Stagnant Activity on the Lebanese Eurobonds Market on Thursday

The BLOM Bond Index (BBI) stabilized at 102.72 points on Thursday with the yields on the Lebanese Eurobonds maturing in five and ten years steadying at 6.50% and 6.87%, respectively. Both the 5Y yield spread between the Lebanese Eurobonds and their US comparable and Lebanon’s 5Y Credit Default Swaps stood still at 484 bps and 408-428 bps, respectively.



 LastPrevious ChangeY-t-D Change
Weighted Yield6.37%6.37%0 bps 
Duration (Years)5.115.11   
5Y Bond Yield6.50%6.50%0bps 
5Y Spread*4844840bps 
10Y Bond Yield6.87%6.87%0bps 
10Y Spread*4644640bps 

*Between Lebanese and U.S notes

 PriceYield Yield Change (in bps)
Nov. 20161004.75%0
Mar. 20171055.03%-39
Oct. 201799.385.35%-14
Jun. 2018995.58%0
Nov. 2018995.52%-9
Apr. 201998.55.99%0
May. 20191006.00%-24
Mar. 20201006.37%0
Apr. 2020986.33%-7
Apr. 2021107.56.57%-3
Oct. 202297.256.60%-5
Jan. 202396.56.62%-5
Nov. 202497.56.62%-8
Dec. 20241026.70%-7
Feb. 2025966.79%-4
Jun. 2025966.83%-4
Nov. 202697.56.93%-7
Nov. 202797.57.06%-3
Nov. 202896.57.07%-6
Feb. 203094.57.27%0
Nov. 2035977.34%0



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