Last Update: 22 Oct 2019 20:15 GMT+0
The Chile 10Y Government Bond has a 3.120% yield.
10 Years vs 2 Years bond spread is 122 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 2.00% (last modification in September 2019).
The Chile credit rating is A+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 35.84 and implied probability of default is 0.60%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -3 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 57 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 122 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
|
- |
| DBRS |
N/A
|
- |
| Chile Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 2.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 35.84 | +5.79 % | +5.66 % | -24.26 % | 0.60 % |
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 | 1.930% | +1.0 bp | -126.0 bp | 98.11 | -0.01 % | +1.24 % | |||
| 2 years | 1.900% | +10.0 bp | -135.0 bp | 96.31 | -0.19 % | +2.68 % | |||
| 3 years | 2.080% | +11.0 bp | -120.0 bp | 94.01 | -0.33 % | +3.57 % | |||
| 4 years | 2.310% | +15.0 bp | -117.0 bp | 91.27 | -0.59 % | +4.66 % | |||
| 5 years | 2.470% | +17.0 bp | -113.0 bp | 88.51 | -0.83 % | +5.63 % | |||
| 8 years | 2.910% | +34.0 bp | -98.0 bp | 79.49 | -2.62 % | +7.87 % | |||
| 10 years | 3.120% | +34.0 bp | -97.0 bp | 73.55 | -3.25 % | +9.83 % | |||
10Y Bond Yield Spread - Chile vs Main Countries
The Chile 10Y Government Bond has a 3.120% 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 | 348.6 bp | +18.1 | -58.0 | ||
| Japan 10Y | 324.6 bp | +25.1 | -87.3 | ||
| France 10Y | 318.8 bp | +18.7 | -53.2 | ||
| Spain 10Y | 286.0 bp | +33.2 | -16.7 | ||
| United Kingdom 10Y | 240.8 bp | +25.2 | -49.1 | ||
| Italy 10Y | 210.0 bp | +25.1 | +60.7 | ||
| Australia 10Y | 197.0 bp | +20.8 | -17.0 | ||
| Canada 10Y | 159.4 bp | +20.1 | -70.8 | ||
| United States 10Y | 135.0 bp | +29.2 | -15.5 | ||
| China 10Y | -12.9 bp | +20.9 | -80.0 | ||
| Russia 10Y | -336.0 bp | +87.0 | +80.0 | ||
| Brazil 10Y | -344.5 bp | +85.5 | +140.5 | ||
| India 10Y | -369.5 bp | +30.7 | -31.1 |
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 | 3.120% | 73.55 | 82.03 | 98.98 | 115.94 | 132.90 | 149.85 | |
| 8 years | 2.910% | 79.49 | 86.54 | 100.63 | 114.73 | 128.82 | 142.91 | |
| 5 years | 2.470% | 88.51 | 93.16 | 102.46 | 111.76 | 121.06 | 130.36 | |
| 4 years | 2.310% | 91.27 | 95.05 | 102.61 | 110.17 | 117.72 | 125.28 | |
| 3 years | 2.080% | 94.01 | 96.89 | 102.65 | 108.41 | 114.17 | 119.93 | |
| 2 years | 1.900% | 96.31 | 98.25 | 102.14 | 106.03 | 109.92 | 113.81 | |
| 1 year | 1.930% | 98.11 | 99.09 | 101.05 | 103.01 | 104.97 | 106.94 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||