Last Update: 25 Jan 2020 5:15 GMT+0
The Spain 10Y Government Bond has a 0.343% yield.
10 Years vs 2 Years bond spread is 80.4 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 41.20 and implied probability of default is 0.69%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -2.4 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 30.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 80.4 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 | 41.20 | -0.24 % | -1.67 % | -47.04 % | 0.69 % |
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 | -0.468% | +39.8 bp | -5.9 bp | ||||||
| 3 months | -0.467% | +9.0 bp | -6.7 bp | ||||||
| 6 months | -0.430% | +5.8 bp | +0.6 bp | ||||||
| 9 months | -0.442% | +3.2 bp | +1.7 bp | ||||||
| 1 year | -0.437% | +5.4 bp | +3.7 bp | 100.44 | -0.05 % | -0.04 % | |||
| 2 years | -0.461% | -0.3 bp | +0.5 bp | 100.93 | +0.01 % | -0.01 % | |||
| 3 years | -0.378% | +2.8 bp | +6.5 bp | 101.14 | -0.09 % | -0.20 % | |||
| 4 years | -0.278% | +1.2 bp | +7.8 bp | 101.12 | -0.05 % | -0.32 % | |||
| 5 years | -0.156% | -4.9 bp | +7.2 bp | 100.78 | +0.24 % | -0.37 % | |||
| 6 years | -0.076% | -5.4 bp | +6.9 bp | 100.46 | +0.33 % | -0.41 % | |||
| 7 years | 0.025% | -7.9 bp | +4.0 bp | 99.83 | +0.55 % | -0.28 % | |||
| 8 years | 0.119% | -7.6 bp | +1.3 bp | 99.05 | +0.61 % | -0.11 % | |||
| 9 years | 0.211% | -8.3 bp | +2.8 bp | 98.12 | +0.75 % | -0.25 % | |||
| 10 years | 0.343% | -7.9 bp | -3.3 bp | 96.63 | +0.78 % | +0.32 % | |||
| 15 years | 0.771% | -5.1 bp | -4.8 bp | 89.12 | +0.77 % | +0.72 % | |||
| 20 years | 0.783% | -5.1 bp | -5.4 bp | 85.56 | +1.02 % | +1.08 % | |||
| 25 years | 1.104% | -4.3 bp | -10.3 bp | 76.00 | +1.08 % | +2.58 % | |||
| 30 years | 1.247% | -4.2 bp | -10.1 bp | 68.95 | +1.25 % | +3.03 % | |||
10Y Bond Yield Spread - Spain vs Main Countries
The Spain 10Y Government Bond has a 0.343% 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 | 68.2 bp | +1.5 | -6.4 | ||
| France 10Y | 42.4 bp | +6.1 | -5.6 | ||
| Japan 10Y | 35.3 bp | -9.2 | -17.5 | ||
| United Kingdom 10Y | -22.4 bp | +12.4 | +9.8 | ||
| Australia 10Y | -71.8 bp | +16.6 | +14.6 | ||
| Italy 10Y | -88.2 bp | +12.6 | +25.4 | ||
| Canada 10Y | -102.2 bp | +17.3 | +6.6 | ||
| United States 10Y | -134.3 bp | +13.8 | +35.9 | ||
| China 10Y | -269.1 bp | +7.6 | +11.5 | ||
| Russia 10Y | -586.2 bp | +4.1 | +98.2 | ||
| India 10Y | -623.5 bp | -8.6 | -9.7 | ||
| Brazil 10Y | -635.4 bp | +16.1 | +53.0 |
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 | 1.247% | 68.95 | 93.85 | 143.65 | 193.45 | 243.25 | 293.05 | |
| 25 years | 1.104% | 76.00 | 97.74 | 141.22 | 184.71 | 228.19 | 271.68 | |
| 20 years | 0.783% | 85.56 | 104.00 | 140.89 | 177.79 | 214.68 | 251.57 | |
| 15 years | 0.771% | 89.12 | 103.23 | 131.46 | 159.69 | 187.92 | 216.14 | |
| 10 years | 0.343% | 96.63 | 106.45 | 126.08 | 145.70 | 165.33 | 184.96 | |
| 9 years | 0.211% | 98.12 | 107.03 | 124.84 | 142.65 | 160.46 | 178.27 | |
| 8 years | 0.119% | 99.05 | 107.01 | 122.93 | 138.84 | 154.75 | 170.67 | |
| 7 years | 0.025% | 99.83 | 106.82 | 120.80 | 134.79 | 148.78 | 162.76 | |
| 6 years | -0.076% | 100.46 | 106.47 | 118.51 | 130.54 | 142.57 | 154.60 | |
| 5 years | -0.156% | 100.78 | 105.81 | 115.85 | 125.90 | 135.95 | 146.00 | |
| 4 years | -0.278% | 101.12 | 105.15 | 113.20 | 121.26 | 129.32 | 137.37 | |
| 3 years | -0.378% | 101.14 | 104.17 | 110.21 | 116.26 | 122.30 | 128.35 | |
| 2 years | -0.461% | 100.93 | 102.94 | 106.97 | 111.00 | 115.03 | 119.05 | |
| 1 year | -0.437% | 100.44 | 101.44 | 103.45 | 105.46 | 107.47 | 109.48 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||