0 bp | 95.32 | +0.62 % | +5.62 % | |||
| 8 years | 0.849% | -7.9 bp | -81.6 bp | 93.46 | +0.62 % | +6.65 % | |||
| 9 years | 1.049% | -7.6 bp | -78.2 bp | 91.04 | +0.69 % | +7.19 % | |||
| 10 years | 1.169% | -9.8 bp | -86.7 bp | 89.03 | +0.98 % | +8.91 % | |||
| 15 years | 1.653% | -9.7 bp | -62.8 bp | 78.20 | +1.44 % | +9.68 % | |||
| 20 years | 1.924% | -10.7 bp | -85.5 bp | 68.31 | +2.12 % | +18.18 % | |||
| 30 years | 2.272% | -8.6 bp | -81.8 bp | 50.97 | +2.56 % | +27.01 % | |||
10Y Bond Yield Spread - Portugal vs Main Countries
The Portugal 10Y Government Bond has a 1.169% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Portugal 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Japan 10Y | 119.9 bp | -10.4 | -68.3 | ||
| Germany 10Y | 114.3 bp | -3.9 | -48.5 | ||
| France 10Y | 80.3 bp | -1.0 | -42.4 | ||
| Spain 10Y | 10.8 bp | +0.8 | -19.5 | ||
| United Kingdom 10Y | -2.0 bp | -9.2 | -51.5 | ||
| Canada 10Y | -59.7 bp | -14.8 | -13.3 | ||
| Australia 10Y | -75.6 bp | -4.8 | -7.0 | ||
| United States 10Y | -139.1 bp | -5.3 | -24.6 | ||
| Italy 10Y | -144.3 bp | -24.8 | +25.9 | ||
| China 10Y | -221.7 bp | -33.1 | -67.5 | ||
| India 10Y | -625.1 bp | -3.8 | -37.8 | ||
| Russia 10Y | -707.1 bp | -2.8 | -49.7 | ||
| Brazil 10Y | -779.1 bp | -24.8 | +59.3 |
Portugal Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 2.272% | 50.97 | 72.55 | 115.71 | 158.87 | 202.03 | 245.20 | |
| 20 years | 1.924% | 68.31 | 84.78 | 117.72 | 150.67 | 183.61 | 216.56 | |
| 15 years | 1.653% | 78.20 | 91.39 | 117.77 | 144.14 | 170.52 | 196.90 | |
| 10 years | 1.169% | 89.03 | 98.41 | 117.19 | 135.96 | 154.73 | 173.50 | |
| 9 years | 1.049% | 91.04 | 99.58 | 116.67 | 133.76 | 150.85 | 167.95 | |
| 8 years | 0.849% | 93.46 | 101.16 | 116.57 | 131.97 | 147.38 | 162.79 | |
| 7 years | 0.687% | 95.32 | 102.13 | 115.76 | 129.38 | 143.00 | 156.62 | |
| 6 years | 0.462% | 97.27 | 103.18 | 114.98 | 126.79 | 138.60 | 150.41 | |
| 5 years | 0.166% | 99.17 | 104.15 | 114.10 | 124.05 | 134.00 | 143.95 | |
| 4 years | 0.007% | 99.97 | 103.97 | 111.97 | 119.97 | 127.97 | 135.97 | |
| 3 years | -0.174% | 100.52 | 103.53 | 109.56 | 115.58 | 121.60 | 127.62 | |
| 2 years | -0.326% | 100.66 | 102.67 | 106.68 | 110.70 | 114.72 | 118.74 | |
| 1 year | -0.346% | 100.35 | 101.35 | 103.36 | 105.36 | 107.37 | 109.38 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||