Last Update: 11 Dec 2019 13:15 GMT+0
The Spain 10Y Government Bond has a 0.427% yield.
10 Years vs 2 Years bond spread is 86.6 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 40.60 and implied probability of default is 0.68%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 3.8 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 33.6 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 86.6 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 | 40.60 | -0.25 % | +16.33 % | -52.68 % | 0.68 % |
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 | -0.748% | -31.8 bp | -38.7 bp | ||||||
| 3 months | -0.570% | -3.7 bp | -14.1 bp | ||||||
| 6 months | -0.448% | +5.1 bp | -7.2 bp | ||||||
| 9 months | -0.450% | +3.1 bp | -7.6 bp | ||||||
| 1 year | -0.477% | -0.3 bp | -10.7 bp | 100.48 | 0.00 % | +0.11 % | |||
| 2 years | -0.439% | -1.8 bp | -12.1 bp | 100.88 | +0.03 % | +0.24 % | |||
| 3 years | -0.377% | +0.4 bp | -10.2 bp | 101.14 | -0.01 % | +0.31 % | |||
| 4 years | -0.265% | -2.3 bp | -7.4 bp | 101.07 | +0.10 % | +0.30 % | |||
| 5 years | -0.103% | +0.4 bp | +4.5 bp | 100.52 | -0.02 % | -0.22 % | |||
| 6 years | -0.016% | -0.3 bp | -5.9 bp | 100.10 | +0.02 % | +0.36 % | |||
| 7 years | 0.090% | -1.5 bp | -10.7 bp | 99.37 | +0.10 % | +0.75 % | |||
| 8 years | 0.206% | 0.0 bp | -11.6 bp | 98.37 | 0.00 % | +0.93 % | |||
| 9 years | 0.299% | +2.1 bp | -12.9 bp | 97.35 | -0.18 % | +1.16 % | |||
| 10 years | 0.427% | +0.7 bp | -15.7 bp | 95.83 | -0.07 % | +1.58 % | |||
| 15 years | 0.833% | +0.9 bp | -13.2 bp | 88.30 | -0.14 % | +1.99 % | |||
| 20 years | 0.846% | +1.8 bp | -28.9 bp | 84.49 | -0.37 % | +5.89 % | |||
| 25 years | 1.170% | +2.1 bp | -33.0 bp | 74.77 | -0.52 % | +8.49 % | |||
| 30 years | 1.307% | +1.3 bp | -34.1 bp | 67.74 | -0.38 % | +10.61 % | |||
10Y Bond Yield Spread - Spain vs Main Countries
The Spain 10Y Government Bond has a 0.427% 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 | 74.4 bp | +7.4 | -7.0 | ||
| France 10Y | 43.2 bp | +6.1 | -3.2 | ||
| Japan 10Y | 42.6 bp | -5.7 | -26.8 | ||
| United Kingdom 10Y | -35.6 bp | +3.5 | -9.1 | ||
| Australia 10Y | -74.2 bp | +12.5 | +13.5 | ||
| Italy 10Y | -88.0 bp | +5.4 | +91.8 | ||
| Canada 10Y | -117.6 bp | -1.1 | -23.0 | ||
| United States 10Y | -140.3 bp | +12.2 | +15.8 | ||
| China 10Y | -278.7 bp | +6.5 | -8.5 | ||
| Russia 10Y | -595.8 bp | +5.2 | +114.8 | ||
| India 10Y | -633.3 bp | -19.2 | +12.0 | ||
| Brazil 10Y | -635.1 bp | -14.2 | +105.5 |
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 | 1.307% | 67.74 | 92.42 | 141.79 | 191.17 | 240.54 | 289.91 | |
| 25 years | 1.170% | 74.77 | 96.33 | 139.47 | 182.60 | 225.74 | 268.87 | |
| 20 years | 0.846% | 84.49 | 102.82 | 139.48 | 176.14 | 212.79 | 249.45 | |
| 15 years | 0.833% | 88.30 | 102.35 | 130.44 | 158.53 | 186.62 | 214.71 | |
| 10 years | 0.427% | 95.83 | 105.60 | 125.14 | 144.67 | 164.21 | 183.75 | |
| 9 years | 0.299% | 97.35 | 106.22 | 123.95 | 141.68 | 159.42 | 177.15 | |
| 8 years | 0.206% | 98.37 | 106.29 | 122.15 | 138.00 | 153.85 | 169.70 | |
| 7 years | 0.090% | 99.37 | 106.35 | 120.30 | 134.25 | 148.20 | 162.15 | |
| 6 years | -0.016% | 100.10 | 106.10 | 118.11 | 130.11 | 142.12 | 154.13 | |
| 5 years | -0.103% | 100.52 | 105.53 | 115.56 | 125.59 | 135.63 | 145.66 | |
| 4 years | -0.265% | 101.07 | 105.09 | 113.15 | 121.20 | 129.25 | 137.31 | |
| 3 years | -0.377% | 101.14 | 104.16 | 110.21 | 116.25 | 122.30 | 128.34 | |
| 2 years | -0.439% | 100.88 | 102.90 | 106.92 | 110.95 | 114.98 | 119.00 | |
| 1 year | -0.477% | 100.48 | 101.48 | 103.49 | 105.50 | 107.51 | 109.52 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||