Last Update: 10 Dec 2019 3:15 GMT+0
The Portugal 10Y Government Bond has a 0.386% yield.
10 Years vs 2 Years bond spread is 95.5 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 38.60 and implied probability of default is 0.64%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -3.7 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 44.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 95.5 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB
|
positive |
| Moody's Investors Service |
Baa3
|
positive |
| Fitch Ratings |
BBB
|
positive |
| 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 | 38.60 | +3.21 % | +8.43 % | -59.37 % | 0.64 % |
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 | -0.535% | -17.6 bp | -11.3 bp | ||||||
| 6 months | -0.518% | -7.2 bp | -15.6 bp | ||||||
| 1 year | -0.532% | -11.0 bp | -20.3 bp | 100.53 | +0.11 % | +0.20 % | |||
| 2 years | -0.569% | -1.6 bp | -21.3 bp | 101.15 | +0.03 % | +0.43 % | |||
| 3 years | -0.348% | +1.7 bp | -13.1 bp | 101.05 | -0.05 % | +0.40 % | |||
| 4 years | -0.187% | +0.3 bp | -3.9 bp | 100.75 | -0.01 % | +0.16 % | |||
| 5 years | -0.128% | +2.1 bp | -4.2 bp | 100.64 | -0.11 % | +0.21 % | |||
| 6 years | 0.065% | +7.2 bp | -3.2 bp | 99.61 | -0.43 % | +0.19 % | |||
| 7 years | 0.147% | +8.0 bp | -6.9 bp | 98.98 | -0.55 % | +0.49 % | |||
| 8 years | 0.233% | +9.3 bp | -14.5 bp | 98.16 | -0.74 % | +1.16 % | |||
| 9 years | 0.333% | +7.5 bp | -26.7 bp | 97.05 | -0.68 % | +2.42 % | |||
| 10 years | 0.386% | +6.5 bp | -33.2 bp | 96.22 | -0.65 % | +3.35 % | |||
| 15 years | 0.763% | +7.8 bp | -33.6 bp | 89.22 | -1.16 % | +5.11 % | |||
| 20 years | 0.977% | +10.9 bp | -45.4 bp | 82.33 | -2.14 % | +9.39 % | |||
| 30 years | 1.312% | +9.4 bp | -44.8 bp | 67.64 | -2.75 % | +14.16 % | |||
10Y Bond Yield Spread - Portugal vs Main Countries
The Portugal 10Y Government Bond has a 0.386% 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 | 69.1 bp | +10.2 | -24.4 | ||
| Japan 10Y | 38.3 bp | +0.2 | -45.5 | ||
| France 10Y | 37.8 bp | +8.5 | -20.6 | ||
| Spain 10Y | -6.1 bp | +0.6 | -17.2 | ||
| United Kingdom 10Y | -37.8 bp | +9.1 | -26.1 | ||
| Australia 10Y | -74.2 bp | +25.7 | +2.2 | ||
| Italy 10Y | -98.8 bp | -3.2 | +66.2 | ||
| Canada 10Y | -120.3 bp | +6.1 | -40.4 | ||
| United States 10Y | -143.8 bp | +18.6 | -1.1 | ||
| China 10Y | -283.8 bp | +13.6 | -28.3 | ||
| Russia 10Y | -600.4 bp | +8.5 | +96.8 | ||
| India 10Y | -627.3 bp | -4.0 | +8.6 | ||
| Brazil 10Y | -636.5 bp | -4.2 | +101.7 |
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 | 1.312% | 67.64 | 92.30 | 141.64 | 190.98 | 240.31 | 289.65 | |
| 20 years | 0.977% | 82.33 | 100.42 | 136.59 | 172.77 | 208.94 | 245.12 | |
| 15 years | 0.763% | 89.22 | 103.35 | 131.59 | 159.84 | 188.08 | 216.33 | |
| 10 years | 0.386% | 96.22 | 106.01 | 125.59 | 145.18 | 164.76 | 184.34 | |
| 9 years | 0.333% | 97.05 | 105.90 | 123.61 | 141.31 | 159.02 | 176.72 | |
| 8 years | 0.233% | 98.16 | 106.07 | 121.91 | 137.74 | 153.57 | 169.41 | |
| 7 years | 0.147% | 98.98 | 105.94 | 119.85 | 133.77 | 147.69 | 161.61 | |
| 6 years | 0.065% | 99.61 | 105.60 | 117.57 | 129.54 | 141.52 | 153.49 | |
| 5 years | -0.128% | 100.64 | 105.66 | 115.70 | 125.74 | 135.78 | 145.82 | |
| 4 years | -0.187% | 100.75 | 104.77 | 112.81 | 120.85 | 128.88 | 136.92 | |
| 3 years | -0.348% | 101.05 | 104.07 | 110.11 | 116.16 | 122.20 | 128.24 | |
| 2 years | -0.569% | 101.15 | 103.16 | 107.20 | 111.23 | 115.27 | 119.30 | |
| 1 year | -0.532% | 100.53 | 101.54 | 103.55 | 105.56 | 107.57 | 109.58 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||