Last Update: 19 Jan 2022 18:15 GMT+0
The Chile 10Y Government Bond has a 6.210% yield.
10 Years vs 2 Years bond spread is 57 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 2.75% (last modification in October 2021).
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 | 99 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 43 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 57 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 | 2.75% |
| 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
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 | 4.650% | +132.0 bp | +350.0 bp | 95.56 | -1.26 % | -3.34 % | |||
| 2 years | 5.640% | +15.0 bp | +343.0 bp | 89.61 | -0.28 % | -6.38 % | |||
| 3 years | 5.940% | +26.0 bp | +323.0 bp | 84.10 | -0.74 % | -8.87 % | |||
| 4 years | 6.070% | +37.0 bp | +292.0 bp | 79.00 | -1.39 % | -10.56 % | |||
| 5 years | 6.070% | +37.0 bp | +262.0 bp | 74.48 | -1.73 % | -11.75 % | |||
| 8 years | 6.110% | +23.0 bp | +186.0 bp | 62.22 | -1.72 % | -13.20 % | |||
| 10 years | 6.210% | +24.0 bp | +173.0 bp | 54.75 | -2.23 % | -15.14 % | |||
Chile 10Y Bond Yield Spread
The Chile 10Y Government Bond has a 6.210% 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. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Chile 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 622.0 bp | -13.2 bp | +134.6 bp | Compare | |
| Japan 10Y | 607.6 bp | +14.8 bp | +161.1 bp | Compare | |
| France 10Y | 583.2 bp | -16.7 bp | +130.6 bp | Compare | |
| Spain 10Y | 553.1 bp | -10.3 bp | +139.1 bp | Compare | |
| United Kingdom 10Y | 494.8 bp | -25.8 bp | +101.4 bp | Compare | |
| Italy 10Y | 480.4 bp | -26.6 bp | +102.7 bp | Compare | |
| United States 10Y | 437.8 bp | -18.5 bp | +109.0 bp | Compare | |
| Canada 10Y | 434.5 bp | -30.4 bp | +101.0 bp | Compare | |
| Australia 10Y | 425.4 bp | -12.6 bp | +95.2 bp | Compare | |
| China 10Y | 346.5 bp | +36.6 bp | +195.1 bp | Compare | |
| India 10Y | -38.8 bp | +5.3 bp | +125.9 bp | Compare | |
| Russia 10Y | -306.0 bp | -61.5 bp | -31.5 bp | Compare | |
| Brazil 10Y | -534.1 bp | -54.7 bp | -103.2 bp | Compare |
Chile Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 6.210% | 54.75 | 62.03 | 76.61 | 91.18 | 105.76 | 120.33 | |
| 8 years | 6.110% | 62.22 | 68.41 | 80.77 | 93.14 | 105.50 | 117.87 | |
| 5 years | 6.070% | 74.48 | 78.68 | 87.09 | 95.50 | 103.91 | 112.32 | |
| 4 years | 6.070% | 79.00 | 82.46 | 89.38 | 96.30 | 103.22 | 110.14 | |
| 3 years | 5.940% | 84.10 | 86.78 | 92.13 | 97.48 | 102.84 | 108.19 | |
| 2 years | 5.640% | 89.61 | 91.45 | 95.14 | 98.82 | 102.51 | 106.19 | |
| 1 year | 4.650% | 95.56 | 96.51 | 98.42 | 100.33 | 102.25 | 104.16 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||