Last Update: 1 Apr 2020 0:15 GMT+0
The Spain 10Y Government Bond has a 0.659% yield.
10 Years vs 2 Years bond spread is 94.7 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 100.30 and implied probability of default is 1.67%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -7.6 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 43.9 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 94.7 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 | 100.30 | -14.42 % | +112.95 % | +56.23 % | 1.67 % |
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 | -0.288% | +13.1 bp | +36.2 bp | ||||||
| 3 months | -0.226% | +31.5 bp | +28.4 bp | ||||||
| 6 months | -0.220% | +27.8 bp | +29.0 bp | ||||||
| 9 months | -0.215% | +27.8 bp | +27.2 bp | ||||||
| 1 year | -0.212% | +29.1 bp | +27.3 bp | 100.21 | -0.30 % | -0.28 % | |||
| 2 years | -0.288% | +17.4 bp | +19.2 bp | 100.58 | -0.35 % | -0.39 % | |||
| 3 years | -0.242% | +19.1 bp | +23.6 bp | 100.73 | -0.57 % | -0.71 % | |||
| 4 years | 0.006% | +35.4 bp | +41.5 bp | 99.98 | -1.40 % | -1.64 % | |||
| 5 years | 0.151% | +35.0 bp | +44.3 bp | 99.25 | -1.73 % | -2.19 % | |||
| 6 years | 0.295% | +42.3 bp | +52.0 bp | 98.25 | -2.50 % | -3.07 % | |||
| 7 years | 0.448% | +48.0 bp | +55.6 bp | 96.92 | -3.29 % | -3.81 % | |||
| 8 years | 0.503% | +45.1 bp | +51.4 bp | 96.07 | -3.52 % | -4.02 % | |||
| 9 years | 0.580% | +45.0 bp | +51.9 bp | 94.93 | -3.96 % | -4.54 % | |||
| 10 years | 0.659% | +37.7 bp | +47.2 bp | 93.64 | -3.68 % | -4.60 % | |||
| 15 years | 1.013% | +39.4 bp | +43.3 bp | 85.97 | -5.69 % | -6.24 % | |||
| 20 years | 1.216% | +58.3 bp | +63.0 bp | 78.53 | -10.90 % | -11.73 % | |||
| 25 years | 1.382% | +46.4 bp | +45.8 bp | 70.95 | -10.84 % | -10.71 % | |||
| 30 years | 1.539% | +48.8 bp | +47.0 bp | 63.24 | -13.46 % | -13.00 % | |||
10Y Bond Yield Spread - Spain vs Main Countries
The Spain 10Y Government Bond has a 0.659% 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 | 114.1 bp | +25.0 | +40.9 | ||
| France 10Y | 68.2 bp | +10.7 | +23.3 | ||
| Japan 10Y | 65.7 bp | +22.6 | +31.7 | ||
| United Kingdom 10Y | 29.7 bp | +46.3 | +62.2 | ||
| United States 10Y | -1.4 bp | +86.7 | +143.9 | ||
| Canada 10Y | -3.5 bp | +81.3 | +112.6 | ||
| Australia 10Y | -8.9 bp | +32.5 | +68.1 | ||
| Italy 10Y | -85.2 bp | -4.8 | -17.4 | ||
| China 10Y | -201.3 bp | +50.0 | +95.5 | ||
| India 10Y | -547.9 bp | +61.0 | +99.1 | ||
| Russia 10Y | -609.6 bp | +9.2 | +74.7 | ||
| Brazil 10Y | -695.9 bp | -49.0 | -5.1 |
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 | 1.539% | 63.24 | 87.13 | 134.89 | 182.66 | 230.43 | 278.20 | |
| 25 years | 1.382% | 70.95 | 91.97 | 134.01 | 176.04 | 218.07 | 260.11 | |
| 20 years | 1.216% | 78.53 | 96.19 | 131.50 | 166.82 | 202.14 | 237.46 | |
| 15 years | 1.013% | 85.97 | 99.82 | 127.52 | 155.22 | 182.93 | 210.63 | |
| 10 years | 0.659% | 93.64 | 103.29 | 122.58 | 141.88 | 161.17 | 180.46 | |
| 9 years | 0.580% | 94.93 | 103.67 | 121.16 | 138.65 | 156.14 | 173.63 | |
| 8 years | 0.503% | 96.07 | 103.89 | 119.53 | 135.18 | 150.82 | 166.46 | |
| 7 years | 0.448% | 96.92 | 103.80 | 117.55 | 131.30 | 145.05 | 158.81 | |
| 6 years | 0.295% | 98.25 | 104.19 | 116.06 | 127.94 | 139.82 | 151.69 | |
| 5 years | 0.151% | 99.25 | 104.23 | 114.18 | 124.14 | 134.09 | 144.05 | |
| 4 years | 0.006% | 99.98 | 103.98 | 111.97 | 119.97 | 127.97 | 135.97 | |
| 3 years | -0.242% | 100.73 | 103.74 | 109.77 | 115.80 | 121.83 | 127.86 | |
| 2 years | -0.288% | 100.58 | 102.59 | 106.60 | 110.62 | 114.64 | 118.66 | |
| 1 year | -0.212% | 100.21 | 101.21 | 103.22 | 105.22 | 107.23 | 109.23 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||