Last Update: 27 Jan 2020 19:15 GMT+0
The Pakistan 10Y Government Bond has a 11.336% yield.
Central Bank Rate is 13.25% (last modification in July 2019).
The Pakistan credit rating is B-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 350.00 and implied probability of default is 5.83%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B-
|
- |
| Moody's Investors Service |
B3
|
- |
| Fitch Ratings |
B-
|
- |
| DBRS |
-
|
- |
| Pakistan Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 13.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Implied PD | |
|---|---|---|---|---|---|
| 5 Years CDS | 350.00 | 0.00 % | -4.11 % | 5.83 % |
Pakistan 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 | ||||
| 3 months | 13.400% | 0.0 bp | -35.0 bp | ||||||
| 6 months | 13.450% | +10.0 bp | -55.0 bp | ||||||
| 1 year | 13.150% | 0.0 bp | -95.0 bp | 88.38 | 0.00 % | +0.84 % | |||
| 3 years | 12.241% | -5.3 bp | -140.9 bp | 70.72 | +0.14 % | +3.82 % | |||
| 5 years | 11.581% | +19.0 bp | -250.5 bp | 57.82 | -0.84 % | +11.75 % | |||
| 10 years | 11.336% | +8.9 bp | -245.7 bp | 34.17 | -0.78 % | +24.39 % | |||
| 14 years | 11.679% | +4.3 bp | -182.1 bp | 21.30 | -0.56 % | +25.44 % | |||
| 20 years | 12.501% | +0.2 bp | -169.4 bp | 9.48 | 0.00 % | +34.85 % | |||
10Y Bond Yield Spread - Pakistan vs Main Countries
The Pakistan 10Y Government Bond has a 11.336% 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.
| Pakistan 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 1172.3 bp | +22.3 | -244.7 | ||
| France 10Y | 1146.5 bp | +26.6 | -244.9 | ||
| Japan 10Y | 1137.1 bp | +11.8 | -257.3 | ||
| Spain 10Y | 1105.8 bp | +21.2 | -236.2 | ||
| United Kingdom 10Y | 1082.4 bp | +33.1 | -228.0 | ||
| Australia 10Y | 1036.5 bp | +43.7 | -220.6 | ||
| Italy 10Y | 1028.9 bp | +40.0 | -193.5 | ||
| Canada 10Y | 1002.2 bp | +37.8 | -230.5 | ||
| United States 10Y | 973.1 bp | +36.1 | -198.8 | ||
| China 10Y | 830.2 bp | +23.3 | -231.6 | ||
| Russia 10Y | 507.1 bp | +10.4 | -141.2 | ||
| India 10Y | 478.5 bp | +3.8 | -248.3 | ||
| Brazil 10Y | 458.6 bp | +20.2 | -197.7 |
Pakistan 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% | |||
| 20 years | 12.501% | 9.48 | 16.72 | 31.20 | 45.69 | 60.17 | 74.65 | |
| 14 years | 11.679% | 21.30 | 28.04 | 41.52 | 54.99 | 68.47 | 81.95 | |
| 10 years | 11.336% | 34.17 | 39.98 | 51.59 | 63.21 | 74.82 | 86.43 | |
| 5 years | 11.581% | 57.82 | 61.46 | 68.74 | 76.03 | 83.31 | 90.60 | |
| 3 years | 12.241% | 70.72 | 73.11 | 77.90 | 82.68 | 87.46 | 92.25 | |
| 1 year | 13.150% | 88.38 | 89.26 | 91.03 | 92.80 | 94.56 | 96.33 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||