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%.

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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).
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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:
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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

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.
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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.
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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

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