Last Update: 22 Sep 2021 20:15 GMT+0
The Portugal 10Y Government Bond has a 0.233% yield.
10 Years vs 2 Years bond spread is 96.2 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 28.60 and implied probability of default is 0.48%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -1.3 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 24.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 96.2 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 | 28.60 | +2.51 % | 0.00 % | -45.21 % | 0.48 % |
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 | -0.706% | -7.0 bp | -70.8 bp | ||||||
| 6 months | -0.687% | -2.3 bp | -13.8 bp | ||||||
| 1 year | -0.716% | +2.7 bp | -71.7 bp | 100.72 | -0.03 % | +0.72 % | |||
| 2 years | -0.729% | -3.3 bp | -0.4 bp | 101.47 | +0.06 % | 0.00 % | |||
| 3 years | -0.707% | -2.1 bp | -9.3 bp | 102.15 | +0.06 % | +0.28 % | |||
| 4 years | -0.594% | +1.5 bp | -7.2 bp | 102.41 | -0.06 % | +0.28 % | |||
| 5 years | -0.488% | +5.6 bp | -10.7 bp | 102.48 | -0.27 % | +0.54 % | |||
| 6 years | -0.318% | +7.1 bp | -3.0 bp | 101.93 | -0.43 % | +0.18 % | |||
| 7 years | -0.214% | +7.1 bp | -8.9 bp | 101.51 | -0.50 % | +0.62 % | |||
| 8 years | -0.120% | +7.8 bp | -10.6 bp | 100.97 | -0.62 % | +0.86 % | |||
| 9 years | 0.055% | +9.4 bp | -1.7 bp | 99.51 | -0.84 % | +0.16 % | |||
| 10 years | 0.233% | +12.9 bp | +0.9 bp | 97.70 | -1.28 % | -0.09 % | |||
| 15 years | 0.521% | +13.0 bp | -11.9 bp | 92.50 | -1.92 % | +1.79 % | |||
| 20 years | 0.544% | +12.5 bp | -12.7 bp | 89.72 | -2.46 % | +2.56 % | |||
| 30 years | 1.156% | +13.3 bp | +11.6 bp | 70.84 | -3.87 % | -3.38 % | |||
Portugal 10Y Bond Yield Spread
The Portugal 10Y Government Bond has a 0.233% 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 | 56.0 bp | -3.9 bp | +2.7 bp | Compare | |
| France 10Y | 22.6 bp | -2.6 bp | -5.5 bp | Compare | |
| Japan 10Y | 20.1 bp | +10.3 bp | +5.4 bp | Compare | |
| Spain 10Y | -7.9 bp | +2.9 bp | +3.4 bp | Compare | |
| Italy 10Y | -43.1 bp | +1.2 bp | -1.0 bp | Compare | |
| United Kingdom 10Y | -56.6 bp | -14.4 bp | +2.7 bp | Compare | |
| Canada 10Y | -98.3 bp | +5.6 bp | +35.4 bp | Compare | |
| Australia 10Y | -101.3 bp | -4.8 bp | +52.2 bp | Compare | |
| United States 10Y | -107.4 bp | +7.7 bp | +39.7 bp | Compare | |
| China 10Y | -264.9 bp | +11.5 bp | +38.3 bp | Compare | |
| India 10Y | -590.5 bp | +22.5 bp | +5.1 bp | Compare | |
| Russia 10Y | -692.7 bp | -8.1 bp | -3.6 bp | Compare | |
| Brazil 10Y | -1053.8 bp | -6.0 bp | -208.7 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 | 1.156% | 70.84 | 96.06 | 146.52 | 196.98 | 247.44 | 297.90 | |
| 20 years | 0.544% | 89.72 | 108.62 | 146.42 | 184.23 | 222.03 | 259.83 | |
| 15 years | 0.521% | 92.50 | 106.89 | 135.68 | 164.47 | 193.25 | 222.04 | |
| 10 years | 0.233% | 97.70 | 107.57 | 127.32 | 147.06 | 166.81 | 186.56 | |
| 9 years | 0.055% | 99.51 | 108.48 | 126.43 | 144.38 | 162.33 | 180.28 | |
| 8 years | -0.120% | 100.97 | 109.01 | 125.10 | 141.18 | 157.27 | 173.36 | |
| 7 years | -0.214% | 101.51 | 108.57 | 122.69 | 136.81 | 150.93 | 165.05 | |
| 6 years | -0.318% | 101.93 | 108.00 | 120.13 | 132.27 | 144.40 | 156.54 | |
| 5 years | -0.488% | 102.48 | 107.55 | 117.70 | 127.85 | 137.99 | 148.14 | |
| 4 years | -0.594% | 102.41 | 106.47 | 114.59 | 122.71 | 130.83 | 138.95 | |
| 3 years | -0.707% | 102.15 | 105.19 | 111.28 | 117.37 | 123.45 | 129.54 | |
| 2 years | -0.729% | 101.47 | 103.50 | 107.54 | 111.58 | 115.63 | 119.67 | |
| 1 year | -0.716% | 100.72 | 101.73 | 103.74 | 105.76 | 107.77 | 109.79 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||