Last Update: 18 Jun 2019 0:15 GMT+0
The Spain 10Y Government Bond has a 0.529% yield.
10 Years vs 2 Years bond spread is 87.6 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 42.90 and implied probability of default is 0.72%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 1.5 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 21.6 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 87.6 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 | 42.90 | -9.68 % | -22.42 % | -32.44 % | 0.72 % |
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 | -0.424% | -0.6 bp | +7.7 bp | ||||||
| 3 months | -0.416% | +2.8 bp | +0.8 bp | ||||||
| 6 months | -0.381% | +1.7 bp | +0.5 bp | ||||||
| 9 months | -0.376% | -0.9 bp | -4.9 bp | ||||||
| 1 year | -0.362% | -0.9 bp | -6.4 bp | 100.36 | +0.01 % | +0.06 % | |||
| 2 years | -0.347% | -3.0 bp | -14.6 bp | 100.70 | +0.06 % | +0.30 % | |||
| 3 years | -0.274% | -2.1 bp | -25.8 bp | 100.83 | +0.07 % | +0.78 % | |||
| 4 years | -0.189% | -1.8 bp | -41.5 bp | 100.76 | +0.07 % | +1.68 % | |||
| 5 years | -0.131% | -4.3 bp | -45.5 bp | 100.66 | +0.22 % | +2.30 % | |||
| 6 years | 0.031% | -15.9 bp | -58.8 bp | 99.81 | +0.95 % | +3.57 % | |||
| 7 years | 0.179% | -22.8 bp | -66.6 bp | 98.76 | +1.60 % | +4.75 % | |||
| 8 years | 0.300% | -28.7 bp | -75.8 bp | 97.63 | +2.31 % | +6.20 % | |||
| 9 years | 0.395% | -31.4 bp | -84.0 bp | 96.51 | +2.85 % | +7.78 % | |||
| 10 years | 0.529% | -35.4 bp | -85.6 bp | 94.86 | +3.58 % | +8.85 % | |||
| 15 years | 0.901% | -42.7 bp | -100.5 bp | 87.41 | +6.53 % | +16.02 % | |||
| 20 years | 1.076% | -42.1 bp | -96.6 bp | 80.73 | +8.67 % | +20.94 % | |||
| 25 years | 1.424% | -47.0 bp | -99.7 bp | 70.22 | +12.24 % | +27.70 % | |||
| 30 years | 1.575% | -48.7 bp | -101.3 bp | 62.57 | +15.42 % | +34.67 % | |||
10Y Bond Yield Spread - Spain vs Main Countries
The Spain 10Y Government Bond has a 0.529% 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 | 77.4 bp | -21.5 | -37.1 | ||
| Japan 10Y | 64.9 bp | -29.0 | -71.3 | ||
| France 10Y | 42.1 bp | -17.6 | -25.5 | ||
| United Kingdom 10Y | -32.1 bp | -16.6 | -42.6 | ||
| Australia 10Y | -86.5 bp | -10.9 | +14.7 | ||
| Canada 10Y | -92.5 bp | -11.9 | -29.5 | ||
| United States 10Y | -156.5 bp | -5.5 | -12.4 | ||
| Italy 10Y | -177.1 bp | +2.6 | -22.9 | ||
| China 10Y | -273.8 bp | -33.8 | -71.4 | ||
| India 10Y | -640.2 bp | +7.7 | -44.2 | ||
| Russia 10Y | -709.1 bp | +6.6 | +30.4 | ||
| Brazil 10Y | -743.1 bp | +78.6 | +90.4 |
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 | 1.575% | 62.57 | 86.34 | 133.86 | 181.39 | 228.91 | 276.44 | |
| 25 years | 1.424% | 70.22 | 91.13 | 132.96 | 174.78 | 216.60 | 258.42 | |
| 20 years | 1.076% | 80.73 | 98.64 | 134.46 | 170.27 | 206.09 | 241.90 | |
| 15 years | 0.901% | 87.41 | 101.38 | 129.33 | 157.27 | 185.21 | 213.16 | |
| 10 years | 0.529% | 94.86 | 104.58 | 124.01 | 143.44 | 162.87 | 182.30 | |
| 9 years | 0.395% | 96.51 | 105.34 | 122.99 | 140.64 | 158.29 | 175.94 | |
| 8 years | 0.300% | 97.63 | 105.53 | 121.31 | 137.10 | 152.88 | 168.67 | |
| 7 years | 0.179% | 98.76 | 105.71 | 119.61 | 133.51 | 147.41 | 161.31 | |
| 6 years | 0.031% | 99.81 | 105.81 | 117.79 | 129.78 | 141.77 | 153.76 | |
| 5 years | -0.131% | 100.66 | 105.68 | 115.72 | 125.76 | 135.80 | 145.83 | |
| 4 years | -0.189% | 100.76 | 104.78 | 112.82 | 120.85 | 128.89 | 136.93 | |
| 3 years | -0.274% | 100.83 | 103.84 | 109.88 | 115.91 | 121.94 | 127.98 | |
| 2 years | -0.347% | 100.70 | 102.71 | 106.73 | 110.75 | 114.77 | 118.79 | |
| 1 year | -0.362% | 100.36 | 101.37 | 103.37 | 105.38 | 107.39 | 109.40 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||