On the Lebanese Eurobonds market, activity was not apparent as the BLOM Bond Index (BBI) remained at 107.102 points. The yields on the 5Y and 10Y Lebanese Eurobonds steadied at 5.38% and 6.22%, respectively. Demand for medium term US notes slightly improved, which caused the spread between Lebanese Eurobonds and its US counterpart to broaden by 1 basis point (bp) to 386 bps. The Lebanese 5Y Credit Default Swaps (CDS) widened to 357-382 bps compared to their previous quote of 356-380 bps.
| Last | Previous | Change | Y-t-D Change | ||
| BBI | 107.102 | 107.102 | 0% | -0.34% | |
| Weighted Yield | 5.48% | 5.48% | 0 | bps | |
| Duration (Years) | 5.06 | 5.06 | |||
| 5Y Bond Yield | 5.38% | 5.38% | 0 | bps | |
| 5Y Spread* | 386 | 385 | 1 | bps | |
| 10Y Bond Yield | 6.22% | 6.22% | 0 | bps | |
| 10Y Spread* | 408 | 407 | 1 | bps | |
*Between Lebanese and U.S notes
| Price | Yield | Yield Change (in bps) | |
| Nov. 2016 | 100.88 | 4.00% | 0 |
| Mar. 2017 | 107.28 | 4.26% | -1 |
| Oct. 2017 | 101.12 | 4.45% | 0 |
| Jun. 2018 | 101.44 | 4.60% | 0 |
| Nov. 2018 | 100.88 | 4.85% | 0 |
| Apr. 2019 | 101.25 | 5.12% | 0 |
| Mar. 2020 | 104 | 5.38% | 0 |
| Apr. 2020 | 101.5 | 5.43% | 0 |
| Apr. 2021 | 113 | 5.54% | 0 |
| Oct. 2022 | 101.75 | 5.80% | 0 |
| Jan. 2023 | 100.88 | 5.85% | 0 |
| Dec. 2024 | 106.75 | 6.04% | 0 |
| Feb. 2025 | 100.88 | 6.08% | 0 |
| Nov. 2026 | 102.75 | 6.26% | 0 |
| Nov. 2027 | 103.75 | 6.31% | 0 |
| Feb. 2030 | 102 | 6.44% | 0 |
