Last Update: 12 Apr 2021 0:15 GMT+0
The Chile 10Y Government Bond has a 3.490% yield.
10 Years vs 2 Years bond spread is 289 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 | 28 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 132 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 289 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
A
|
- |
| 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 | 0.320% | +4.0 bp | -8.0 bp | 99.68 | -0.04 % | +0.08 % | |||
| 2 years | 0.600% | +11.0 bp | +11.0 bp | 98.81 | -0.22 % | -0.22 % | |||
| 3 years | 0.980% | +16.0 bp | +15.0 bp | 97.12 | -0.47 % | -0.44 % | |||
| 4 years | 1.530% | +28.0 bp | +27.0 bp | 94.11 | -1.09 % | -1.05 % | |||
| 5 years | 1.920% | +22.0 bp | +39.0 bp | 90.93 | -1.08 % | -1.90 % | |||
| 8 years | 3.390% | +29.0 bp | +73.0 bp | 76.59 | -2.22 % | -5.51 % | |||
| 10 years | 3.490% | +17.0 bp | +64.0 bp | 70.96 | -1.64 % | -6.01 % | |||
10Y Bond Yield Spread - Chile vs Main Countries
The Chile 10Y Government Bond has a 3.490% 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 | 378.7 bp | +15.9 | +39.1 | ||
| France 10Y | 353.0 bp | +14.2 | +39.5 | ||
| Japan 10Y | 339.1 bp | +18.1 | +56.7 | ||
| Spain 10Y | 311.0 bp | +12.2 | +40.6 | ||
| Italy 10Y | 276.0 bp | +6.7 | +58.3 | ||
| United Kingdom 10Y | 271.4 bp | +22.0 | +13.7 | ||
| Canada 10Y | 198.7 bp | +26.2 | -23.4 | ||
| United States 10Y | 181.7 bp | +12.2 | -25.4 | ||
| Australia 10Y | 173.3 bp | +23.2 | -26.3 | ||
| China 10Y | 25.2 bp | +21.4 | +61.2 | ||
| India 10Y | -252.7 bp | +38.5 | +52.2 | ||
| Russia 10Y | -386.0 bp | -39.5 | -73.5 | ||
| Brazil 10Y | -561.9 bp | -31.8 | -82.7 |
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 | 3.490% | 70.96 | 79.28 | 95.92 | 112.56 | 129.21 | 145.85 | |
| 8 years | 3.390% | 76.59 | 83.50 | 97.31 | 111.12 | 124.93 | 138.74 | |
| 5 years | 1.920% | 90.93 | 95.65 | 105.10 | 114.55 | 124.00 | 133.45 | |
| 4 years | 1.530% | 94.11 | 97.96 | 105.66 | 113.36 | 121.07 | 128.77 | |
| 3 years | 0.980% | 97.12 | 100.06 | 105.94 | 111.83 | 117.71 | 123.60 | |
| 2 years | 0.600% | 98.81 | 100.79 | 104.76 | 108.72 | 112.69 | 116.65 | |
| 1 year | 0.320% | 99.68 | 100.68 | 102.67 | 104.67 | 106.66 | 108.65 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||