Bahrain Government Bonds - Yields Curve

Last Update: 12 Jul 2024 8:15 GMT+0

The Bahrain 10-Year Government Bond has an estimated 5.857% yield. Its value is not derived from the market, but it's calculated according to the yields of other available durations. Government bond yields are critical indicators of economic confidence and investor sentiment.

Bahrain Central Bank Rate stands at 6.25%, following the most recent adjustment in July 2023.

According to Standard & Poor's agency, the Bahrain credit rating is B+.

The current quotation for Bahrain 5-Years Credit Default Swap is 255.00 basis points. Correspondingly, the implied probability of default is 4.25%.

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Bahrain Yield Curve

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Yield ZC Price Last
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 6.082% -9.1 bp -28.0 bp 12 Jul
6 months 6.103% -7.7 bp -25.5 bp 12 Jul
9 months 6.116% -4.4 bp -21.6 bp 12 Jul
1 year 6.124% -3.4 bp -19.4 bp 94.23 +0.03 % +0.18 % 12 Jul
2 years 5.942% -12.6 bp -29.3 bp 89.10 +0.24 % +0.55 % 12 Jul
5 years 5.910% -14.0 bp -38.4 bp 75.04 +0.66 % +1.82 % 12 Jul
Last Update: 12 Jul 2024 8:15 GMT+0

Bahrain Yield Analysis

Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases. For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive. If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).

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Yield Spread vs Bond Spread vs
Central Bank
Rate (6.25%)
3 months 1 year 2 years
5 years 5.910% -34.0 bp
2 years 5.942%
-30.8 bp
1 year 6.124%
-12.6 bp
3 months 6.082%
-16.8 bp

Focusing on 2 years Government Bond:

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2Y vs 1Y -18.2 bp Yield Curve is inverted in Short-Term Maturities
5Y vs 2Y -3.2 bp Yield Curve is inverted in Mid-Term vs Short-Term Maturities

Bahrain Credit Ratings

A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation). For a deeper analysis of credit ratings, click here Bahrain Credit Ratings History

Rating Agency Rating Outlook
Standard & Poor's B+ -
Moody's Investors Service B2 -
Fitch Ratings B+ -
DBRS - -

Bahrain Interest Rates

A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.

Interest Rates Value
Central Bank Rate 6.25%

Bahrain Credit Default Swaps

The term credit default swap (CDS) refers to a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who agrees to reimburse the lender in the case the borrower defaults.

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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD(*)
5 Years CDS 255.00 -3.77 % -10.53 % -47.42 % 4.25 %
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

Bahrain 10Y Bond Yield Spread

The Bahrain 10Y Government Bond has an estimated 5.857% yield.

A positive spread, marked by , 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 "Compare" button, for a report with the full comparison between the two countries, with all the available data.
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Bahrain 10Y vs Current Spread Chg 1M Chg 6M Compare
vs Japan 10Y 480.6 bp -23.8 bp -100.7 bp
vs China 10Y 359.3 bp -11.0 bp -27.5 bp
vs Germany 10Y 335.3 bp -13.4 bp -88.6 bp
vs France 10Y 270.3 bp -15.8 bp -100.7 bp
vs Spain 10Y 259.5 bp -2.8 bp -70.5 bp
vs Canada 10Y 239.4 bp -20.8 bp -75.7 bp
vs Italy 10Y 204.8 bp -5.6 bp -59.7 bp
vs United Kingdom 10Y 169.6 bp -20.6 bp -89.6 bp
vs United States 10Y 164.2 bp -6.7 bp -80.6 bp
vs Australia 10Y 148.4 bp -27.8 bp -83.0 bp
vs India 10Y -112.1 bp -12.9 bp -33.5 bp
vs Brazil 10Y -577.9 bp +30.6 bp -160.9 bp
vs Russia 10Y -955.8 bp -60.8 bp -326.5 bp

Bahrain 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.
Click on for a forecast of the yield.
If data are not all visible, swipe table left
Yield Bond Price - with different Coupon Rates Fx
0% 1% 3% 5% 7% 9%
5 years 5.910% 75.04 79.27 87.71 96.16 104.60 113.05
2 years 5.942% 89.10 90.93 94.60 98.27 101.94 105.61
1 year 6.124% 94.23 95.17 97.06 98.94 100.83 102.71
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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