Last Update: 18 Jun 2019 18:15 GMT+0
The Chile 10Y Government Bond has a 3.440% yield.
10 Years vs 2 Years bond spread is 89 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 2.50%.
The Chile rating is A+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 39.85 and implied probability of default is 0.66%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 2 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 36 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 89 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
A+
|
- |
| Moody's Investors Service |
A1
|
- |
| Fitch Ratings |
A
|
- |
| DBRS |
N/A
|
- |
| Chile Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 2.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 39.85 | -5.73 % | -10.71 % | -25.57 % | 0.66 % |
Chile 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 year | 2.530% | -67.0 bp | -95.0 bp | 97.53 | +0.65 % | +0.92 % | |||
| 2 years | 2.550% | -70.0 bp | -110.0 bp | 95.09 | +1.38 % | +2.16 % | |||
| 3 years | 2.670% | -77.0 bp | -107.0 bp | 92.40 | +2.27 % | +3.16 % | |||
| 4 years | 2.790% | -74.0 bp | -122.0 bp | 89.58 | +2.92 % | +4.83 % | |||
| 5 years | 2.910% | -71.0 bp | -121.0 bp | 86.64 | +3.50 % | +6.02 % | |||
| 8 years | 3.160% | -66.0 bp | -122.0 bp | 77.97 | +5.24 % | +9.86 % | |||
| 10 years | 3.440% | -68.0 bp | -116.0 bp | 71.30 | +6.77 % | +11.79 % | |||
10Y Bond Yield Spread - Chile vs Main Countries
The Chile 10Y Government Bond has a 3.440% 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.
| Chile 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 375.9 bp | -46.7 | -60.1 | ||
| Japan 10Y | 357.4 bp | -60.2 | -100.3 | ||
| France 10Y | 342.6 bp | -40.8 | -46.5 | ||
| Spain 10Y | 304.2 bp | -19.5 | -17.3 | ||
| United Kingdom 10Y | 263.2 bp | -45.0 | -68.8 | ||
| Australia 10Y | 208.3 bp | -39.8 | -12.0 | ||
| Canada 10Y | 201.4 bp | -41.7 | -57.1 | ||
| United States 10Y | 138.2 bp | -34.5 | -39.2 | ||
| Italy 10Y | 131.9 bp | -12.1 | -35.4 | ||
| China 10Y | 18.1 bp | -65.6 | -101.0 | ||
| India 10Y | -336.8 bp | -12.6 | -62.3 | ||
| Russia 10Y | -412.0 bp | -20.0 | +6.0 | ||
| Brazil 10Y | -445.0 bp | +53.0 | +67.0 |
Chile 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% | |||
| 10 years | 3.440% | 71.30 | 79.65 | 96.33 | 113.01 | 129.70 | 146.38 | |
| 8 years | 3.160% | 77.97 | 84.94 | 98.88 | 112.83 | 126.77 | 140.72 | |
| 5 years | 2.910% | 86.64 | 91.23 | 100.41 | 109.60 | 118.78 | 127.96 | |
| 4 years | 2.790% | 89.58 | 93.31 | 100.78 | 108.26 | 115.73 | 123.20 | |
| 3 years | 2.670% | 92.40 | 95.25 | 100.94 | 106.63 | 112.33 | 118.02 | |
| 2 years | 2.550% | 95.09 | 97.01 | 100.87 | 104.72 | 108.57 | 112.42 | |
| 1 year | 2.530% | 97.53 | 98.51 | 100.46 | 102.41 | 104.36 | 106.31 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||