Last Update: 25 Feb 2021 1:15 GMT+0
The Spain 10Y Government Bond has a 0.404% yield.
10 Years vs 2 Years bond spread is 91.8 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 35.30 and implied probability of default is 0.59%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -1.1 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 30.2 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 91.8 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 | 35.30 | -1.12 % | -19.04 % | +5.06 % | 0.59 % |
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 | -0.462% | +8.8 bp | +6.5 bp | ||||||
| 3 months | -0.508% | +2.1 bp | -0.2 bp | ||||||
| 6 months | -0.503% | -0.4 bp | -3.2 bp | ||||||
| 9 months | -0.502% | +0.1 bp | -4.6 bp | ||||||
| 1 year | -0.503% | -0.3 bp | -6.4 bp | 100.51 | +0.01 % | +0.07 % | |||
| 2 years | -0.514% | +0.5 bp | -5.3 bp | 101.04 | -0.01 % | +0.11 % | |||
| 3 years | -0.377% | +14.6 bp | +1.8 bp | 101.14 | -0.44 % | -0.05 % | |||
| 4 years | -0.304% | +17.9 bp | -2.6 bp | 101.23 | -0.72 % | +0.11 % | |||
| 5 years | -0.212% | +22.8 bp | -0.8 bp | 101.07 | -1.13 % | +0.04 % | |||
| 6 years | -0.048% | +31.3 bp | +6.1 bp | 100.29 | -1.86 % | -0.37 % | |||
| 7 years | 0.050% | +27.4 bp | +0.2 bp | 99.65 | -1.90 % | -0.01 % | |||
| 8 years | 0.230% | +38.6 bp | +12.7 bp | 98.18 | -3.04 % | -1.01 % | |||
| 9 years | 0.323% | +39.6 bp | +10.5 bp | 97.14 | -3.50 % | -0.94 % | |||
| 10 years | 0.404% | +33.0 bp | +3.1 bp | 96.05 | -3.23 % | -0.31 % | |||
| 15 years | 0.696% | +30.6 bp | +2.4 bp | 90.12 | -4.46 % | -0.35 % | |||
| 20 years | 0.978% | +33.3 bp | +5.0 bp | 82.31 | -6.39 % | -0.99 % | |||
| 25 years | 1.063% | +35.0 bp | +5.6 bp | 76.77 | -8.31 % | -1.37 % | |||
| 30 years | 1.258% | +36.5 bp | +8.3 bp | 68.73 | -10.26 % | -2.43 % | |||
10Y Bond Yield Spread - Spain vs Main Countries
The Spain 10Y Government Bond has a 0.404% 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 | 71.3 bp | +8.5 | -10.2 | ||
| France 10Y | 45.7 bp | +6.6 | -6.1 | ||
| Japan 10Y | 29.0 bp | +25.0 | -5.3 | ||
| Italy 10Y | -28.6 bp | +28.5 | +43.0 | ||
| United Kingdom 10Y | -32.5 bp | -13.8 | -44.5 | ||
| Canada 10Y | -91.3 bp | -17.4 | -69.5 | ||
| United States 10Y | -99.9 bp | -4.0 | -68.4 | ||
| Australia 10Y | -130.4 bp | -35.1 | -75.6 | ||
| China 10Y | -288.2 bp | +20.0 | -19.5 | ||
| India 10Y | -574.3 bp | +13.7 | +4.1 | ||
| Russia 10Y | -626.1 bp | -7.0 | -42.4 | ||
| Brazil 10Y | -767.9 bp | +27.1 | -124.2 |
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 | 1.258% | 68.73 | 93.59 | 143.31 | 193.03 | 242.75 | 292.47 | |
| 25 years | 1.063% | 76.77 | 98.62 | 142.33 | 186.03 | 229.74 | 273.44 | |
| 20 years | 0.978% | 82.31 | 100.40 | 136.57 | 172.74 | 208.91 | 245.08 | |
| 15 years | 0.696% | 90.12 | 104.32 | 132.71 | 161.10 | 189.50 | 217.89 | |
| 10 years | 0.404% | 96.05 | 105.83 | 125.39 | 144.96 | 164.52 | 184.08 | |
| 9 years | 0.323% | 97.14 | 106.00 | 123.71 | 141.42 | 159.13 | 176.85 | |
| 8 years | 0.230% | 98.18 | 106.10 | 121.93 | 137.77 | 153.60 | 169.44 | |
| 7 years | 0.050% | 99.65 | 106.64 | 120.61 | 134.58 | 148.55 | 162.52 | |
| 6 years | -0.048% | 100.29 | 106.30 | 118.32 | 130.34 | 142.36 | 154.38 | |
| 5 years | -0.212% | 101.07 | 106.10 | 116.16 | 126.23 | 136.29 | 146.35 | |
| 4 years | -0.304% | 101.23 | 105.26 | 113.32 | 121.38 | 129.44 | 137.50 | |
| 3 years | -0.377% | 101.14 | 104.16 | 110.21 | 116.25 | 122.30 | 128.34 | |
| 2 years | -0.514% | 101.04 | 103.05 | 107.08 | 111.11 | 115.14 | 119.18 | |
| 1 year | -0.503% | 100.51 | 101.51 | 103.52 | 105.53 | 107.54 | 109.55 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||