COUNTRY •
QATAR
Last Update: 28 Mar 2023 2:15 GMT+0
The Qatar 10Y Government Bond has a 4.030% yield.
10 Years vs 2 Years bond spread is -49.8 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities.
Central Bank Rate is 5.50% (last modification in December 2022).
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 | 4.528% | -65.8 bp | -23.9 bp | 91.52 | +1.26 % | +0.45 % | 28 Mar | ||
| 3 years | 4.857% | 0.0 bp | -8.1 bp | 86.74 | 0.00 % | +0.23 % | 01 Feb | ||
| 5 years | 4.179% | -51.3 bp | -65.4 bp | 81.49 | +2.49 % | +3.18 % | 28 Mar | ||
| 7 years | 4.095% | 0.0 bp | n.a. | 75.51 | 0.00 % | n.a. | 27 Jan | ||
| 10 years | 4.030% | 0.0 bp | -71.9 bp | 67.36 | 0.00 % | +7.12 % | 01 Feb | ||
| 30 years | 4.897% | -28.4 bp | -38.7 bp | 23.83 | +8.47 % | +11.67 % | 28 Mar | ||
Last Update: 28 Mar 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 (5.50%) |
||
|---|---|---|---|---|---|
| 2 years | 5 years | ||||
| 30 years | 4.897% | -60.3 bp | |||
| 5 years | 4.179% | -132.1 bp | |||
| 2 years | 4.528% | -97.2 bp | |||
Focusing on 2 years Government Bond:
If data are not all visible, swipe table left
| 5Y vs 2Y | -34.9 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -49.8 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-
|
- |
| 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 | 5.50% |
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 | 370.1 bp | +16.8 bp | -80.0 bp | Compare | |
| Germany 10Y | 180.4 bp | +40.9 bp | -82.6 bp | Compare | |
| France 10Y | 126.1 bp | +32.8 bp | -76.1 bp | Compare | |
| China 10Y | 115.5 bp | +5.3 bp | -84.8 bp | Compare | |
| Canada 10Y | 111.9 bp | +45.7 bp | -54.3 bp | Compare | |
| Australia 10Y | 74.7 bp | +60.0 bp | -6.5 bp | Compare | |
| Spain 10Y | 72.2 bp | +34.7 bp | -70.1 bp | Compare | |
| United Kingdom 10Y | 64.7 bp | +48.7 bp | -9.2 bp | Compare | |
| United States 10Y | 52.1 bp | +42.1 bp | -49.5 bp | Compare | |
| Italy 10Y | -5.1 bp | +36.8 bp | -21.5 bp | Compare | |
| India 10Y | -328.2 bp | +14.5 bp | -69.8 bp | Compare | |
| Russia 10Y | -626.0 bp | +69.0 bp | -113.9 bp | Compare | |
| Brazil 10Y | -883.6 bp | +39.5 bp | -151.1 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 | 4.897% | 23.83 | 39.38 | 70.49 | 101.60 | 132.71 | 163.82 | ||
| 5 years | 4.179% | 81.49 | 85.92 | 94.78 | 103.64 | 112.50 | 121.35 | ||
| 2 years | 4.528% | 91.52 | 93.40 | 97.14 | 100.88 | 104.63 | 108.37 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||