Last Update: 22 Feb 2019 1:15 GMT+0
The Portugal 10Y Government Bond has a 1.515% yield.
10 Years vs 2 Years bond spread is 173.6 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 86.70 and implied probability of default is 1.45%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 14.7 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 58.7 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 173.6 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB-
|
positive |
| Moody's Investors Service |
Baa3
|
- |
| Fitch Ratings |
BBB
|
- |
| DBRS |
BBB
|
- |
| 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 | 86.70 | -2.36 % | -1.92 % | +14.99 % | 1.45 % |
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 | -0.366% | -1.5 bp | +1.3 bp | ||||||
| 6 months | -0.367% | -0.8 bp | +0.3 bp | ||||||
| 1 year | -0.368% | +2.2 bp | +5.4 bp | 100.37 | -0.02 % | -0.05 % | |||
| 2 years | -0.221% | -3.0 bp | -19.5 bp | 100.44 | +0.06 % | +0.39 % | |||
| 3 years | -0.033% | +13.0 bp | -3.6 bp | 100.10 | -0.39 % | +0.11 % | |||
| 4 years | 0.179% | +6.9 bp | -9.4 bp | 99.29 | -0.27 % | +0.37 % | |||
| 5 years | 0.366% | -2.0 bp | -26.6 bp | 98.19 | +0.10 % | +1.33 % | |||
| 6 years | 0.797% | +25.4 bp | -3.8 bp | 95.35 | -1.50 % | +0.23 % | |||
| 7 years | 0.985% | -2.4 bp | -28.2 bp | 93.37 | +0.17 % | +1.98 % | |||
| 8 years | 1.180% | -4.3 bp | -32.9 bp | 91.04 | +0.34 % | +2.63 % | |||
| 9 years | 1.373% | -2.6 bp | -26.5 bp | 88.45 | +0.23 % | +2.37 % | |||
| 10 years | 1.515% | -9.3 bp | -28.1 bp | 86.04 | +0.91 % | +2.81 % | |||
| 15 years | 1.965% | -23.2 bp | -10.9 bp | 74.68 | +3.46 % | +1.61 % | |||
| 20 years | 2.274% | -25.5 bp | -31.2 bp | 63.78 | +5.11 % | +6.28 % | |||
| 30 years | 2.597% | -21.0 bp | -27.8 bp | 46.34 | +6.33 % | +8.45 % | |||
10Y Bond Yield Spread - Portugal vs Main Countries
The Portugal 10Y Government Bond has a 1.515% 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 | 155.2 bp | -5.2 | -15.0 | ||
| Germany 10Y | 139.1 bp | +1.1 | -6.5 | ||
| France 10Y | 97.0 bp | +0.1 | -13.8 | ||
| United Kingdom 10Y | 31.3 bp | +2.5 | -21.6 | ||
| Spain 10Y | 29.2 bp | +4.2 | -10.2 | ||
| Canada 10Y | -40.9 bp | -4.8 | +5.2 | ||
| Australia 10Y | -58.7 bp | +8.6 | +15.7 | ||
| United States 10Y | -117.3 bp | -3.5 | -15.0 | ||
| Italy 10Y | -134.2 bp | -17.0 | -7.5 | ||
| China 10Y | -164.7 bp | -12.5 | +20.3 | ||
| India 10Y | -602.9 bp | -10.4 | +0.2 | ||
| Russia 10Y | -692.5 bp | -25.3 | -10.1 | ||
| Brazil 10Y | -748.5 bp | -3.3 | +287.9 |
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 | 2.597% | 46.34 | 67.00 | 108.33 | 149.65 | 190.98 | 232.30 | |
| 20 years | 2.274% | 63.78 | 79.71 | 111.56 | 143.42 | 175.27 | 207.13 | |
| 15 years | 1.965% | 74.68 | 87.57 | 113.33 | 139.10 | 164.87 | 190.63 | |
| 10 years | 1.515% | 86.04 | 95.25 | 113.68 | 132.11 | 150.54 | 168.97 | |
| 9 years | 1.373% | 88.45 | 96.86 | 113.69 | 130.51 | 147.33 | 164.16 | |
| 8 years | 1.180% | 91.04 | 98.63 | 113.82 | 129.00 | 144.18 | 159.36 | |
| 7 years | 0.985% | 93.37 | 100.10 | 113.57 | 127.03 | 140.49 | 153.96 | |
| 6 years | 0.797% | 95.35 | 101.18 | 112.86 | 124.53 | 136.20 | 147.87 | |
| 5 years | 0.366% | 98.19 | 103.14 | 113.03 | 122.92 | 132.81 | 142.70 | |
| 4 years | 0.179% | 99.29 | 103.27 | 111.23 | 119.20 | 127.16 | 135.13 | |
| 3 years | -0.033% | 100.10 | 103.10 | 109.11 | 115.11 | 121.11 | 127.12 | |
| 2 years | -0.221% | 100.44 | 102.45 | 106.46 | 110.48 | 114.49 | 118.50 | |
| 1 year | -0.368% | 100.37 | 101.37 | 103.38 | 105.39 | 107.40 | 109.40 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||