Last Update: 21 Jan 2020 23:15 GMT+0
The Portugal 10Y Government Bond has a 0.410% yield.
10 Years vs 2 Years bond spread is 78.6 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 | 12.1 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 38.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 78.6 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 | 0.00 % | -2.87 % | -58.30 % | 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 | -0.501% | +2.7 bp | -9.0 bp | ||||||
| 6 months | -0.497% | +1.0 bp | -11.5 bp | ||||||
| 1 year | -0.497% | +2.0 bp | -10.3 bp | 100.50 | -0.02 % | +0.10 % | |||
| 2 years | -0.376% | +19.3 bp | +10.5 bp | 100.76 | -0.39 % | -0.21 % | |||
| 3 years | -0.205% | +14.0 bp | +14.0 bp | 100.62 | -0.42 % | -0.42 % | |||
| 4 years | -0.159% | +3.4 bp | +9.4 bp | 100.64 | -0.14 % | -0.38 % | |||
| 5 years | 0.009% | +13.8 bp | +18.8 bp | 99.96 | -0.69 % | -0.93 % | |||
| 6 years | 0.150% | +7.3 bp | +16.5 bp | 99.10 | -0.44 % | -0.99 % | |||
| 7 years | 0.167% | +0.5 bp | +3.0 bp | 98.84 | -0.03 % | -0.21 % | |||
| 8 years | 0.300% | +5.4 bp | +10.1 bp | 97.63 | -0.43 % | -0.80 % | |||
| 9 years | 0.353% | +0.2 bp | -0.1 bp | 96.88 | -0.02 % | +0.01 % | |||
| 10 years | 0.410% | +0.6 bp | -4.8 bp | 95.99 | -0.06 % | +0.48 % | |||
| 15 years | 0.738% | -3.9 bp | -10.4 bp | 89.56 | +0.58 % | +1.56 % | |||
| 20 years | 0.930% | -5.0 bp | -10.8 bp | 83.10 | +1.00 % | +2.16 % | |||
| 30 years | 1.282% | -3.5 bp | -14.3 bp | 68.24 | +1.04 % | +4.33 % | |||
10Y Bond Yield Spread - Portugal vs Main Countries
The Portugal 10Y Government Bond has a 0.410% 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 | 65.8 bp | +0.1 | -14.0 | ||
| Japan 10Y | 41.1 bp | +2.7 | -18.5 | ||
| France 10Y | 40.5 bp | +5.2 | -13.3 | ||
| Spain 10Y | -1.0 bp | +2.6 | -5.6 | ||
| United Kingdom 10Y | -22.5 bp | +15.2 | +3.4 | ||
| Australia 10Y | -72.7 bp | +18.5 | +13.6 | ||
| Italy 10Y | -96.4 bp | +4.5 | +23.8 | ||
| Canada 10Y | -111.1 bp | +10.3 | -8.5 | ||
| United States 10Y | -136.4 bp | +15.1 | +22.6 | ||
| China 10Y | -268.9 bp | +14.4 | +1.0 | ||
| Russia 10Y | -579.5 bp | +14.6 | +104.7 | ||
| India 10Y | -622.3 bp | -2.9 | -26.3 | ||
| Brazil 10Y | -639.9 bp | +23.4 | +42.8 |
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 | 1.282% | 68.24 | 93.01 | 142.56 | 192.11 | 241.66 | 291.21 | |
| 20 years | 0.930% | 83.10 | 101.27 | 137.62 | 173.97 | 210.31 | 246.66 | |
| 15 years | 0.738% | 89.56 | 103.71 | 132.01 | 160.31 | 188.61 | 216.91 | |
| 10 years | 0.410% | 95.99 | 105.77 | 125.33 | 144.88 | 164.44 | 183.99 | |
| 9 years | 0.353% | 96.88 | 105.72 | 123.41 | 141.09 | 158.78 | 176.47 | |
| 8 years | 0.300% | 97.63 | 105.53 | 121.31 | 137.10 | 152.88 | 168.67 | |
| 7 years | 0.167% | 98.84 | 105.79 | 119.70 | 133.61 | 147.51 | 161.42 | |
| 6 years | 0.150% | 99.10 | 105.07 | 117.01 | 128.95 | 140.89 | 152.82 | |
| 5 years | 0.009% | 99.96 | 104.95 | 114.95 | 124.95 | 134.95 | 144.94 | |
| 4 years | -0.159% | 100.64 | 104.65 | 112.69 | 120.72 | 128.75 | 136.78 | |
| 3 years | -0.205% | 100.62 | 103.63 | 109.65 | 115.68 | 121.70 | 127.73 | |
| 2 years | -0.376% | 100.76 | 102.77 | 106.79 | 110.81 | 114.84 | 118.86 | |
| 1 year | -0.497% | 100.50 | 101.50 | 103.51 | 105.52 | 107.53 | 109.54 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||