Last Update: 18 Apr 2019 20:15 GMT+0
The Spain 10Y Government Bond has a 1.061% yield.
10 Years vs 2 Years bond spread is 133.3 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 58.10 and implied probability of default is 0.97%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 5.5 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 31 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 133.3 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 | 58.10 | -7.63 % | -3.65 % | +47.46 % | 0.97 % |
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 | -0.422% | -4.5 bp | -1.9 bp | ||||||
| 3 months | -0.413% | -2.8 bp | +17.9 bp | ||||||
| 6 months | -0.374% | -1.7 bp | +2.9 bp | ||||||
| 9 months | -0.160% | +17.2 bp | +14.3 bp | ||||||
| 1 year | -0.327% | -1.4 bp | -17.0 bp | 100.33 | +0.02 % | +0.17 % | |||
| 2 years | -0.272% | -3.1 bp | -18.5 bp | 100.55 | +0.07 % | +0.38 % | |||
| 3 years | -0.200% | -5.7 bp | -33.3 bp | 100.60 | +0.17 % | +1.00 % | |||
| 4 years | -0.071% | -5.3 bp | -40.3 bp | 100.28 | +0.21 % | +1.62 % | |||
| 5 years | 0.038% | -6.2 bp | -66.1 bp | 99.81 | +0.31 % | +3.34 % | |||
| 6 years | 0.363% | -1.1 bp | -55.4 bp | 97.85 | +0.06 % | +3.36 % | |||
| 7 years | 0.576% | -0.6 bp | -52.6 bp | 96.06 | +0.04 % | +3.71 % | |||
| 8 years | 0.771% | +3.0 bp | -58.3 bp | 94.04 | -0.23 % | +4.72 % | |||
| 9 years | 0.891% | -3.6 bp | -66.1 bp | 92.33 | +0.33 % | +6.05 % | |||
| 10 years | 1.061% | -10.6 bp | -67.2 bp | 89.98 | +1.04 % | +6.85 % | |||
| 15 years | 1.521% | -10.5 bp | -71.5 bp | 79.74 | +1.57 % | +11.10 % | |||
| 20 years | 1.692% | -9.9 bp | -64.7 bp | 71.49 | +1.95 % | +13.51 % | |||
| 25 years | 2.070% | -10.1 bp | -49.7 bp | 59.92 | +2.51 % | +12.91 % | |||
| 30 years | 2.227% | -11.2 bp | -63.0 bp | 51.65 | +3.34 % | +20.26 % | |||
10Y Bond Yield Spread - Spain vs Main Countries
The Spain 10Y Government Bond has a 1.061% 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 | 109.1 bp | -11.2 | -48.8 | ||
| Germany 10Y | 103.5 bp | -4.7 | -29.0 | ||
| France 10Y | 69.5 bp | -1.8 | -22.9 | ||
| United Kingdom 10Y | -12.8 bp | -10.0 | -32.0 | ||
| Canada 10Y | -70.5 bp | -15.6 | +6.2 | ||
| Australia 10Y | -86.4 bp | -5.6 | +12.5 | ||
| United States 10Y | -149.9 bp | -6.1 | -5.1 | ||
| Italy 10Y | -155.1 bp | -25.6 | +45.4 | ||
| China 10Y | -232.5 bp | -33.9 | -48.0 | ||
| India 10Y | -635.9 bp | -4.6 | -18.3 | ||
| Russia 10Y | -717.9 bp | -3.6 | -30.2 | ||
| Brazil 10Y | -789.9 bp | -25.6 | +78.8 |
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 | 2.227% | 51.65 | 73.36 | 116.78 | 160.21 | 203.64 | 247.06 | |
| 25 years | 2.070% | 59.92 | 79.28 | 118.01 | 156.74 | 195.46 | 234.19 | |
| 20 years | 1.692% | 71.49 | 88.34 | 122.04 | 155.73 | 189.43 | 223.13 | |
| 15 years | 1.521% | 79.74 | 93.06 | 119.70 | 146.35 | 172.99 | 199.63 | |
| 10 years | 1.061% | 89.98 | 99.42 | 118.30 | 137.19 | 156.07 | 174.95 | |
| 9 years | 0.891% | 92.33 | 100.94 | 118.16 | 135.39 | 152.61 | 169.83 | |
| 8 years | 0.771% | 94.04 | 101.77 | 117.23 | 132.69 | 148.15 | 163.61 | |
| 7 years | 0.576% | 96.06 | 102.90 | 116.58 | 130.27 | 143.95 | 157.63 | |
| 6 years | 0.363% | 97.85 | 103.77 | 115.62 | 127.47 | 139.32 | 151.17 | |
| 5 years | 0.038% | 99.81 | 104.80 | 114.79 | 124.78 | 134.77 | 144.76 | |
| 4 years | -0.071% | 100.28 | 104.29 | 112.31 | 120.32 | 128.33 | 136.35 | |
| 3 years | -0.200% | 100.60 | 103.61 | 109.64 | 115.66 | 121.69 | 127.71 | |
| 2 years | -0.272% | 100.55 | 102.55 | 106.57 | 110.59 | 114.60 | 118.62 | |
| 1 year | -0.327% | 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 | ||