Last Update: 18 Jun 2019 18:15 GMT+0
The Portugal 10Y Government Bond has a 0.566% yield.
10 Years vs 2 Years bond spread is 97.7 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 50.10 and implied probability of default is 0.84%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -7.8 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 29.8 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 97.7 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB
|
- |
| Moody's Investors Service |
Baa3
|
- |
| Fitch Ratings |
BBB
|
positive |
| DBRS |
BBB
|
positive |
| 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 | 50.10 | -9.40 % | -20.35 % | -47.98 % | 0.84 % |
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 | -0.359% | +4.5 bp | +17.7 bp | ||||||
| 6 months | -0.377% | +3.5 bp | +7.8 bp | ||||||
| 1 year | -0.333% | +2.0 bp | +1.7 bp | 100.33 | -0.02 % | -0.02 % | |||
| 2 years | -0.411% | -8.1 bp | -7.5 bp | 100.83 | +0.17 % | +0.15 % | |||
| 3 years | -0.252% | -3.9 bp | -8.8 bp | 100.76 | +0.12 % | +0.27 % | |||
| 4 years | -0.187% | -12.7 bp | -24.1 bp | 100.75 | +0.51 % | +0.97 % | |||
| 5 years | -0.113% | -23.1 bp | -49.2 bp | 100.57 | +1.17 % | +2.49 % | |||
| 6 years | 0.063% | -32.0 bp | -47.8 bp | 99.62 | +1.93 % | +2.90 % | |||
| 7 years | 0.130% | -43.9 bp | -91.6 bp | 99.09 | +3.10 % | +6.58 % | |||
| 8 years | 0.275% | -45.3 bp | -99.9 bp | 97.83 | +3.68 % | +8.25 % | |||
| 9 years | 0.456% | -48.9 bp | -98.2 bp | 95.99 | +4.47 % | +9.15 % | |||
| 10 years | 0.566% | -50.7 bp | -108.0 bp | 94.51 | +5.15 % | +11.27 % | |||
| 15 years | 0.936% | -60.5 bp | -125.4 bp | 86.96 | +9.38 % | +20.34 % | |||
| 20 years | 1.125% | -68.3 bp | -136.8 bp | 79.95 | +14.41 % | +30.83 % | |||
| 30 years | 1.461% | -69.7 bp | -134.9 bp | 64.72 | +22.81 % | +48.61 % | |||
10Y Bond Yield Spread - Portugal vs Main Countries
The Portugal 10Y Government Bond has a 0.566% 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 | 88.5 bp | -29.4 | -52.1 | ||
| Japan 10Y | 70.0 bp | -42.9 | -92.3 | ||
| France 10Y | 55.2 bp | -23.5 | -38.5 | ||
| Spain 10Y | 16.8 bp | -2.2 | -9.3 | ||
| United Kingdom 10Y | -24.2 bp | -27.7 | -60.8 | ||
| Australia 10Y | -79.1 bp | -22.5 | -4.0 | ||
| Canada 10Y | -86.0 bp | -24.4 | -49.1 | ||
| United States 10Y | -149.2 bp | -17.2 | -31.2 | ||
| Italy 10Y | -155.5 bp | +5.2 | -27.4 | ||
| China 10Y | -269.3 bp | -48.3 | -93.0 | ||
| India 10Y | -624.2 bp | +4.7 | -54.3 | ||
| Russia 10Y | -699.4 bp | -2.7 | +14.0 | ||
| Brazil 10Y | -732.4 bp | +70.3 | +75.0 |
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 | 1.461% | 64.72 | 88.87 | 137.17 | 185.46 | 233.76 | 282.06 | |
| 20 years | 1.125% | 79.95 | 97.77 | 133.41 | 169.05 | 204.70 | 240.34 | |
| 15 years | 0.936% | 86.96 | 100.89 | 128.76 | 156.63 | 184.50 | 212.36 | |
| 10 years | 0.566% | 94.51 | 104.21 | 123.60 | 142.99 | 162.38 | 181.77 | |
| 9 years | 0.456% | 95.99 | 104.79 | 122.38 | 139.98 | 157.58 | 175.17 | |
| 8 years | 0.275% | 97.83 | 105.73 | 121.53 | 137.34 | 153.14 | 168.94 | |
| 7 years | 0.130% | 99.09 | 106.06 | 119.99 | 133.91 | 147.84 | 161.77 | |
| 6 years | 0.063% | 99.62 | 105.61 | 117.58 | 129.56 | 141.53 | 153.50 | |
| 5 years | -0.113% | 100.57 | 105.58 | 115.62 | 125.65 | 135.69 | 145.72 | |
| 4 years | -0.187% | 100.75 | 104.77 | 112.81 | 120.85 | 128.88 | 136.92 | |
| 3 years | -0.252% | 100.76 | 103.78 | 109.81 | 115.84 | 121.87 | 127.90 | |
| 2 years | -0.411% | 100.83 | 102.84 | 106.86 | 110.89 | 114.91 | 118.94 | |
| 1 year | -0.333% | 100.33 | 101.34 | 103.34 | 105.35 | 107.36 | 109.36 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||