Last Update: 3 Apr 2020 16:15 GMT+0
The Portugal 10Y Government Bond has a 0.835% yield.
10 Years vs 2 Years bond spread is 88.6 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 101.40 and implied probability of default is 1.69%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 16.9 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 47.2 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 88.6 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 | 101.40 | +13.80 % | +104.02 % | +39.86 % | 1.69 % |
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 | -0.161% | +33.5 bp | +35.7 bp | ||||||
| 6 months | -0.238% | +26.6 bp | +19.8 bp | ||||||
| 1 year | -0.220% | +27.3 bp | +21.2 bp | 100.22 | -0.28 % | -0.21 % | |||
| 2 years | -0.051% | +38.7 bp | +57.4 bp | 100.10 | -0.77 % | -1.15 % | |||
| 3 years | 0.082% | +40.5 bp | +54.3 bp | 99.75 | -1.22 % | -1.63 % | |||
| 4 years | 0.204% | +48.7 bp | +51.0 bp | 99.19 | -1.93 % | -2.02 % | |||
| 5 years | 0.421% | +55.0 bp | +72.6 bp | 97.92 | -2.71 % | -3.57 % | |||
| 6 years | 0.513% | +57.8 bp | +65.4 bp | 96.98 | -3.40 % | -3.84 % | |||
| 7 years | 0.594% | +61.3 bp | +65.9 bp | 95.94 | -4.18 % | -4.50 % | |||
| 8 years | 0.736% | +64.3 bp | +72.3 bp | 94.30 | -5.00 % | -5.61 % | |||
| 9 years | 0.792% | +64.2 bp | +70.5 bp | 93.15 | -5.58 % | -6.12 % | |||
| 10 years | 0.835% | +63.2 bp | +68.5 bp | 92.02 | -6.09 % | -6.59 % | |||
| 15 years | 1.085% | +61.1 bp | +55.5 bp | 85.05 | -8.70 % | -7.93 % | |||
| 20 years | 1.251% | +60.1 bp | +54.1 bp | 77.99 | -11.22 % | -10.16 % | |||
| 30 years | 1.589% | +58.7 bp | +54.6 bp | 62.32 | -15.95 % | -14.92 % | |||
10Y Bond Yield Spread - Portugal vs Main Countries
The Portugal 10Y Government Bond has a 0.835% 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 | 127.9 bp | +43.4 | +53.9 | ||
| Japan 10Y | 83.9 bp | +53.0 | +49.5 | ||
| France 10Y | 77.0 bp | +24.0 | +32.9 | ||
| United Kingdom 10Y | 52.5 bp | +70.9 | +84.4 | ||
| United States 10Y | 25.7 bp | +105.3 | +164.3 | ||
| Canada 10Y | 14.1 bp | +90.3 | +123.7 | ||
| Spain 10Y | 10.5 bp | +9.4 | +10.6 | ||
| Australia 10Y | 8.3 bp | +60.5 | +84.3 | ||
| Italy 10Y | -70.3 bp | +8.8 | -2.1 | ||
| China 10Y | -177.5 bp | +82.1 | +123.0 | ||
| India 10Y | -547.1 bp | +66.8 | +98.5 | ||
| Russia 10Y | -598.0 bp | -1.8 | +89.0 | ||
| Brazil 10Y | -704.7 bp | -66.0 | -20.7 |
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 | 1.589% | 62.32 | 86.03 | 133.46 | 180.89 | 228.32 | 275.76 | |
| 20 years | 1.251% | 77.99 | 95.58 | 130.78 | 165.97 | 201.17 | 236.36 | |
| 15 years | 1.085% | 85.05 | 98.83 | 126.38 | 153.93 | 181.47 | 209.02 | |
| 10 years | 0.835% | 92.02 | 101.58 | 120.69 | 139.80 | 158.91 | 178.02 | |
| 9 years | 0.792% | 93.15 | 101.80 | 119.11 | 136.41 | 153.72 | 171.03 | |
| 8 years | 0.736% | 94.30 | 102.04 | 117.53 | 133.01 | 148.49 | 163.98 | |
| 7 years | 0.594% | 95.94 | 102.78 | 116.45 | 130.12 | 143.80 | 157.47 | |
| 6 years | 0.513% | 96.98 | 102.87 | 114.66 | 126.45 | 138.23 | 150.02 | |
| 5 years | 0.421% | 97.92 | 102.86 | 112.73 | 122.61 | 132.48 | 142.36 | |
| 4 years | 0.204% | 99.19 | 103.17 | 111.13 | 119.09 | 127.05 | 135.01 | |
| 3 years | 0.082% | 99.75 | 102.75 | 108.74 | 114.73 | 120.72 | 126.71 | |
| 2 years | -0.051% | 100.10 | 102.10 | 106.11 | 110.11 | 114.11 | 118.12 | |
| 1 year | -0.220% | 100.22 | 101.22 | 103.23 | 105.23 | 107.24 | 109.24 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||