Last Update: 24 Jan 2020 23:15 GMT+0
The Chile 10Y Government Bond has a 3.350% yield.
10 Years vs 2 Years bond spread is 144 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 48.80 and implied probability of default is 0.81%.
| 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 | 144 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 | 48.80 | +11.64 % | +16.22 % | +3.63 % | 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 | 1.940% | -1.0 bp | -43.0 bp | 98.10 | +0.01 % | +0.43 % | |||
| 2 years | 1.910% | -2.0 bp | -35.0 bp | 96.29 | +0.04 % | +0.69 % | |||
| 3 years | 2.100% | -5.0 bp | -26.0 bp | 93.96 | +0.15 % | +0.77 % | |||
| 4 years | 2.330% | +1.0 bp | -15.0 bp | 91.20 | -0.03 % | +0.58 % | |||
| 5 years | 2.480% | -2.0 bp | -10.0 bp | 88.47 | +0.09 % | +0.49 % | |||
| 8 years | 2.910% | +9.0 bp | +6.0 bp | 79.49 | -0.70 % | -0.48 % | |||
| 10 years | 3.350% | +15.0 bp | +30.0 bp | 71.93 | -1.44 % | -2.86 % | |||
10Y Bond Yield Spread - Chile vs Main Countries
The Chile 10Y Government Bond has a 3.350% 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 | 368.9 bp | +24.4 | +26.4 | ||
| France 10Y | 343.1 bp | +29.0 | +26.8 | ||
| Japan 10Y | 336.0 bp | +16.2 | +16.1 | ||
| Spain 10Y | 300.7 bp | +22.9 | +31.4 | ||
| United Kingdom 10Y | 278.3 bp | +35.3 | +41.0 | ||
| Australia 10Y | 229.3 bp | +39.9 | +52.6 | ||
| Italy 10Y | 212.5 bp | +43.1 | +57.4 | ||
| Canada 10Y | 198.5 bp | +40.2 | +38.4 | ||
| United States 10Y | 166.4 bp | +36.7 | +66.2 | ||
| China 10Y | 31.6 bp | +31.8 | +44.4 | ||
| Russia 10Y | -285.5 bp | +28.0 | +136.5 | ||
| India 10Y | -322.8 bp | +14.3 | +16.0 | ||
| Brazil 10Y | -334.7 bp | +39.0 | +79.3 |
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 | 3.350% | 71.93 | 80.31 | 97.07 | 113.83 | 130.59 | 147.35 | |
| 8 years | 2.910% | 79.49 | 86.54 | 100.63 | 114.73 | 128.82 | 142.91 | |
| 5 years | 2.480% | 88.47 | 93.12 | 102.42 | 111.71 | 121.01 | 130.31 | |
| 4 years | 2.330% | 91.20 | 94.98 | 102.53 | 110.09 | 117.64 | 125.20 | |
| 3 years | 2.100% | 93.96 | 96.83 | 102.59 | 108.35 | 114.10 | 119.86 | |
| 2 years | 1.910% | 96.29 | 98.23 | 102.12 | 106.01 | 109.90 | 113.78 | |
| 1 year | 1.940% | 98.10 | 99.08 | 101.04 | 103.00 | 104.96 | 106.93 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||