Last Update: 24 Nov 2020 23:15 GMT+0
The Portugal 10Y Government Bond has a 0.033% yield.
10 Years vs 2 Years bond spread is 70.8 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 40.20 and implied probability of default is 0.67%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -67.6 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 24 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 70.8 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 | 40.20 | -2.90 % | -18.95 % | +7.49 % | 0.67 % |
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 | -0.592% | -60.0 bp | -14.5 bp | ||||||
| 6 months | 0.002% | +59.4 bp | +40.3 bp | ||||||
| 1 year | 0.001% | +56.9 bp | 0.0 bp | 100.00 | -0.57 % | 0.00 % | |||
| 2 years | -0.675% | -12.0 bp | -30.4 bp | 101.36 | +0.24 % | +0.61 % | |||
| 3 years | -0.580% | -12.0 bp | -39.0 bp | 101.76 | +0.36 % | +1.18 % | |||
| 4 years | -0.544% | -11.3 bp | -40.4 bp | 102.21 | +0.46 % | +1.64 % | |||
| 5 years | -0.435% | -11.5 bp | -57.2 bp | 102.20 | +0.57 % | +2.90 % | |||
| 6 years | -0.360% | -13.2 bp | -60.1 bp | 102.19 | +0.80 % | +3.67 % | |||
| 7 years | -0.229% | -12.4 bp | -67.0 bp | 101.62 | +0.87 % | +4.80 % | |||
| 8 years | -0.196% | -17.2 bp | -74.7 bp | 101.58 | +1.39 % | +6.14 % | |||
| 9 years | -0.112% | -14.2 bp | -72.2 bp | 101.01 | +1.28 % | +6.70 % | |||
| 10 years | 0.033% | -13.7 bp | -66.4 bp | 99.67 | +1.37 % | +6.84 % | |||
| 15 years | 0.401% | -12.9 bp | -55.6 bp | 94.17 | +1.94 % | +8.63 % | |||
| 20 years | 0.423% | -12.9 bp | -71.8 bp | 91.90 | +2.60 % | +15.31 % | |||
| 30 years | 0.762% | -11.3 bp | -73.0 bp | 79.63 | +3.42 % | +24.17 % | |||
10Y Bond Yield Spread - Portugal vs Main Countries
The Portugal 10Y Government Bond has a 0.033% 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 | 59.4 bp | -15.4 | -60.1 | ||
| France 10Y | 36.2 bp | -11.4 | -38.1 | ||
| Japan 10Y | 1.3 bp | -12.0 | -68.2 | ||
| Spain 10Y | -4.1 bp | -1.9 | -5.3 | ||
| United Kingdom 10Y | -29.3 bp | -18.7 | -81.6 | ||
| Italy 10Y | -53.9 bp | +4.8 | +35.0 | ||
| Canada 10Y | -68.5 bp | -21.3 | -89.5 | ||
| United States 10Y | -85.2 bp | -18.1 | -89.2 | ||
| Australia 10Y | -90.2 bp | -24.0 | -73.4 | ||
| China 10Y | -329.7 bp | -26.5 | -134.6 | ||
| Russia 10Y | -576.7 bp | +4.3 | -97.4 | ||
| India 10Y | -584.7 bp | -17.3 | -58.3 | ||
| Brazil 10Y | -769.3 bp | -31.6 | -99.2 |
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 | 0.762% | 79.63 | 106.36 | 159.82 | 213.27 | 266.73 | 320.18 | |
| 20 years | 0.423% | 91.90 | 111.04 | 149.32 | 187.60 | 225.87 | 264.15 | |
| 15 years | 0.401% | 94.17 | 108.70 | 137.76 | 166.82 | 195.88 | 224.94 | |
| 10 years | 0.033% | 99.67 | 109.65 | 129.62 | 149.58 | 169.54 | 189.51 | |
| 9 years | -0.112% | 101.01 | 110.06 | 128.17 | 146.27 | 164.37 | 182.47 | |
| 8 years | -0.196% | 101.58 | 109.65 | 125.79 | 141.94 | 158.08 | 174.22 | |
| 7 years | -0.229% | 101.62 | 108.68 | 122.81 | 136.94 | 151.07 | 165.20 | |
| 6 years | -0.360% | 102.19 | 108.26 | 120.42 | 132.57 | 144.72 | 156.87 | |
| 5 years | -0.435% | 102.20 | 107.27 | 117.40 | 127.53 | 137.67 | 147.80 | |
| 4 years | -0.544% | 102.21 | 106.26 | 114.37 | 122.48 | 130.59 | 138.70 | |
| 3 years | -0.580% | 101.76 | 104.80 | 110.87 | 116.94 | 123.01 | 129.08 | |
| 2 years | -0.675% | 101.36 | 103.38 | 107.43 | 111.47 | 115.51 | 119.55 | |
| 1 year | 0.001% | 100.00 | 101.00 | 103.00 | 105.00 | 107.00 | 109.00 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||