Last Update: 1 Apr 2020 4:15 GMT+0
The Chile 10Y Government Bond has a 3.610% yield.
10 Years vs 2 Years bond spread is 266 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.00% (last modification in March 2020).
The Chile credit rating is A+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 121.57 and implied probability of default is 2.03%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 15 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 85 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 266 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
|
negative |
| DBRS |
N/A
|
- |
| Chile Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 121.57 | -14.76 % | +87.93 % | +185.58 % | 2.03 % |
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 | 0.800% | -116.0 bp | -115.0 bp | 99.21 | +1.15 % | +1.14 % | |||
| 2 years | 0.950% | -94.0 bp | -79.0 bp | 98.13 | +1.88 % | +1.57 % | |||
| 3 years | 1.160% | -103.0 bp | -77.0 bp | 96.60 | +3.08 % | +2.30 % | |||
| 4 years | 1.640% | -78.0 bp | -46.0 bp | 93.70 | +3.10 % | +1.83 % | |||
| 5 years | 1.800% | -75.0 bp | -43.0 bp | 91.47 | +3.74 % | +2.13 % | |||
| 8 years | 2.800% | -34.0 bp | +28.0 bp | 80.18 | +2.68 % | -2.16 % | |||
| 10 years | 3.610% | +3.0 bp | +81.0 bp | 70.14 | -0.30 % | -7.55 % | |||
10Y Bond Yield Spread - Chile vs Main Countries
The Chile 10Y Government Bond has a 3.610% 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 | 409.2 bp | -9.7 | +74.7 | ||
| France 10Y | 363.3 bp | -24.0 | +57.1 | ||
| Japan 10Y | 360.0 bp | -12.9 | +64.7 | ||
| United Kingdom 10Y | 324.8 bp | +11.6 | +96.0 | ||
| United States 10Y | 297.2 bp | +55.5 | +181.2 | ||
| Spain 10Y | 295.1 bp | -34.7 | +33.8 | ||
| Australia 10Y | 292.4 bp | +4.0 | +108.1 | ||
| Canada 10Y | 291.6 bp | +46.6 | +146.4 | ||
| Italy 10Y | 209.9 bp | -39.5 | +16.4 | ||
| China 10Y | 96.7 bp | +18.2 | +132.2 | ||
| India 10Y | -252.8 bp | +26.3 | +132.9 | ||
| Russia 10Y | -314.5 bp | -25.5 | +108.5 | ||
| Brazil 10Y | -400.8 bp | -83.7 | +28.7 |
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 | 3.610% | 70.14 | 78.41 | 94.95 | 111.50 | 128.04 | 144.58 | |
| 8 years | 2.800% | 80.18 | 87.26 | 101.42 | 115.57 | 129.73 | 143.89 | |
| 5 years | 1.800% | 91.47 | 96.21 | 105.69 | 115.17 | 124.65 | 134.13 | |
| 4 years | 1.640% | 93.70 | 97.54 | 105.22 | 112.91 | 120.59 | 128.27 | |
| 3 years | 1.160% | 96.60 | 99.53 | 105.39 | 111.26 | 117.12 | 122.98 | |
| 2 years | 0.950% | 98.13 | 100.10 | 104.04 | 107.99 | 111.93 | 115.87 | |
| 1 year | 0.800% | 99.21 | 100.20 | 102.18 | 104.17 | 106.15 | 108.13 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||