Last Update: 26 Sep 2020 2:15 GMT+0
The Spain 10Y Government Bond has a 0.247% yield.
10 Years vs 2 Years bond spread is 75.5 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 55.20 and implied probability of default is 0.92%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -1.8 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 21.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 75.5 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
A
|
negative |
| 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 | 55.20 | +2.60 % | -5.48 % | +34.96 % | 0.92 % |
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 | -0.611% | -7.2 bp | -31.1 bp | ||||||
| 3 months | -0.501% | -1.3 bp | -18.3 bp | ||||||
| 6 months | -0.490% | -2.1 bp | -17.3 bp | ||||||
| 9 months | -0.488% | -2.9 bp | -23.5 bp | ||||||
| 1 year | -0.490% | -5.1 bp | -19.9 bp | 100.49 | +0.05 % | +0.20 % | |||
| 2 years | -0.508% | -4.0 bp | -24.5 bp | 101.02 | +0.08 % | +0.49 % | |||
| 3 years | -0.451% | -4.6 bp | -21.6 bp | 101.37 | +0.15 % | +0.66 % | |||
| 4 years | -0.363% | -5.7 bp | -33.2 bp | 101.47 | +0.24 % | +1.35 % | |||
| 5 years | -0.297% | -6.7 bp | -41.4 bp | 101.50 | +0.34 % | +2.09 % | |||
| 6 years | -0.212% | -9.0 bp | -41.9 bp | 101.28 | +0.54 % | +2.54 % | |||
| 7 years | -0.051% | -9.5 bp | -37.7 bp | 100.36 | +0.67 % | +2.67 % | |||
| 8 years | -0.003% | -10.6 bp | -37.0 bp | 100.02 | +0.85 % | +3.00 % | |||
| 9 years | 0.103% | -11.5 bp | -35.3 bp | 99.08 | +1.04 % | +3.22 % | |||
| 10 years | 0.247% | -12.7 bp | -26.6 bp | 97.56 | +1.27 % | +2.68 % | |||
| 15 years | 0.554% | -12.3 bp | -33.9 bp | 92.05 | +1.86 % | +5.18 % | |||
| 20 years | 0.810% | -12.6 bp | -22.6 bp | 85.10 | +2.53 % | +4.58 % | |||
| 25 years | 0.879% | -13.0 bp | -33.2 bp | 80.35 | +3.28 % | +8.57 % | |||
| 30 years | 1.054% | -12.3 bp | -31.3 bp | 73.01 | +3.71 % | +9.72 % | |||
10Y Bond Yield Spread - Spain vs Main Countries
The Spain 10Y Government Bond has a 0.247% 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 | 77.3 bp | -2.3 | -10.8 | ||
| France 10Y | 49.9 bp | -0.5 | -5.5 | ||
| Japan 10Y | 24.2 bp | -9.3 | -25.1 | ||
| United Kingdom 10Y | 5.4 bp | -2.0 | -7.8 | ||
| Canada 10Y | -29.5 bp | -6.0 | +3.4 | ||
| United States 10Y | -40.9 bp | -9.5 | -7.4 | ||
| Australia 10Y | -59.1 bp | -3.8 | -19.0 | ||
| Italy 10Y | -64.4 bp | +6.3 | +2.8 | ||
| China 10Y | -288.0 bp | -18.6 | -70.9 | ||
| India 10Y | -579.1 bp | +3.8 | -7.9 | ||
| Russia 10Y | -603.3 bp | -20.2 | +49.4 | ||
| Brazil 10Y | -682.7 bp | -37.1 | +120.0 |
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 | 1.054% | 73.01 | 98.62 | 149.83 | 201.04 | 252.25 | 303.46 | |
| 25 years | 0.879% | 80.35 | 102.71 | 147.42 | 192.13 | 236.84 | 281.55 | |
| 20 years | 0.810% | 85.10 | 103.50 | 140.29 | 177.08 | 213.87 | 250.66 | |
| 15 years | 0.554% | 92.05 | 106.40 | 135.11 | 163.82 | 192.54 | 221.25 | |
| 10 years | 0.247% | 97.56 | 107.43 | 127.16 | 146.89 | 166.62 | 186.35 | |
| 9 years | 0.103% | 99.08 | 108.03 | 125.94 | 143.85 | 161.75 | 179.66 | |
| 8 years | -0.003% | 100.02 | 108.03 | 124.03 | 140.03 | 156.03 | 172.03 | |
| 7 years | -0.051% | 100.36 | 107.37 | 121.40 | 135.43 | 149.46 | 163.49 | |
| 6 years | -0.212% | 101.28 | 107.33 | 119.42 | 131.51 | 143.59 | 155.68 | |
| 5 years | -0.297% | 101.50 | 106.54 | 116.63 | 126.72 | 136.81 | 146.90 | |
| 4 years | -0.363% | 101.47 | 105.50 | 113.57 | 121.65 | 129.72 | 137.79 | |
| 3 years | -0.451% | 101.37 | 104.39 | 110.45 | 116.50 | 122.56 | 128.61 | |
| 2 years | -0.508% | 101.02 | 103.04 | 107.07 | 111.10 | 115.13 | 119.16 | |
| 1 year | -0.490% | 100.49 | 101.50 | 103.51 | 105.52 | 107.53 | 109.54 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||