Last Update: 24 Sep 2020 2:15 GMT+0
The Portugal 10Y Government Bond has a 0.246% yield.
10 Years vs 2 Years bond spread is 86.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.00% (last modification in March 2016).
The Portugal credit rating is BBB, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 50.00 and implied probability of default is 0.83%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -11.3 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 36.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 86.5 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB
|
- |
| Moody's Investors Service |
Baa3
|
positive |
| Fitch Ratings |
BBB
|
- |
| DBRS |
BBB (high)
|
- |
| 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 | 50.00 | +4.60 % | -10.07 % | +16.55 % | 0.83 % |
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 | 0.003% | +0.1 bp | +30.5 bp | ||||||
| 6 months | -0.518% | -3.0 bp | -28.9 bp | ||||||
| 1 year | -0.506% | -3.3 bp | -27.9 bp | 100.51 | +0.03 % | +0.28 % | |||
| 2 years | -0.619% | -12.3 bp | -59.9 bp | 101.25 | +0.25 % | +1.21 % | |||
| 3 years | -0.434% | -7.1 bp | -58.1 bp | 101.31 | +0.21 % | +1.76 % | |||
| 4 years | -0.394% | -7.1 bp | -65.2 bp | 101.59 | +0.29 % | +2.65 % | |||
| 5 years | -0.256% | -7.5 bp | -82.0 bp | 101.29 | +0.38 % | +4.18 % | |||
| 6 years | -0.170% | -6.9 bp | -83.3 bp | 101.03 | +0.42 % | +5.12 % | |||
| 7 years | -0.036% | -10.0 bp | -80.8 bp | 100.25 | +0.70 % | +5.79 % | |||
| 8 years | 0.049% | -10.4 bp | -87.4 bp | 99.61 | +0.84 % | +7.21 % | |||
| 9 years | 0.105% | -10.8 bp | -87.9 bp | 99.06 | +0.98 % | +8.19 % | |||
| 10 years | 0.246% | -10.3 bp | -79.0 bp | 97.57 | +1.03 % | +8.16 % | |||
| 15 years | 0.602% | -9.5 bp | -68.1 bp | 91.39 | +1.42 % | +10.66 % | |||
| 20 years | 0.624% | -11.0 bp | -82.0 bp | 88.30 | +2.21 % | +17.62 % | |||
| 30 years | 0.953% | -10.1 bp | -79.9 bp | 75.24 | +3.05 % | +26.69 % | |||
10Y Bond Yield Spread - Portugal vs Main Countries
The Portugal 10Y Government Bond has a 0.246% 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 |
|
|---|---|---|---|---|---|
| Germany 10Y | 75.7 bp | -8.5 | -63.1 | ||
| France 10Y | 48.7 bp | -5.5 | -39.0 | ||
| Japan 10Y | 24.1 bp | -8.8 | -74.5 | ||
| United Kingdom 10Y | 2.0 bp | -12.0 | -56.9 | ||
| Spain 10Y | 1.9 bp | -0.6 | -14.9 | ||
| Canada 10Y | -30.9 bp | -9.8 | -47.4 | ||
| United States 10Y | -43.0 bp | -12.5 | -60.8 | ||
| Italy 10Y | -60.1 bp | +5.8 | -7.1 | ||
| Australia 10Y | -62.5 bp | -9.1 | -70.2 | ||
| China 10Y | -285.9 bp | -19.0 | -118.4 | ||
| India 10Y | -574.4 bp | +12.8 | -47.6 | ||
| Russia 10Y | -603.9 bp | -20.8 | +9.5 | ||
| Brazil 10Y | -699.3 bp | -45.2 | +142.7 |
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 | 0.953% | 75.24 | 101.22 | 153.19 | 205.16 | 257.14 | 309.11 | |
| 20 years | 0.624% | 88.30 | 107.05 | 144.54 | 182.04 | 219.53 | 257.03 | |
| 15 years | 0.602% | 91.39 | 105.69 | 134.30 | 162.90 | 191.50 | 220.10 | |
| 10 years | 0.246% | 97.57 | 107.44 | 127.17 | 146.90 | 166.64 | 186.37 | |
| 9 years | 0.105% | 99.06 | 108.01 | 125.92 | 143.82 | 161.73 | 179.64 | |
| 8 years | 0.049% | 99.61 | 107.59 | 123.56 | 139.52 | 155.49 | 171.45 | |
| 7 years | -0.036% | 100.25 | 107.26 | 121.28 | 135.30 | 149.32 | 163.34 | |
| 6 years | -0.170% | 101.03 | 107.06 | 119.13 | 131.21 | 143.28 | 155.35 | |
| 5 years | -0.256% | 101.29 | 106.33 | 116.41 | 126.48 | 136.56 | 146.64 | |
| 4 years | -0.394% | 101.59 | 105.63 | 113.71 | 121.79 | 129.87 | 137.95 | |
| 3 years | -0.434% | 101.31 | 104.34 | 110.39 | 116.44 | 122.50 | 128.55 | |
| 2 years | -0.619% | 101.25 | 103.27 | 107.31 | 111.34 | 115.38 | 119.42 | |
| 1 year | -0.506% | 100.51 | 101.51 | 103.52 | 105.53 | 107.54 | 109.55 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||