Last Update: 4 Jun 2020 10:15 GMT+0
The Chile 10Y Government Bond has a 2.500% yield.
10 Years vs 2 Years bond spread is 220 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 73.08 and implied probability of default is 1.22%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -2 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 71 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 220 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 | 73.08 | -15.29 % | -30.70 % | +49.69 % | 1.22 % |
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 | 0.320% | -3.0 bp | -119.0 bp | 99.68 | +0.03 % | +1.19 % | |||
| 2 years | 0.300% | -5.0 bp | -160.0 bp | 99.40 | +0.10 % | +3.21 % | |||
| 3 years | 0.420% | -14.0 bp | -180.0 bp | 98.75 | +0.42 % | +5.47 % | |||
| 4 years | 0.650% | -26.0 bp | -182.0 bp | 97.44 | +1.04 % | +7.43 % | |||
| 5 years | 1.010% | -9.0 bp | -161.0 bp | 95.10 | +0.44 % | +8.23 % | |||
| 8 years | 1.740% | -19.0 bp | -135.0 bp | 87.11 | +1.50 % | +11.12 % | |||
| 10 years | 2.500% | -17.0 bp | -94.0 bp | 78.12 | +1.67 % | +9.57 % | |||
10Y Bond Yield Spread - Chile vs Main Countries
The Chile 10Y Government Bond has a 2.500% 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 | 285.4 bp | -38.4 | -91.0 | ||
| France 10Y | 249.4 bp | -24.0 | -96.1 | ||
| Japan 10Y | 247.0 bp | -21.5 | -101.0 | ||
| United Kingdom 10Y | 223.1 bp | -21.5 | -47.8 | ||
| Canada 10Y | 188.4 bp | -21.5 | -0.8 | ||
| Spain 10Y | 187.7 bp | +3.0 | -112.6 | ||
| United States 10Y | 175.4 bp | -28.5 | +9.2 | ||
| Australia 10Y | 148.4 bp | -34.7 | -86.6 | ||
| Italy 10Y | 93.3 bp | +4.2 | -113.0 | ||
| China 10Y | -35.2 bp | -49.7 | -57.8 | ||
| Russia 10Y | -311.5 bp | +32.5 | -16.0 | ||
| India 10Y | -330.0 bp | +11.4 | -27.8 | ||
| Brazil 10Y | -415.1 bp | +92.6 | -81.3 |
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 | 2.500% | 78.12 | 86.87 | 104.38 | 121.88 | 139.38 | 156.89 | |
| 8 years | 1.740% | 87.11 | 94.52 | 109.33 | 124.15 | 138.97 | 153.78 | |
| 5 years | 1.010% | 95.10 | 99.95 | 109.66 | 119.36 | 129.06 | 138.77 | |
| 4 years | 0.650% | 97.44 | 101.38 | 109.25 | 117.12 | 124.99 | 132.86 | |
| 3 years | 0.420% | 98.75 | 101.73 | 107.68 | 113.63 | 119.58 | 125.53 | |
| 2 years | 0.300% | 99.40 | 101.39 | 105.38 | 109.36 | 113.34 | 117.32 | |
| 1 year | 0.320% | 99.68 | 100.68 | 102.67 | 104.67 | 106.66 | 108.65 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||