Last Update: 16 Jul 2020 16:15 GMT+0
The Spain 10Y Government Bond has a 0.403% yield.
10 Years vs 2 Years bond spread is 89.9 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.00% (last modification in March 2016).
The Spain credit rating is A, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 77.50 and implied probability of default is 1.29%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -4.8 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 22.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 89.9 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
A
|
- |
| Moody's Investors Service |
Baa1
|
- |
| Fitch Ratings |
A-
|
- |
| DBRS |
A
|
- |
| Spain 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 | 77.50 | +2.65 % | -3.25 % | +96.70 % | 1.29 % |
Spain 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 | ||||
| 1 month | -0.510% | +2.9 bp | -1.4 bp | ||||||
| 3 months | -0.494% | +0.7 bp | -2.5 bp | ||||||
| 6 months | -0.485% | -2.9 bp | -5.2 bp | ||||||
| 9 months | -0.445% | -0.3 bp | +2.1 bp | ||||||
| 1 year | -0.448% | -4.2 bp | -1.9 bp | 100.45 | +0.04 % | +0.02 % | |||
| 2 years | -0.496% | -3.2 bp | -7.3 bp | 101.00 | +0.07 % | +0.15 % | |||
| 3 years | -0.414% | -2.8 bp | -7.2 bp | 101.25 | +0.08 % | +0.22 % | |||
| 4 years | -0.359% | -7.8 bp | -12.6 bp | 101.45 | +0.32 % | +0.51 % | |||
| 5 years | -0.272% | -13.9 bp | -21.1 bp | 101.37 | +0.70 % | +1.06 % | |||
| 6 years | -0.099% | -13.4 bp | -11.2 bp | 100.60 | +0.81 % | +0.68 % | |||
| 7 years | 0.078% | -13.6 bp | -4.7 bp | 99.46 | +0.96 % | +0.33 % | |||
| 8 years | 0.138% | -14.0 bp | -8.7 bp | 98.90 | +1.12 % | +0.69 % | |||
| 9 years | 0.244% | -13.3 bp | -8.4 bp | 97.83 | +1.20 % | +0.75 % | |||
| 10 years | 0.403% | -12.7 bp | -5.7 bp | 96.06 | +1.28 % | +0.58 % | |||
| 15 years | 0.705% | -14.7 bp | -15.9 bp | 90.00 | +2.21 % | +2.40 % | |||
| 20 years | 0.968% | -9.6 bp | +6.9 bp | 82.48 | +1.93 % | -1.35 % | |||
| 25 years | 1.051% | -17.1 bp | -17.9 bp | 77.00 | +4.32 % | +4.52 % | |||
| 30 years | 1.201% | -16.9 bp | -17.3 bp | 69.90 | +5.14 % | +5.26 % | |||
10Y Bond Yield Spread - Spain vs Main Countries
The Spain 10Y Government Bond has a 0.403% 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.
| Spain 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 87.1 bp | -8.9 | +18.9 | ||
| France 10Y | 55.8 bp | -2.2 | +13.6 | ||
| Japan 10Y | 39.3 bp | -12.3 | -5.6 | ||
| United Kingdom 10Y | 26.7 bp | -5.9 | +44.8 | ||
| Canada 10Y | -10.5 bp | -8.6 | +99.3 | ||
| United States 10Y | -20.2 bp | +0.9 | +114.7 | ||
| Australia 10Y | -47.1 bp | -7.4 | +26.2 | ||
| Italy 10Y | -84.0 bp | -1.5 | +11.3 | ||
| China 10Y | -263.5 bp | -31.2 | +5.3 | ||
| India 10Y | -541.0 bp | -9.4 | +72.8 | ||
| Russia 10Y | -543.7 bp | -38.2 | +31.3 | ||
| Brazil 10Y | -605.4 bp | +3.2 | +33.0 |
Spain 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 | 1.201% | 69.90 | 94.96 | 145.09 | 195.22 | 245.35 | 295.48 | |
| 25 years | 1.051% | 77.00 | 98.88 | 142.65 | 186.42 | 230.19 | 273.96 | |
| 20 years | 0.968% | 82.48 | 100.58 | 136.79 | 172.99 | 209.20 | 245.41 | |
| 15 years | 0.705% | 90.00 | 104.19 | 132.56 | 160.93 | 189.31 | 217.68 | |
| 10 years | 0.403% | 96.06 | 105.84 | 125.40 | 144.97 | 164.53 | 184.09 | |
| 9 years | 0.244% | 97.83 | 106.72 | 124.50 | 142.29 | 160.07 | 177.85 | |
| 8 years | 0.138% | 98.90 | 106.85 | 122.75 | 138.66 | 154.56 | 170.46 | |
| 7 years | 0.078% | 99.46 | 106.43 | 120.39 | 134.35 | 148.30 | 162.26 | |
| 6 years | -0.099% | 100.60 | 106.62 | 118.66 | 130.70 | 142.74 | 154.78 | |
| 5 years | -0.272% | 101.37 | 106.41 | 116.49 | 126.58 | 136.66 | 146.74 | |
| 4 years | -0.359% | 101.45 | 105.49 | 113.56 | 121.63 | 129.70 | 137.77 | |
| 3 years | -0.414% | 101.25 | 104.28 | 110.33 | 116.38 | 122.43 | 128.48 | |
| 2 years | -0.496% | 101.00 | 103.01 | 107.04 | 111.07 | 115.10 | 119.13 | |
| 1 year | -0.448% | 100.45 | 101.45 | 103.46 | 105.47 | 107.48 | 109.49 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||