Last Update: 27 Jan 2021 21:15 GMT+0
The Chile 10Y Government Bond has a 2.860% yield.
10 Years vs 2 Years bond spread is 239 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.50% (last modification in April 2020).
The Chile credit rating is A+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 67.03 and implied probability of default is 1.12%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 20 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 106 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 239 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
A+
|
negative |
| Moody's Investors Service |
A1
|
negative |
| Fitch Ratings |
A-
|
- |
| DBRS |
N/A
|
- |
| Chile Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 67.03 | -5.88 % | +13.76 % | +85.68 % | 1.12 % |
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 | 0.270% | -3.0 bp | 0.0 bp | 99.73 | +0.03 % | 0.00 % | |||
| 2 years | 0.470% | -9.0 bp | +25.0 bp | 99.07 | +0.18 % | -0.49 % | |||
| 3 years | 0.760% | -9.0 bp | +52.0 bp | 97.75 | +0.27 % | -1.54 % | |||
| 4 years | 1.210% | -9.0 bp | +70.0 bp | 95.30 | +0.36 % | -2.75 % | |||
| 5 years | 1.530% | -4.0 bp | +70.0 bp | 92.69 | +0.19 % | -3.40 % | |||
| 8 years | 2.600% | -10.0 bp | +113.0 bp | 81.44 | +0.79 % | -8.47 % | |||
| 10 years | 2.860% | 0.0 bp | +48.0 bp | 75.43 | 0.00 % | -4.57 % | |||
10Y Bond Yield Spread - Chile vs Main Countries
The Chile 10Y Government Bond has a 2.860% 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 | 340.8 bp | -0.2 | +54.1 | ||
| France 10Y | 316.8 bp | +0.4 | +60.0 | ||
| Japan 10Y | 282.5 bp | -1.8 | +45.9 | ||
| Spain 10Y | 278.2 bp | -0.8 | +74.1 | ||
| United Kingdom 10Y | 259.1 bp | -1.6 | +32.7 | ||
| Italy 10Y | 224.2 bp | -6.1 | +91.0 | ||
| Canada 10Y | 206.2 bp | -7.8 | +20.4 | ||
| United States 10Y | 184.9 bp | -8.5 | +8.6 | ||
| Australia 10Y | 181.5 bp | -4.9 | +34.8 | ||
| China 10Y | -32.6 bp | +7.2 | +20.6 | ||
| India 10Y | -309.4 bp | -2.5 | +38.5 | ||
| Russia 10Y | -342.0 bp | -36.5 | +3.5 | ||
| Brazil 10Y | -482.5 bp | -58.9 | -69.8 |
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 | 2.860% | 75.43 | 84.02 | 101.20 | 118.39 | 135.57 | 152.75 | |
| 8 years | 2.600% | 81.44 | 88.58 | 102.86 | 117.14 | 131.41 | 145.69 | |
| 5 years | 1.530% | 92.69 | 97.47 | 107.02 | 116.58 | 126.14 | 135.70 | |
| 4 years | 1.210% | 95.30 | 99.18 | 106.95 | 114.71 | 122.48 | 130.24 | |
| 3 years | 0.760% | 97.75 | 100.71 | 106.62 | 112.53 | 118.44 | 124.35 | |
| 2 years | 0.470% | 99.07 | 101.05 | 105.02 | 109.00 | 112.97 | 116.94 | |
| 1 year | 0.270% | 99.73 | 100.73 | 102.72 | 104.72 | 106.71 | 108.71 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||