Last Update: 28 Jan 2022 6:15 GMT+0
The Portugal 10Y Government Bond has a 0.588% yield.
10 Years vs 2 Years bond spread is 71.5 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 32.60 and implied probability of default is 0.54%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 44.1 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | -4.2 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 71.5 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB
|
- |
| Moody's Investors Service |
Baa2
|
- |
| 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 | 32.60 | +5.50 % | +0.93 % | -13.30 % | 0.54 % |
Portugal 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 | -0.592% | +26.2 bp | +6.3 bp | ||||||
| 6 months | -0.576% | +27.3 bp | +7.4 bp | ||||||
| 1 year | -0.568% | +17.5 bp | +10.6 bp | 100.57 | -0.18 % | -0.11 % | |||
| 2 years | -0.127% | +55.1 bp | +51.5 bp | 100.25 | -1.10 % | -1.04 % | |||
| 3 years | -0.508% | +5.3 bp | +12.1 bp | 101.54 | -0.16 % | -0.36 % | |||
| 4 years | -0.271% | +13.7 bp | +27.7 bp | 101.09 | -0.55 % | -1.11 % | |||
| 5 years | -0.169% | +14.9 bp | +31.0 bp | 100.85 | -0.75 % | -1.54 % | |||
| 6 years | 0.021% | +8.7 bp | +33.3 bp | 99.87 | -0.53 % | -1.98 % | |||
| 7 years | 0.154% | +13.7 bp | +36.6 bp | 98.93 | -0.95 % | -2.53 % | |||
| 8 years | 0.267% | +16.6 bp | +38.7 bp | 97.89 | -1.32 % | -3.05 % | |||
| 9 years | 0.430% | +19.7 bp | +39.2 bp | 96.21 | -1.76 % | -3.46 % | |||
| 10 years | 0.588% | +18.7 bp | +39.9 bp | 94.31 | -1.84 % | -3.89 % | |||
| 15 years | 0.876% | +17.9 bp | +39.4 bp | 87.74 | -2.63 % | -5.70 % | |||
| 20 years | 1.204% | +50.2 bp | +68.7 bp | 78.71 | -9.47 % | -12.74 % | |||
| 30 years | 1.443% | +15.3 bp | +31.3 bp | 65.06 | -4.44 % | -8.85 % | |||
Portugal 10Y Bond Yield Spread
The Portugal 10Y Government Bond has a 0.588% 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. 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.
| Portugal 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 66.0 bp | +2.3 bp | +1.5 bp | Compare | |
| Japan 10Y | 42.9 bp | +8.7 bp | +25.9 bp | Compare | |
| France 10Y | 25.5 bp | -1.5 bp | -3.0 bp | Compare | |
| Spain 10Y | -7.6 bp | +3.3 bp | -0.1 bp | Compare | |
| United Kingdom 10Y | -64.3 bp | -12.1 bp | -25.7 bp | Compare | |
| Italy 10Y | -85.1 bp | -15.7 bp | -42.0 bp | Compare | |
| Canada 10Y | -119.5 bp | -12.0 bp | -21.3 bp | Compare | |
| United States 10Y | -123.0 bp | -14.7 bp | -18.1 bp | Compare | |
| Australia 10Y | -134.3 bp | -15.7 bp | -37.5 bp | Compare | |
| China 10Y | -215.4 bp | +26.5 bp | +59.2 bp | Compare | |
| India 10Y | -615.3 bp | -7.6 bp | -15.4 bp | Compare | |
| Russia 10Y | -893.2 bp | -91.8 bp | -218.1 bp | Compare | |
| Brazil 10Y | -1042.4 bp | -11.8 bp | -131.6 bp | Compare |
Portugal 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.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 1.443% | 65.06 | 89.27 | 137.70 | 186.12 | 234.54 | 282.96 | |
| 20 years | 1.204% | 78.71 | 96.39 | 131.75 | 167.11 | 202.47 | 237.84 | |
| 15 years | 0.876% | 87.74 | 101.74 | 129.73 | 157.73 | 185.73 | 213.73 | |
| 10 years | 0.588% | 94.31 | 103.99 | 123.36 | 142.73 | 162.09 | 181.46 | |
| 9 years | 0.430% | 96.21 | 105.02 | 122.64 | 140.26 | 157.88 | 175.50 | |
| 8 years | 0.267% | 97.89 | 105.79 | 121.60 | 137.41 | 153.22 | 169.03 | |
| 7 years | 0.154% | 98.93 | 105.89 | 119.80 | 133.71 | 147.63 | 161.54 | |
| 6 years | 0.021% | 99.87 | 105.87 | 117.86 | 129.85 | 141.84 | 153.83 | |
| 5 years | -0.169% | 100.85 | 105.87 | 115.93 | 125.98 | 136.03 | 146.08 | |
| 4 years | -0.271% | 101.09 | 105.12 | 113.17 | 121.23 | 129.28 | 137.34 | |
| 3 years | -0.508% | 101.54 | 104.57 | 110.63 | 116.69 | 122.75 | 128.82 | |
| 2 years | -0.127% | 100.25 | 102.26 | 106.27 | 110.27 | 114.28 | 118.29 | |
| 1 year | -0.568% | 100.57 | 101.58 | 103.59 | 105.60 | 107.61 | 109.62 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||