Last Update: 22 Sep 2021 20:15 GMT+0
The Spain 10Y Government Bond has a 0.312% yield.
10 Years vs 2 Years bond spread is 93.1 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 31.20 and implied probability of default is 0.52%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -4.6 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 23.9 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 93.1 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
A
|
negative |
| 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 | 31.20 | +7.22 % | +3.65 % | -48.09 % | 0.52 % |
Spain 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 | -0.552% | +0.7 bp | +2.6 bp | ||||||
| 3 months | -0.605% | -1.0 bp | -5.5 bp | ||||||
| 6 months | -0.610% | -1.1 bp | -7.9 bp | ||||||
| 9 months | -0.594% | +0.3 bp | -5.9 bp | ||||||
| 1 year | -0.573% | +1.9 bp | -5.6 bp | 100.58 | -0.02 % | +0.06 % | |||
| 2 years | -0.619% | +1.8 bp | -11.6 bp | 101.25 | -0.04 % | +0.24 % | |||
| 3 years | -0.530% | +2.9 bp | -10.0 bp | 101.61 | -0.09 % | +0.31 % | |||
| 4 years | -0.508% | +2.7 bp | -12.4 bp | 102.06 | -0.11 % | +0.50 % | |||
| 5 years | -0.380% | +5.3 bp | -9.6 bp | 101.92 | -0.26 % | +0.48 % | |||
| 6 years | -0.214% | +7.6 bp | -11.8 bp | 101.29 | -0.46 % | +0.71 % | |||
| 7 years | -0.138% | +8.5 bp | -15.1 bp | 100.97 | -0.60 % | +1.06 % | |||
| 8 years | 0.045% | +9.1 bp | -11.0 bp | 99.64 | -0.73 % | +0.88 % | |||
| 9 years | 0.174% | +10.3 bp | -10.5 bp | 98.45 | -0.92 % | +0.95 % | |||
| 10 years | 0.312% | +10.0 bp | -2.5 bp | 96.93 | -0.99 % | +0.25 % | |||
| 15 years | 0.767% | +10.7 bp | +9.7 bp | 89.17 | -1.58 % | -1.44 % | |||
| 20 years | 0.904% | +9.9 bp | -8.1 bp | 83.53 | -1.94 % | +1.62 % | |||
| 25 years | 0.956% | +10.5 bp | -12.3 bp | 78.83 | -2.57 % | +3.09 % | |||
| 30 years | 1.207% | +11.3 bp | -7.8 bp | 69.77 | -3.30 % | +2.33 % | |||
Spain 10Y Bond Yield Spread
The Spain 10Y Government Bond has a 0.312% 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. 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.
| Spain 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 63.9 bp | -6.8 bp | -0.7 bp | Compare | |
| France 10Y | 30.5 bp | -5.5 bp | -8.9 bp | Compare | |
| Japan 10Y | 28.0 bp | +7.4 bp | +2.0 bp | Compare | |
| Italy 10Y | -35.2 bp | -1.7 bp | -4.4 bp | Compare | |
| United Kingdom 10Y | -48.7 bp | -17.3 bp | -0.7 bp | Compare | |
| Canada 10Y | -90.4 bp | +2.7 bp | +32.0 bp | Compare | |
| Australia 10Y | -93.4 bp | -7.7 bp | +48.8 bp | Compare | |
| United States 10Y | -99.5 bp | +4.8 bp | +36.3 bp | Compare | |
| China 10Y | -257.0 bp | +8.6 bp | +34.9 bp | Compare | |
| India 10Y | -582.6 bp | +19.6 bp | +1.7 bp | Compare | |
| Russia 10Y | -684.8 bp | -11.0 bp | -7.0 bp | Compare | |
| Brazil 10Y | -1045.9 bp | -8.9 bp | -212.1 bp | Compare |
Spain 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.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 1.207% | 69.77 | 94.82 | 144.90 | 194.99 | 245.08 | 295.16 | |
| 25 years | 0.956% | 78.83 | 100.97 | 145.26 | 189.55 | 233.83 | 278.12 | |
| 20 years | 0.904% | 83.53 | 101.75 | 138.19 | 174.63 | 211.08 | 247.52 | |
| 15 years | 0.767% | 89.17 | 103.29 | 131.53 | 159.76 | 188.00 | 216.24 | |
| 10 years | 0.312% | 96.93 | 106.76 | 126.42 | 146.09 | 165.75 | 185.41 | |
| 9 years | 0.174% | 98.45 | 107.37 | 125.21 | 143.06 | 160.90 | 178.75 | |
| 8 years | 0.045% | 99.64 | 107.62 | 123.59 | 139.56 | 155.53 | 171.50 | |
| 7 years | -0.138% | 100.97 | 108.01 | 122.09 | 136.17 | 150.24 | 164.32 | |
| 6 years | -0.214% | 101.29 | 107.34 | 119.43 | 131.52 | 143.61 | 155.70 | |
| 5 years | -0.380% | 101.92 | 106.98 | 117.09 | 127.21 | 137.32 | 147.44 | |
| 4 years | -0.508% | 102.06 | 106.11 | 114.21 | 122.31 | 130.42 | 138.52 | |
| 3 years | -0.530% | 101.61 | 104.64 | 110.70 | 116.77 | 122.83 | 128.90 | |
| 2 years | -0.619% | 101.25 | 103.27 | 107.31 | 111.34 | 115.38 | 119.42 | |
| 1 year | -0.573% | 100.58 | 101.58 | 103.59 | 105.61 | 107.62 | 109.63 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||