Last Update: 19 Oct 2019 22:15 GMT+0
The Spain 10Y Government Bond has a 0.242% yield.
10 Years vs 2 Years bond spread is 67.1 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 37.30 and implied probability of default is 0.62%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 4.9 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 21.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 67.1 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
|
positive |
| 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 | 37.30 | -2.36 % | -4.36 % | -54.57 % | 0.62 % |
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 | -0.448% | +11.6 bp | +1.6 bp | ||||||
| 3 months | -0.563% | -7.9 bp | -15.3 bp | ||||||
| 6 months | -0.513% | -4.0 bp | -14.1 bp | ||||||
| 9 months | -0.493% | -3.3 bp | -15.6 bp | ||||||
| 1 year | -0.478% | -5.6 bp | -15.2 bp | 100.48 | +0.06 % | +0.15 % | |||
| 2 years | -0.429% | +3.7 bp | -16.2 bp | 100.86 | -0.08 % | +0.32 % | |||
| 3 years | -0.437% | -0.4 bp | -26.3 bp | 101.32 | +0.01 % | +0.80 % | |||
| 4 years | -0.326% | +0.7 bp | -27.9 bp | 101.31 | -0.03 % | +1.12 % | |||
| 5 years | -0.216% | -2.4 bp | -25.4 bp | 101.09 | +0.12 % | +1.28 % | |||
| 6 years | -0.148% | -1.1 bp | -51.1 bp | 100.89 | +0.06 % | +3.11 % | |||
| 7 years | -0.029% | +0.5 bp | -60.5 bp | 100.20 | -0.04 % | +4.31 % | |||
| 8 years | 0.053% | -1.1 bp | -71.8 bp | 99.58 | +0.09 % | +5.89 % | |||
| 9 years | 0.119% | -1.4 bp | -77.1 bp | 98.94 | +0.13 % | +7.15 % | |||
| 10 years | 0.242% | -2.5 bp | -82.1 bp | 97.61 | +0.25 % | +8.49 % | |||
| 15 years | 0.659% | -2.1 bp | -85.8 bp | 90.62 | +0.32 % | +13.59 % | |||
| 20 years | 0.663% | -2.7 bp | -102.8 bp | 87.62 | +0.54 % | +22.53 % | |||
| 25 years | 0.990% | -3.5 bp | -107.2 bp | 78.17 | +0.86 % | +30.22 % | |||
| 30 years | 1.137% | -2.8 bp | -109.0 bp | 71.24 | +0.84 % | +37.93 % | |||
10Y Bond Yield Spread - Spain vs Main Countries
The Spain 10Y Government Bond has a 0.242% 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 | 62.5 bp | -14.7 | -41.5 | ||
| Japan 10Y | 38.2 bp | -10.2 | -70.8 | ||
| France 10Y | 32.3 bp | -15.8 | -37.0 | ||
| United Kingdom 10Y | -46.1 bp | -9.6 | -33.5 | ||
| Italy 10Y | -78.0 bp | -16.4 | +76.9 | ||
| Australia 10Y | -91.2 bp | -12.1 | -2.5 | ||
| Canada 10Y | -130.8 bp | -14.1 | -60.5 | ||
| United States 10Y | -151.2 bp | +1.5 | -1.5 | ||
| China 10Y | -295.6 bp | -8.6 | -62.9 | ||
| Brazil 10Y | -629.3 bp | +55.0 | +160.4 | ||
| Russia 10Y | -632.8 bp | +41.5 | +84.9 | ||
| India 10Y | -656.4 bp | -19.7 | -20.7 |
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 | 1.137% | 71.24 | 96.53 | 147.13 | 197.73 | 248.32 | 298.92 | |
| 25 years | 0.990% | 78.17 | 100.22 | 144.32 | 188.42 | 232.52 | 276.62 | |
| 20 years | 0.663% | 87.62 | 106.29 | 143.64 | 180.98 | 218.33 | 255.68 | |
| 15 years | 0.659% | 90.62 | 104.86 | 133.33 | 161.81 | 190.28 | 218.76 | |
| 10 years | 0.242% | 97.61 | 107.48 | 127.22 | 146.95 | 166.69 | 186.43 | |
| 9 years | 0.119% | 98.94 | 107.88 | 125.78 | 143.67 | 161.56 | 179.46 | |
| 8 years | 0.053% | 99.58 | 107.56 | 123.52 | 139.48 | 155.44 | 171.41 | |
| 7 years | -0.029% | 100.20 | 107.21 | 121.23 | 135.24 | 149.26 | 163.28 | |
| 6 years | -0.148% | 100.89 | 106.92 | 118.99 | 131.05 | 143.11 | 155.17 | |
| 5 years | -0.216% | 101.09 | 106.12 | 116.18 | 126.25 | 136.31 | 146.38 | |
| 4 years | -0.326% | 101.31 | 105.35 | 113.41 | 121.48 | 129.54 | 137.61 | |
| 3 years | -0.437% | 101.32 | 104.35 | 110.40 | 116.45 | 122.51 | 128.56 | |
| 2 years | -0.429% | 100.86 | 102.88 | 106.90 | 110.93 | 114.95 | 118.98 | |
| 1 year | -0.478% | 100.48 | 101.49 | 103.49 | 105.50 | 107.51 | 109.52 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||