Last Update: 4 Aug 2020 14:15 GMT+0
The Chile 10Y Government Bond has a 2.380% yield.
10 Years vs 2 Years bond spread is 216 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 68.23 and implied probability of default is 1.14%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -4 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 58 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 216 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
A+
|
negative |
| Moody's Investors Service |
A1
|
- |
| Fitch Ratings |
A
|
negative |
| 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 | 68.23 | +0.92 % | -3.78 % | +85.76 % | 1.14 % |
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 | 0.260% | -1.0 bp | -174.0 bp | 99.74 | +0.01 % | +1.73 % | |||
| 2 years | 0.220% | -6.0 bp | -168.0 bp | 99.56 | +0.12 % | +3.37 % | |||
| 3 years | 0.190% | -3.0 bp | -211.0 bp | 99.43 | +0.09 % | +6.44 % | |||
| 4 years | 0.470% | +2.0 bp | -203.0 bp | 98.14 | -0.08 % | +8.32 % | |||
| 5 years | 0.800% | +5.0 bp | -180.0 bp | 96.09 | -0.25 % | +9.24 % | |||
| 8 years | 1.440% | +7.0 bp | -144.0 bp | 89.19 | -0.56 % | +11.94 % | |||
| 10 years | 2.380% | -6.0 bp | -101.0 bp | 79.04 | +0.59 % | +10.31 % | |||
10Y Bond Yield Spread - Chile vs Main Countries
The Chile 10Y Government Bond has a 2.380% 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 | 293.8 bp | +6.2 | -85.5 | ||
| France 10Y | 262.4 bp | +6.8 | -90.7 | ||
| Japan 10Y | 237.1 bp | -3.6 | -106.6 | ||
| United Kingdom 10Y | 231.2 bp | +5.9 | -51.8 | ||
| Spain 10Y | 210.2 bp | +10.3 | -101.7 | ||
| Canada 10Y | 194.4 bp | +6.1 | -11.1 | ||
| United States 10Y | 186.5 bp | +9.4 | +7.8 | ||
| Australia 10Y | 156.2 bp | +2.8 | -82.4 | ||
| Italy 10Y | 136.3 bp | +24.4 | -108.9 | ||
| China 10Y | -58.8 bp | -9.9 | -110.4 | ||
| India 10Y | -345.3 bp | -4.8 | -33.9 | ||
| Russia 10Y | -350.5 bp | +9.5 | -64.0 | ||
| Brazil 10Y | -387.8 bp | +14.9 | -71.1 |
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 | 2.380% | 79.04 | 87.85 | 105.46 | 123.07 | 140.69 | 158.30 | |
| 8 years | 1.440% | 89.19 | 96.70 | 111.71 | 126.72 | 141.73 | 156.74 | |
| 5 years | 0.800% | 96.09 | 100.98 | 110.74 | 120.51 | 130.27 | 140.03 | |
| 4 years | 0.470% | 98.14 | 102.10 | 110.00 | 117.91 | 125.82 | 133.72 | |
| 3 years | 0.190% | 99.43 | 102.42 | 108.40 | 114.38 | 120.35 | 126.33 | |
| 2 years | 0.220% | 99.56 | 101.55 | 105.54 | 109.53 | 113.52 | 117.50 | |
| 1 year | 0.260% | 99.74 | 100.74 | 102.73 | 104.73 | 106.72 | 108.72 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||