Last Update: 22 Feb 2019 1:15 GMT+0
The Spain 10Y Government Bond has a 1.223% yield.
10 Years vs 2 Years bond spread is 140.2 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 0.00%.
The Spain rating is A-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 76.20 and implied probability of default is 1.27%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 14.6 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 37.8 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 140.2 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
A-
|
positive |
| 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 | 76.20 | -0.26 % | -3.18 % | +57.11 % | 1.27 % |
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 | -0.391% | +9.9 bp | +6.4 bp | ||||||
| 3 months | -0.430% | +1.6 bp | +2.6 bp | ||||||
| 6 months | -0.377% | +1.1 bp | +6.7 bp | ||||||
| 9 months | -0.357% | +0.8 bp | +7.6 bp | ||||||
| 1 year | -0.325% | +1.2 bp | +7.6 bp | 100.33 | -0.01 % | -0.07 % | |||
| 2 years | -0.179% | +5.2 bp | +8.7 bp | 100.36 | -0.10 % | -0.17 % | |||
| 3 years | -0.064% | -2.5 bp | +4.5 bp | 100.19 | +0.07 % | -0.14 % | |||
| 4 years | 0.080% | +0.2 bp | +4.7 bp | 99.68 | -0.01 % | -0.19 % | |||
| 5 years | 0.199% | -8.3 bp | -15.2 bp | 99.01 | +0.42 % | +0.76 % | |||
| 6 years | 0.466% | -11.4 bp | -10.6 bp | 97.25 | +0.68 % | +0.63 % | |||
| 7 years | 0.688% | -11.7 bp | -5.0 bp | 95.31 | +0.81 % | +0.35 % | |||
| 8 years | 0.910% | -10.7 bp | -7.6 bp | 93.01 | +0.86 % | +0.61 % | |||
| 9 years | 1.061% | -13.0 bp | -13.2 bp | 90.94 | +1.17 % | +1.18 % | |||
| 10 years | 1.223% | -13.5 bp | -17.9 bp | 88.55 | +1.34 % | +1.78 % | |||
| 15 years | 1.766% | -12.1 bp | -10.0 bp | 76.91 | +1.80 % | +1.49 % | |||
| 20 years | 1.908% | -13.5 bp | -7.8 bp | 68.52 | +2.68 % | +1.54 % | |||
| 25 years | 2.278% | -13.9 bp | +5.8 bp | 56.94 | +3.45 % | -1.42 % | |||
| 30 years | 2.435% | -14.6 bp | -8.0 bp | 48.59 | +4.36 % | +2.36 % | |||
10Y Bond Yield Spread - Spain vs Main Countries
The Spain 10Y Government Bond has a 1.223% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 126.0 bp | -9.4 | -4.8 | ||
| Germany 10Y | 109.9 bp | -3.1 | +3.7 | ||
| France 10Y | 67.8 bp | -4.1 | -3.6 | ||
| United Kingdom 10Y | 2.1 bp | -1.7 | -11.4 | ||
| Canada 10Y | -70.1 bp | -9.0 | +15.4 | ||
| Australia 10Y | -87.9 bp | +4.4 | +25.9 | ||
| United States 10Y | -146.5 bp | -7.7 | -4.8 | ||
| Italy 10Y | -163.4 bp | -21.2 | +2.7 | ||
| China 10Y | -193.9 bp | -16.7 | +30.5 | ||
| India 10Y | -632.1 bp | -14.6 | +10.4 | ||
| Russia 10Y | -721.7 bp | -29.5 | +0.1 | ||
| Brazil 10Y | -777.7 bp | -7.5 | +298.1 |
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 | 2.435% | 48.59 | 69.70 | 111.93 | 154.15 | 196.38 | 238.61 | |
| 25 years | 2.278% | 56.94 | 75.84 | 113.65 | 151.45 | 189.25 | 227.05 | |
| 20 years | 1.908% | 68.52 | 85.02 | 118.02 | 151.01 | 184.01 | 217.00 | |
| 15 years | 1.766% | 76.91 | 89.98 | 116.14 | 142.29 | 168.45 | 194.60 | |
| 10 years | 1.223% | 88.55 | 97.91 | 116.63 | 135.35 | 154.07 | 172.78 | |
| 9 years | 1.061% | 90.94 | 99.48 | 116.56 | 133.64 | 150.72 | 167.80 | |
| 8 years | 0.910% | 93.01 | 100.69 | 116.06 | 131.42 | 146.78 | 162.15 | |
| 7 years | 0.688% | 95.31 | 102.13 | 115.75 | 129.37 | 142.99 | 156.62 | |
| 6 years | 0.466% | 97.25 | 103.15 | 114.96 | 126.77 | 138.57 | 150.38 | |
| 5 years | 0.199% | 99.01 | 103.98 | 113.92 | 123.86 | 133.80 | 143.74 | |
| 4 years | 0.080% | 99.68 | 103.67 | 111.66 | 119.64 | 127.62 | 135.61 | |
| 3 years | -0.064% | 100.19 | 103.20 | 109.20 | 115.21 | 121.22 | 127.23 | |
| 2 years | -0.179% | 100.36 | 102.36 | 106.38 | 110.39 | 114.40 | 118.41 | |
| 1 year | -0.325% | 100.33 | 101.33 | 103.34 | 105.34 | 107.35 | 109.36 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||