Last Update: 6 Mar 2021 5:15 GMT+0
The Portugal 10Y Government Bond has a 0.281% yield.
10 Years vs 2 Years bond spread is 93.9 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 31.40 and implied probability of default is 0.52%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -16.3 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 37.2 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 93.9 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 | 31.40 | 0.00 % | -9.77 % | -34.58 % | 0.52 % |
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 | -0.546% | -0.7 bp | -54.9 bp | ||||||
| 6 months | -0.518% | +1.7 bp | -2.0 bp | ||||||
| 1 year | -0.495% | +3.7 bp | +0.3 bp | 100.50 | -0.03 % | 0.00 % | |||
| 2 years | -0.658% | +8.5 bp | -10.8 bp | 101.33 | -0.17 % | +0.22 % | |||
| 3 years | -0.545% | +7.0 bp | -15.5 bp | 101.65 | -0.22 % | +0.46 % | |||
| 4 years | -0.452% | +7.7 bp | -11.5 bp | 101.83 | -0.30 % | +0.46 % | |||
| 5 years | -0.286% | +13.1 bp | -10.4 bp | 101.44 | -0.66 % | +0.53 % | |||
| 6 years | -0.182% | +16.2 bp | -9.9 bp | 101.10 | -0.97 % | +0.60 % | |||
| 7 years | -0.046% | +17.6 bp | -13.5 bp | 100.32 | -1.23 % | +0.95 % | |||
| 8 years | 0.081% | +21.2 bp | -10.1 bp | 99.35 | -1.68 % | +0.80 % | |||
| 9 years | 0.150% | +21.7 bp | -9.6 bp | 98.66 | -1.94 % | +0.87 % | |||
| 10 years | 0.281% | +21.8 bp | -9.9 bp | 97.23 | -2.15 % | +0.99 % | |||
| 15 years | 0.683% | +25.6 bp | -5.5 bp | 90.29 | -3.75 % | +0.82 % | |||
| 20 years | 0.702% | +24.3 bp | -7.5 bp | 86.94 | -4.72 % | +1.49 % | |||
| 30 years | 1.062% | +26.9 bp | -5.4 bp | 72.84 | -7.68 % | +1.62 % | |||
10Y Bond Yield Spread - Portugal vs Main Countries
The Portugal 10Y Government Bond has a 0.281% 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 | 59.1 bp | +9.0 | -25.5 | ||
| France 10Y | 33.6 bp | +5.5 | -21.4 | ||
| Japan 10Y | 19.7 bp | +18.8 | -14.6 | ||
| Spain 10Y | -11.4 bp | -4.1 | -13.9 | ||
| United Kingdom 10Y | -46.2 bp | -2.9 | -59.2 | ||
| Italy 10Y | -46.3 bp | +1.2 | +23.5 | ||
| Canada 10Y | -122.5 bp | -28.9 | -100.9 | ||
| United States 10Y | -129.6 bp | -19.0 | -95.5 | ||
| Australia 10Y | -149.6 bp | -31.4 | -91.9 | ||
| China 10Y | -299.5 bp | +19.0 | -23.7 | ||
| India 10Y | -595.1 bp | +5.7 | -40.1 | ||
| Russia 10Y | -637.9 bp | -23.7 | -62.4 | ||
| Brazil 10Y | -822.1 bp | -81.9 | -189.5 |
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 | 1.062% | 72.84 | 98.41 | 149.57 | 200.72 | 251.87 | 303.02 | |
| 20 years | 0.702% | 86.94 | 105.54 | 142.74 | 179.94 | 217.13 | 254.33 | |
| 15 years | 0.683% | 90.29 | 104.50 | 132.93 | 161.35 | 189.77 | 218.19 | |
| 10 years | 0.281% | 97.23 | 107.08 | 126.77 | 146.47 | 166.16 | 185.86 | |
| 9 years | 0.150% | 98.66 | 107.59 | 125.46 | 143.32 | 161.19 | 179.06 | |
| 8 years | 0.081% | 99.35 | 107.33 | 123.27 | 139.21 | 155.15 | 171.09 | |
| 7 years | -0.046% | 100.32 | 107.34 | 121.36 | 135.39 | 149.41 | 163.44 | |
| 6 years | -0.182% | 101.10 | 107.14 | 119.21 | 131.29 | 143.37 | 155.44 | |
| 5 years | -0.286% | 101.44 | 106.49 | 116.57 | 126.66 | 136.74 | 146.83 | |
| 4 years | -0.452% | 101.83 | 105.87 | 113.97 | 122.06 | 130.15 | 138.24 | |
| 3 years | -0.545% | 101.65 | 104.69 | 110.75 | 116.82 | 122.88 | 128.95 | |
| 2 years | -0.658% | 101.33 | 103.35 | 107.39 | 111.43 | 115.47 | 119.51 | |
| 1 year | -0.495% | 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 | ||