Last Update: 10 Dec 2019 1:15 GMT+0
The Chile 10Y Government Bond has a 3.600% yield.
10 Years vs 2 Years bond spread is 171 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.75% (last modification in October 2019).
The Chile credit rating is A+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 48.43 and implied probability of default is 0.81%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 29 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 88 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 171 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 | 1.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 48.43 | -11.12 % | +16.33 % | -14.46 % | 0.81 % |
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 | 1.600% | -2.0 bp | -128.0 bp | 98.43 | +0.02 % | +1.27 % | |||
| 2 years | 1.890% | +21.0 bp | -98.0 bp | 96.32 | -0.41 % | +1.93 % | |||
| 3 years | 2.140% | +27.0 bp | -100.0 bp | 93.85 | -0.78 % | +2.97 % | |||
| 4 years | 2.520% | +38.0 bp | -67.0 bp | 90.52 | -1.48 % | +2.63 % | |||
| 5 years | 2.770% | +42.0 bp | -77.0 bp | 87.23 | -2.03 % | +3.81 % | |||
| 8 years | 3.200% | +43.0 bp | -2.0 bp | 77.73 | -3.28 % | +0.17 % | |||
| 10 years | 3.600% | +37.0 bp | -10.0 bp | 70.21 | -3.52 % | +0.96 % | |||
10Y Bond Yield Spread - Chile vs Main Countries
The Chile 10Y Government Bond has a 3.600% 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 | 390.5 bp | +40.7 | -1.2 | ||
| Japan 10Y | 360.1 bp | +31.1 | -21.9 | ||
| France 10Y | 359.2 bp | +39.0 | +2.6 | ||
| Spain 10Y | 315.3 bp | +31.1 | +6.0 | ||
| United Kingdom 10Y | 283.6 bp | +39.6 | -2.9 | ||
| Australia 10Y | 247.6 bp | +56.6 | +25.8 | ||
| Italy 10Y | 222.6 bp | +27.3 | +89.4 | ||
| Canada 10Y | 201.1 bp | +36.6 | -17.2 | ||
| United States 10Y | 177.9 bp | +49.4 | +22.4 | ||
| China 10Y | 37.5 bp | +44.0 | -5.2 | ||
| Russia 10Y | -279.0 bp | +39.0 | +120.0 | ||
| India 10Y | -305.9 bp | +26.5 | +31.8 | ||
| Brazil 10Y | -315.1 bp | +26.3 | +124.9 |
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 | 3.600% | 70.21 | 78.49 | 95.04 | 111.58 | 128.13 | 144.68 | |
| 8 years | 3.200% | 77.73 | 84.69 | 98.61 | 112.53 | 126.45 | 140.37 | |
| 5 years | 2.770% | 87.23 | 91.84 | 101.06 | 110.28 | 119.50 | 128.72 | |
| 4 years | 2.520% | 90.52 | 94.28 | 101.80 | 109.33 | 116.85 | 124.37 | |
| 3 years | 2.140% | 93.85 | 96.72 | 102.47 | 108.23 | 113.98 | 119.73 | |
| 2 years | 1.890% | 96.32 | 98.27 | 102.16 | 106.05 | 109.94 | 113.83 | |
| 1 year | 1.600% | 98.43 | 99.41 | 101.38 | 103.35 | 105.31 | 107.28 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||