Last Update: 23 Aug 2019 4:15 GMT+0
The Spain 10Y Government Bond has a 0.162% yield.
10 Years vs 2 Years bond spread is 66.1 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 43.60 and implied probability of default is 0.73%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -1 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 21.9 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 66.1 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 | 43.60 | -0.91 % | +12.37 % | -35.88 % | 0.73 % |
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 | -0.533% | -10.0 bp | -14.5 bp | ||||||
| 3 months | -0.513% | -7.4 bp | -8.7 bp | ||||||
| 6 months | -0.519% | -5.2 bp | -14.5 bp | ||||||
| 9 months | -0.515% | -5.5 bp | -16.0 bp | ||||||
| 1 year | -0.489% | -1.7 bp | -16.0 bp | 100.49 | +0.02 % | +0.16 % | |||
| 2 years | -0.499% | -3.7 bp | -32.4 bp | 101.01 | +0.08 % | +0.66 % | |||
| 3 years | -0.514% | -10.1 bp | -41.3 bp | 101.56 | +0.31 % | +1.26 % | |||
| 4 years | -0.434% | -9.7 bp | -52.8 bp | 101.76 | +0.39 % | +2.15 % | |||
| 5 years | -0.280% | -7.4 bp | -44.4 bp | 101.41 | +0.37 % | +2.25 % | |||
| 6 years | -0.228% | -12.0 bp | -67.2 bp | 101.38 | +0.73 % | +4.11 % | |||
| 7 years | -0.121% | -15.2 bp | -78.5 bp | 100.85 | +1.07 % | +5.64 % | |||
| 8 years | -0.048% | -19.6 bp | -93.2 bp | 100.38 | +1.58 % | +7.70 % | |||
| 9 years | 0.017% | -22.8 bp | -101.8 bp | 99.85 | +2.08 % | +9.54 % | |||
| 10 years | 0.162% | -24.6 bp | -102.2 bp | 98.39 | +2.48 % | +10.67 % | |||
| 15 years | 0.543% | -31.8 bp | -119.0 bp | 92.20 | +4.86 % | +19.31 % | |||
| 20 years | 0.553% | -31.8 bp | -133.5 bp | 89.56 | +6.52 % | +30.19 % | |||
| 25 years | 0.899% | -33.6 bp | -135.0 bp | 79.95 | +8.66 % | +39.41 % | |||
| 30 years | 1.029% | -35.5 bp | -136.7 bp | 73.56 | +11.10 % | +49.66 % | |||
10Y Bond Yield Spread - Spain vs Main Countries
The Spain 10Y Government Bond has a 0.162% 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 | 80.3 bp | +4.7 | -29.2 | ||
| France 10Y | 51.9 bp | +2.3 | -14.7 | ||
| Japan 10Y | 40.0 bp | -15.4 | -82.4 | ||
| United Kingdom 10Y | -35.7 bp | -7.7 | -38.1 | ||
| Australia 10Y | -81.6 bp | +9.6 | +8.1 | ||
| Canada 10Y | -112.8 bp | -4.5 | -42.1 | ||
| Italy 10Y | -114.3 bp | +5.2 | +54.8 | ||
| United States 10Y | -147.5 bp | +18.9 | -0.5 | ||
| China 10Y | -291.0 bp | -15.6 | -94.6 | ||
| India 10Y | -640.8 bp | -35.2 | +1.3 | ||
| Russia 10Y | -703.8 bp | -16.6 | +20.8 | ||
| Brazil 10Y | -705.3 bp | -23.1 | +69.3 |
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 | 1.029% | 73.56 | 99.25 | 150.65 | 202.05 | 253.45 | 304.84 | |
| 25 years | 0.899% | 79.95 | 102.25 | 146.85 | 191.45 | 236.06 | 280.66 | |
| 20 years | 0.553% | 89.56 | 108.44 | 146.21 | 183.98 | 221.75 | 259.52 | |
| 15 years | 0.543% | 92.20 | 106.57 | 135.30 | 164.04 | 192.77 | 221.51 | |
| 10 years | 0.162% | 98.39 | 108.31 | 128.13 | 147.95 | 167.77 | 187.60 | |
| 9 years | 0.017% | 99.85 | 108.84 | 126.82 | 144.81 | 162.79 | 180.78 | |
| 8 years | -0.048% | 100.38 | 108.40 | 124.44 | 140.47 | 156.51 | 172.54 | |
| 7 years | -0.121% | 100.85 | 107.89 | 121.95 | 136.02 | 150.09 | 164.16 | |
| 6 years | -0.228% | 101.38 | 107.43 | 119.52 | 131.62 | 143.72 | 155.81 | |
| 5 years | -0.280% | 101.41 | 106.45 | 116.54 | 126.62 | 136.71 | 146.79 | |
| 4 years | -0.434% | 101.76 | 105.80 | 113.89 | 121.97 | 130.06 | 138.15 | |
| 3 years | -0.514% | 101.56 | 104.59 | 110.65 | 116.71 | 122.78 | 128.84 | |
| 2 years | -0.499% | 101.01 | 103.02 | 107.05 | 111.08 | 115.11 | 119.14 | |
| 1 year | -0.489% | 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 | ||