COUNTRY •
QATAR
Last Update: 1 Oct 2023 2:15 GMT+0
The Qatar 10Y Government Bond has a 4.030% yield.
10 Years vs 2 Years bond spread is -158.1 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities.
Central Bank Rate is 6.25% (last modification in July 2023).
The Qatar credit rating is AA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 65.00 and implied probability of default is 1.08%.
If data are not all visible, swipe table left
| Residual Maturity |
Yield | ZC Price | Last Change |
||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 2 years | 5.611% | +24.0 bp | +103.5 bp | 89.66 | -0.46 % | -1.95 % | 29 Sep | ||
| 3 years | 4.857% | 0.0 bp | 0.0 bp | 86.74 | 0.00 % | 0.00 % | 01 Feb | ||
| 5 years | 5.012% | +20.0 bp | +88.6 bp | 78.31 | -0.95 % | -4.15 % | 29 Sep | ||
| 7 years | 4.095% | 0.0 bp | 0.0 bp | 75.51 | 0.00 % | 0.00 % | 27 Jan | ||
| 10 years | 4.030% | 0.0 bp | 0.0 bp | 67.36 | 0.00 % | 0.00 % | 01 Feb | ||
| 30 years | 5.872% | +49.5 bp | +96.1 bp | 18.05 | -13.14 % | -23.94 % | 29 Sep | ||
Last Update: 1 Oct 2023 2:15 GMT+0
Qatar Yield Curve Analysis
Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases.
For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive.
If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
If data are not all visible, swipe table left
| Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (6.25%) |
||
|---|---|---|---|---|---|
| 2 years | 5 years | ||||
| 30 years | 5.872% | -37.8 bp | |||
| 5 years | 5.012% | -123.8 bp | |||
| 2 years | 5.611% | -63.9 bp | |||
Focusing on 2 years Government Bond:
If data are not all visible, swipe table left
| 5Y vs 2Y | -59.9 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -158.1 bp | Yield Curve is inverted in Long-Term vs Short-Term Maturities |
Readings that may interest you
Qatar Credit Ratings
A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation).
For a deeper analysis of credit ratings, click here
Qatar Credit Ratings History
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA
|
- |
| Moody's Investors Service |
Aa3
|
positive |
| Fitch Ratings |
AA-
|
positive |
| DBRS |
-
|
- |
Qatar Interest Rates
A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
| Interest Rates | Value | |
|---|---|---|
| Central Bank Rate | 6.25% |
Qatar Credit Default Swaps
The term credit default swap (CDS) refers to a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who agrees to reimburse the lender in the case the borrower defaults.
If data are not all visible, swipe table left
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD(*) | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 65.00 | -4.41 % | -5.11 % | -32.99 % | 1.08 % |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
Qatar 10Y Bond Yield Spread
The Qatar 10Y Government Bond has a 4.030% yield. Click on Spread value for the historical serie.
A positive spread, marked by
, means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
If data are not all visible, swipe table left
| Qatar 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Japan 10Y | 328.1 bp | -12.8 bp | -42.0 bp | Compare | |
| China 10Y | 132.4 bp | -8.3 bp | +16.8 bp | Compare | |
| Germany 10Y | 117.6 bp | -31.4 bp | -57.1 bp | Compare | |
| France 10Y | 61.4 bp | -34.0 bp | -63.2 bp | Compare | |
| Spain 10Y | 7.7 bp | -38.9 bp | -65.8 bp | Compare | |
| Canada 10Y | -3.9 bp | -47.6 bp | -115.2 bp | Compare | |
| United Kingdom 10Y | -42.8 bp | -5.6 bp | -99.3 bp | Compare | |
| Australia 10Y | -44.4 bp | -42.4 bp | -123.7 bp | Compare | |
| United States 10Y | -54.9 bp | -39.8 bp | -110.6 bp | Compare | |
| Italy 10Y | -74.7 bp | -54.6 bp | -70.0 bp | Compare | |
| India 10Y | -318.0 bp | -3.5 bp | +10.5 bp | Compare | |
| Brazil 10Y | -768.1 bp | -55.9 bp | +118.9 bp | Compare | |
| Russia 10Y | -887.0 bp | -82.0 bp | -260.0 bp | Compare |
Qatar Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
Click on
for a forecast of the yield.
If data are not all visible, swipe table left
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | ||||
| 30 years | 5.872% | 18.05 | 32.01 | 59.92 | 87.83 | 115.74 | 143.65 | ||
| 5 years | 5.012% | 78.31 | 82.64 | 91.29 | 99.95 | 108.60 | 117.26 | ||
| 2 years | 5.611% | 89.66 | 91.50 | 95.19 | 98.87 | 102.56 | 106.25 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||