Last Update: 23 Aug 2019 4:15 GMT+0
The Portugal 10Y Government Bond has a 0.187% yield.
10 Years vs 2 Years bond spread is 76.3 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 45.90 and implied probability of default is 0.77%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -6.6 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 31.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 76.3 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
|
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 | 45.90 | -2.96 % | +15.91 % | -55.69 % | 0.77 % |
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 | -0.445% | -2.6 bp | -7.9 bp | ||||||
| 6 months | -0.506% | -11.8 bp | -13.7 bp | ||||||
| 1 year | -0.510% | -11.4 bp | -14.2 bp | 100.51 | +0.11 % | +0.14 % | |||
| 2 years | -0.576% | -7.8 bp | -36.9 bp | 101.16 | +0.16 % | +0.74 % | |||
| 3 years | -0.443% | -11.0 bp | -39.9 bp | 101.34 | +0.33 % | +1.21 % | |||
| 4 years | -0.348% | -9.6 bp | -51.2 bp | 101.40 | +0.39 % | +2.06 % | |||
| 5 years | -0.265% | -9.0 bp | -62.0 bp | 101.34 | +0.46 % | +3.16 % | |||
| 6 years | -0.117% | -11.1 bp | -86.4 bp | 100.70 | +0.66 % | +5.30 % | |||
| 7 years | -0.023% | -16.4 bp | -101.0 bp | 100.16 | +1.15 % | +7.28 % | |||
| 8 years | -0.004% | -21.0 bp | -115.6 bp | 100.03 | +1.69 % | +9.63 % | |||
| 9 years | 0.108% | -27.8 bp | -123.7 bp | 99.03 | +2.53 % | +11.68 % | |||
| 10 years | 0.187% | -29.3 bp | -129.9 bp | 98.15 | +2.97 % | +13.74 % | |||
| 15 years | 0.538% | -31.1 bp | -141.3 bp | 92.27 | +4.75 % | +23.29 % | |||
| 20 years | 0.720% | -32.0 bp | -157.3 bp | 86.63 | +6.54 % | +36.32 % | |||
| 30 years | 1.075% | -34.2 bp | -150.0 bp | 72.56 | +10.66 % | +55.57 % | |||
10Y Bond Yield Spread - Portugal vs Main Countries
The Portugal 10Y Government Bond has a 0.187% 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 | 82.8 bp | +0.0 | -56.9 | ||
| France 10Y | 54.4 bp | -2.4 | -42.4 | ||
| Japan 10Y | 42.5 bp | -20.1 | -110.1 | ||
| Spain 10Y | 2.5 bp | -4.7 | -27.7 | ||
| United Kingdom 10Y | -33.2 bp | -12.4 | -65.8 | ||
| Australia 10Y | -79.1 bp | +4.9 | -19.6 | ||
| Canada 10Y | -110.3 bp | -9.2 | -69.8 | ||
| Italy 10Y | -111.8 bp | +0.5 | +27.1 | ||
| United States 10Y | -145.0 bp | +14.2 | -28.2 | ||
| China 10Y | -288.5 bp | -20.3 | -122.3 | ||
| India 10Y | -638.3 bp | -39.9 | -26.4 | ||
| Russia 10Y | -701.3 bp | -21.3 | -6.9 | ||
| Brazil 10Y | -702.8 bp | -27.8 | +41.6 |
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 | 1.075% | 72.56 | 98.09 | 149.14 | 200.19 | 251.25 | 302.30 | |
| 20 years | 0.720% | 86.63 | 105.20 | 142.33 | 179.46 | 216.59 | 253.72 | |
| 15 years | 0.538% | 92.27 | 106.64 | 135.39 | 164.14 | 192.88 | 221.63 | |
| 10 years | 0.187% | 98.15 | 108.05 | 127.84 | 147.64 | 167.43 | 187.23 | |
| 9 years | 0.108% | 99.03 | 107.98 | 125.89 | 143.79 | 161.69 | 179.60 | |
| 8 years | -0.004% | 100.03 | 108.03 | 124.04 | 140.04 | 156.04 | 172.04 | |
| 7 years | -0.023% | 100.16 | 107.17 | 121.18 | 135.19 | 149.21 | 163.22 | |
| 6 years | -0.117% | 100.70 | 106.73 | 118.78 | 130.83 | 142.88 | 154.93 | |
| 5 years | -0.265% | 101.34 | 106.38 | 116.46 | 126.54 | 136.62 | 146.70 | |
| 4 years | -0.348% | 101.40 | 105.44 | 113.51 | 121.58 | 129.65 | 137.72 | |
| 3 years | -0.443% | 101.34 | 104.37 | 110.42 | 116.47 | 122.53 | 128.58 | |
| 2 years | -0.576% | 101.16 | 103.18 | 107.21 | 111.25 | 115.28 | 119.32 | |
| 1 year | -0.510% | 100.51 | 101.52 | 103.53 | 105.54 | 107.55 | 109.56 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||