Last Update: 22 Oct 2019 22:15 GMT+0
The Portugal 10Y Government Bond has a 0.209% yield.
10 Years vs 2 Years bond spread is 76.4 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 37.20 and implied probability of default is 0.62%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -11.9 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 33.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 76.4 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 | 37.20 | -4.12 % | -14.48 % | -65.00 % | 0.62 % |
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 | -0.434% | +2.6 bp | -6.5 bp | ||||||
| 6 months | -0.448% | +2.4 bp | -48.8 bp | ||||||
| 1 year | -0.436% | -5.2 bp | -9.0 bp | 100.44 | +0.05 % | +0.09 % | |||
| 2 years | -0.555% | -3.7 bp | -23.8 bp | 101.12 | +0.08 % | +0.48 % | |||
| 3 years | -0.400% | 0.0 bp | -23.7 bp | 101.21 | 0.00 % | +0.72 % | |||
| 4 years | -0.258% | +0.3 bp | -26.5 bp | 101.04 | -0.01 % | +1.07 % | |||
| 5 years | -0.221% | -2.2 bp | -36.2 bp | 101.11 | +0.11 % | +1.82 % | |||
| 6 years | -0.073% | -5.1 bp | -54.2 bp | 100.44 | +0.31 % | +3.30 % | |||
| 7 years | -0.012% | -4.2 bp | -69.9 bp | 100.08 | +0.29 % | +4.99 % | |||
| 8 years | 0.060% | -1.2 bp | -80.7 bp | 99.52 | +0.09 % | +6.63 % | |||
| 9 years | 0.153% | -2.6 bp | -90.3 bp | 98.63 | +0.23 % | +8.41 % | |||
| 10 years | 0.209% | -4.4 bp | -97.9 bp | 97.93 | +0.44 % | +10.21 % | |||
| 15 years | 0.583% | -6.2 bp | -107.5 bp | 91.65 | +0.93 % | +17.29 % | |||
| 20 years | 0.765% | -8.7 bp | -117.2 bp | 85.86 | +1.74 % | +26.02 % | |||
| 30 years | 1.106% | -6.3 bp | -116.9 bp | 71.89 | +1.88 % | +41.18 % | |||
10Y Bond Yield Spread - Portugal vs Main Countries
The Portugal 10Y Government Bond has a 0.209% 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 | 57.5 bp | -20.3 | -58.9 | ||
| Japan 10Y | 33.5 bp | -13.3 | -88.2 | ||
| France 10Y | 27.7 bp | -19.7 | -54.1 | ||
| Spain 10Y | -5.1 bp | -5.2 | -17.6 | ||
| United Kingdom 10Y | -50.3 bp | -13.2 | -50.0 | ||
| Italy 10Y | -81.1 bp | -13.3 | +59.8 | ||
| Australia 10Y | -92.1 bp | -15.6 | -15.9 | ||
| Canada 10Y | -131.5 bp | -18.1 | -71.5 | ||
| United States 10Y | -155.9 bp | -9.0 | -16.2 | ||
| China 10Y | -304.0 bp | -17.5 | -80.9 | ||
| Russia 10Y | -627.1 bp | +48.6 | +79.1 | ||
| Brazil 10Y | -637.6 bp | +45.1 | +137.6 | ||
| India 10Y | -660.6 bp | -7.7 | -32.0 |
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 | 1.106% | 71.89 | 97.31 | 148.13 | 198.96 | 249.78 | 300.61 | |
| 20 years | 0.765% | 85.86 | 104.34 | 141.30 | 178.26 | 215.22 | 252.18 | |
| 15 years | 0.583% | 91.65 | 105.97 | 134.62 | 163.26 | 191.91 | 220.56 | |
| 10 years | 0.209% | 97.93 | 107.82 | 127.59 | 147.36 | 167.14 | 186.91 | |
| 9 years | 0.153% | 98.63 | 107.57 | 125.43 | 143.29 | 161.15 | 179.02 | |
| 8 years | 0.060% | 99.52 | 107.50 | 123.46 | 139.41 | 155.37 | 171.33 | |
| 7 years | -0.012% | 100.08 | 107.09 | 121.09 | 135.10 | 149.11 | 163.11 | |
| 6 years | -0.073% | 100.44 | 106.45 | 118.49 | 130.52 | 142.55 | 154.58 | |
| 5 years | -0.221% | 101.11 | 106.15 | 116.21 | 126.28 | 136.35 | 146.41 | |
| 4 years | -0.258% | 101.04 | 105.06 | 113.12 | 121.17 | 129.22 | 137.27 | |
| 3 years | -0.400% | 101.21 | 104.23 | 110.28 | 116.33 | 122.38 | 128.43 | |
| 2 years | -0.555% | 101.12 | 103.14 | 107.17 | 111.20 | 115.24 | 119.27 | |
| 1 year | -0.436% | 100.44 | 101.44 | 103.45 | 105.46 | 107.47 | 109.48 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||