Last Update: 25 Jan 2022 3:15 GMT+0
The Spain 10Y Government Bond has a 0.631% yield.
10 Years vs 2 Years bond spread is 118 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 32.30 and implied probability of default is 0.54%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -0.9 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 59.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 118 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 | 32.30 | 0.00 % | -5.83 % | -25.92 % | 0.54 % |
Spain 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 | -0.617% | +2.6 bp | -4.7 bp | ||||||
| 3 months | -0.573% | +8.7 bp | -1.5 bp | ||||||
| 6 months | -0.573% | +3.4 bp | +3.2 bp | ||||||
| 9 months | -0.543% | +6.6 bp | +1.2 bp | ||||||
| 1 year | -0.540% | +6.0 bp | +3.4 bp | 100.54 | -0.06 % | -0.04 % | |||
| 2 years | -0.549% | +7.2 bp | +2.1 bp | 101.11 | -0.14 % | -0.04 % | |||
| 3 years | -0.368% | +11.0 bp | +13.9 bp | 101.11 | -0.34 % | -0.42 % | |||
| 4 years | -0.283% | +13.7 bp | +19.3 bp | 101.14 | -0.55 % | -0.78 % | |||
| 5 years | 0.046% | +10.7 bp | +42.9 bp | 99.77 | -0.54 % | -2.13 % | |||
| 6 years | 0.095% | +12.3 bp | +32.2 bp | 99.43 | -0.74 % | -1.91 % | |||
| 7 years | 0.172% | +11.3 bp | +32.0 bp | 98.80 | -0.79 % | -2.22 % | |||
| 8 years | 0.329% | +9.6 bp | +31.6 bp | 97.41 | -0.76 % | -2.49 % | |||
| 9 years | 0.472% | +10.1 bp | +34.9 bp | 95.85 | -0.90 % | -3.08 % | |||
| 10 years | 0.631% | +11.4 bp | +36.6 bp | 93.90 | -1.13 % | -3.58 % | |||
| 15 years | 1.065% | +11.1 bp | +35.2 bp | 85.31 | -1.64 % | -5.10 % | |||
| 20 years | 1.166% | +8.4 bp | +30.9 bp | 79.31 | -1.64 % | -5.93 % | |||
| 25 years | 1.178% | +8.9 bp | +25.5 bp | 74.62 | -2.18 % | -6.11 % | |||
| 30 years | 1.413% | +9.0 bp | +25.6 bp | 65.64 | -2.64 % | -7.30 % | |||
Spain 10Y Bond Yield Spread
The Spain 10Y Government Bond has a 0.631% 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. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Spain 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 74.2 bp | -2.9 bp | +5.7 bp | Compare | |
| Japan 10Y | 50.0 bp | +4.2 bp | +25.5 bp | Compare | |
| France 10Y | 33.0 bp | -6.9 bp | -2.2 bp | Compare | |
| United Kingdom 10Y | -49.8 bp | -9.3 bp | -17.4 bp | Compare | |
| Italy 10Y | -72.1 bp | -11.7 bp | -36.4 bp | Compare | |
| United States 10Y | -114.0 bp | -16.4 bp | -12.4 bp | Compare | |
| Canada 10Y | -118.7 bp | -22.8 bp | -24.4 bp | Compare | |
| Australia 10Y | -132.7 bp | -25.0 bp | -39.0 bp | Compare | |
| China 10Y | -207.1 bp | +25.6 bp | +60.2 bp | Compare | |
| India 10Y | -602.1 bp | -7.6 bp | -12.1 bp | Compare | |
| Russia 10Y | -908.4 bp | -118.1 bp | -235.9 bp | Compare | |
| Brazil 10Y | -1048.1 bp | -75.7 bp | -157.8 bp | Compare |
Spain Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 1.413% | 65.64 | 89.96 | 138.59 | 187.22 | 235.85 | 284.48 | |
| 25 years | 1.178% | 74.62 | 96.16 | 139.26 | 182.35 | 225.44 | 268.53 | |
| 20 years | 1.166% | 79.31 | 97.05 | 132.55 | 168.04 | 203.54 | 239.03 | |
| 15 years | 1.065% | 85.31 | 99.10 | 126.69 | 154.29 | 181.88 | 209.47 | |
| 10 years | 0.631% | 93.90 | 103.57 | 122.89 | 142.21 | 161.53 | 180.86 | |
| 9 years | 0.472% | 95.85 | 104.64 | 122.22 | 139.81 | 157.39 | 174.97 | |
| 8 years | 0.329% | 97.41 | 105.29 | 121.06 | 136.82 | 152.59 | 168.35 | |
| 7 years | 0.172% | 98.80 | 105.76 | 119.66 | 133.56 | 147.47 | 161.37 | |
| 6 years | 0.095% | 99.43 | 105.41 | 117.37 | 129.33 | 141.29 | 153.25 | |
| 5 years | 0.046% | 99.77 | 104.76 | 114.75 | 124.74 | 134.72 | 144.71 | |
| 4 years | -0.283% | 101.14 | 105.17 | 113.23 | 121.28 | 129.34 | 137.40 | |
| 3 years | -0.368% | 101.11 | 104.13 | 110.18 | 116.22 | 122.27 | 128.31 | |
| 2 years | -0.549% | 101.11 | 103.12 | 107.16 | 111.19 | 115.22 | 119.26 | |
| 1 year | -0.540% | 100.54 | 101.55 | 103.56 | 105.57 | 107.58 | 109.59 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||