Last Update: 27 Oct 2020 5:15 GMT+0
The Chile 10Y Government Bond has a 2.740% yield.
10 Years vs 2 Years bond spread is 225 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 | 12 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 95 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 225 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 | 0.370% | +14.0 bp | +1.0 bp | 99.63 | -0.14 % | -0.01 % | |||
| 2 years | 0.490% | 0.0 bp | +12.0 bp | 99.03 | 0.00 % | -0.23 % | |||
| 3 years | 0.800% | -4.0 bp | +18.0 bp | 97.64 | +0.12 % | -0.53 % | |||
| 4 years | 1.240% | -4.0 bp | +28.0 bp | 95.19 | +0.16 % | -1.10 % | |||
| 5 years | 1.440% | -10.0 bp | +17.0 bp | 93.10 | +0.50 % | -0.83 % | |||
| 8 years | 2.540% | -13.0 bp | +45.0 bp | 81.82 | +1.02 % | -3.46 % | |||
| 10 years | 2.740% | -6.0 bp | +5.0 bp | 76.31 | +0.58 % | -0.50 % | |||
10Y Bond Yield Spread - Chile vs Main Countries
The Chile 10Y Government Bond has a 2.740% 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 | 332.0 bp | -0.6 | +18.4 | ||
| France 10Y | 304.2 bp | -1.0 | +37.0 | ||
| Japan 10Y | 271.5 bp | -8.0 | -0.6 | ||
| Spain 10Y | 256.2 bp | +0.9 | +75.9 | ||
| United Kingdom 10Y | 246.2 bp | -15.0 | +7.8 | ||
| Canada 10Y | 211.3 bp | -14.5 | +4.6 | ||
| Italy 10Y | 200.9 bp | +10.0 | +107.5 | ||
| United States 10Y | 194.1 bp | -20.3 | -8.5 | ||
| Australia 10Y | 193.0 bp | -3.7 | +20.6 | ||
| China 10Y | -47.1 bp | -11.5 | -63.7 | ||
| India 10Y | -309.4 bp | +14.4 | +36.9 | ||
| Russia 10Y | -325.0 bp | +23.0 | +18.0 | ||
| Brazil 10Y | -479.7 bp | -52.3 | +102.2 |
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 | 2.740% | 76.31 | 84.96 | 102.25 | 119.54 | 136.83 | 154.11 | |
| 8 years | 2.540% | 81.82 | 88.98 | 103.29 | 117.61 | 131.92 | 146.24 | |
| 5 years | 1.440% | 93.10 | 97.89 | 107.47 | 117.06 | 126.64 | 136.22 | |
| 4 years | 1.240% | 95.19 | 99.07 | 106.83 | 114.59 | 122.34 | 130.10 | |
| 3 years | 0.800% | 97.64 | 100.59 | 106.50 | 112.40 | 118.31 | 124.21 | |
| 2 years | 0.490% | 99.03 | 101.01 | 104.98 | 108.95 | 112.92 | 116.90 | |
| 1 year | 0.370% | 99.63 | 100.63 | 102.62 | 104.61 | 106.61 | 108.60 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||