Last Update: 4 Jul 2020 12:15 GMT+0
The Portugal 10Y Government Bond has a 0.429% yield.
10 Years vs 2 Years bond spread is 92 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 62.60 and implied probability of default is 1.04%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -4.7 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 39.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 92 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 | 62.60 | -7.94 % | -18.91 % | +61.34 % | 1.04 % |
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 | -0.449% | -0.2 bp | +7.0 bp | ||||||
| 6 months | -0.454% | -5.2 bp | +5.5 bp | ||||||
| 1 year | -0.444% | -6.1 bp | +8.9 bp | 100.45 | +0.07 % | -0.09 % | |||
| 2 years | -0.491% | -10.0 bp | +6.8 bp | 100.99 | +0.20 % | -0.14 % | |||
| 3 years | -0.368% | -9.6 bp | +1.9 bp | 101.11 | +0.29 % | -0.06 % | |||
| 4 years | -0.300% | -6.0 bp | -6.1 bp | 101.21 | +0.24 % | +0.25 % | |||
| 5 years | -0.100% | -10.5 bp | +8.1 bp | 100.50 | +0.52 % | -0.41 % | |||
| 6 years | -0.025% | -11.2 bp | -4.0 bp | 100.15 | +0.67 % | +0.24 % | |||
| 7 years | 0.145% | -11.0 bp | +3.6 bp | 98.99 | +0.77 % | -0.25 % | |||
| 8 years | 0.264% | -8.3 bp | +7.1 bp | 97.91 | +0.66 % | -0.57 % | |||
| 9 years | 0.329% | -8.9 bp | +2.6 bp | 97.09 | +0.80 % | -0.23 % | |||
| 10 years | 0.429% | -9.2 bp | +7.5 bp | 95.81 | +0.92 % | -0.75 % | |||
| 15 years | 0.677% | -11.6 bp | -4.6 bp | 90.37 | +1.73 % | +0.68 % | |||
| 20 years | 0.856% | -13.8 bp | -8.1 bp | 84.33 | +2.78 % | +1.63 % | |||
| 30 years | 1.190% | -15.9 bp | -8.6 bp | 70.12 | +4.81 % | +2.57 % | |||
10Y Bond Yield Spread - Portugal vs Main Countries
The Portugal 10Y Government Bond has a 0.429% 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 | 86.5 bp | +2.5 | +22.1 | ||
| France 10Y | 54.5 bp | +1.3 | +21.4 | ||
| Japan 10Y | 39.6 bp | -9.0 | +3.0 | ||
| United Kingdom 10Y | 24.2 bp | +3.2 | +62.5 | ||
| Spain 10Y | -1.2 bp | +1.8 | +1.8 | ||
| Canada 10Y | -12.8 bp | +2.9 | +105.7 | ||
| United States 10Y | -24.0 bp | +6.4 | +119.9 | ||
| Australia 10Y | -47.7 bp | +8.2 | +39.1 | ||
| Italy 10Y | -89.2 bp | -0.3 | +9.6 | ||
| China 10Y | -250.0 bp | -16.9 | +34.0 | ||
| India 10Y | -541.6 bp | -14.1 | +74.0 | ||
| Russia 10Y | -561.1 bp | -51.2 | +27.0 | ||
| Brazil 10Y | -603.8 bp | +16.6 | +33.4 |
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 | 1.190% | 70.12 | 95.23 | 145.44 | 195.65 | 245.86 | 296.07 | |
| 20 years | 0.856% | 84.33 | 102.64 | 139.26 | 175.88 | 212.50 | 249.12 | |
| 15 years | 0.677% | 90.37 | 104.59 | 133.03 | 161.46 | 189.90 | 218.34 | |
| 10 years | 0.429% | 95.81 | 105.58 | 125.11 | 144.65 | 164.19 | 183.72 | |
| 9 years | 0.329% | 97.09 | 105.94 | 123.65 | 141.36 | 159.06 | 176.77 | |
| 8 years | 0.264% | 97.91 | 105.82 | 121.63 | 137.44 | 153.25 | 169.06 | |
| 7 years | 0.145% | 98.99 | 105.95 | 119.87 | 133.79 | 147.71 | 161.63 | |
| 6 years | -0.025% | 100.15 | 106.16 | 118.17 | 130.18 | 142.19 | 154.20 | |
| 5 years | -0.100% | 100.50 | 105.52 | 115.55 | 125.58 | 135.61 | 145.64 | |
| 4 years | -0.300% | 101.21 | 105.24 | 113.30 | 121.36 | 129.42 | 137.48 | |
| 3 years | -0.368% | 101.11 | 104.13 | 110.18 | 116.22 | 122.27 | 128.31 | |
| 2 years | -0.491% | 100.99 | 103.00 | 107.03 | 111.06 | 115.09 | 119.12 | |
| 1 year | -0.444% | 100.45 | 101.45 | 103.46 | 105.47 | 107.48 | 109.49 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||