Last Update: 22 Oct 2019 20:15 GMT+0
The Pakistan 10Y Government Bond has a 11.516% 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 445.00 and implied probability of default is 7.42%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B-
|
- |
| Moody's Investors Service |
B3
|
negative |
| 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 | 445.00 | 0.00 % | -1.42 % | 7.42 % |
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 | 13.250% | -45.0 bp | +1314.2 bp | ||||||
| 6 months | 13.300% | -45.0 bp | +1319.0 bp | ||||||
| 1 year | 13.000% | -80.0 bp | +1288.8 bp | 88.50 | +0.72 % | -11.40 % | |||
| 3 years | 11.519% | -153.0 bp | -93.2 bp | 72.10 | +4.18 % | +2.52 % | |||
| 5 years | 11.728% | -116.6 bp | -81.8 bp | 57.44 | +5.34 % | +3.72 % | |||
| 10 years | 11.516% | -153.9 bp | -169.1 bp | 33.62 | +14.67 % | +16.25 % | |||
| 14 years | 11.912% | -186.7 bp | -165.9 bp | 20.69 | +26.08 % | +22.86 % | |||
| 20 years | 12.706% | -126.4 bp | -101.7 bp | 9.14 | +25.03 % | +19.63 % | |||
10Y Bond Yield Spread - Pakistan vs Main Countries
The Pakistan 10Y Government Bond has a 11.516% 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 | 1188.2 bp | -169.8 | -130.1 | ||
| Japan 10Y | 1164.2 bp | -162.8 | -159.4 | ||
| France 10Y | 1158.4 bp | -169.2 | -125.3 | ||
| Spain 10Y | 1125.6 bp | -154.7 | -88.8 | ||
| United Kingdom 10Y | 1080.4 bp | -162.7 | -121.2 | ||
| Italy 10Y | 1049.6 bp | -162.8 | -11.4 | ||
| Australia 10Y | 1036.6 bp | -167.1 | -89.1 | ||
| Canada 10Y | 999.0 bp | -167.8 | -142.9 | ||
| United States 10Y | 974.6 bp | -158.7 | -87.6 | ||
| China 10Y | 826.7 bp | -167.0 | -152.1 | ||
| Russia 10Y | 503.6 bp | -100.9 | +7.9 | ||
| Brazil 10Y | 495.1 bp | -102.4 | +68.4 | ||
| India 10Y | 470.1 bp | -157.2 | -103.2 |
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 | 12.706% | 9.14 | 16.29 | 30.59 | 44.90 | 59.20 | 73.50 | |
| 14 years | 11.912% | 20.69 | 27.35 | 40.66 | 53.98 | 67.30 | 80.61 | |
| 10 years | 11.516% | 33.62 | 39.39 | 50.91 | 62.44 | 73.97 | 85.50 | |
| 5 years | 11.728% | 57.44 | 61.07 | 68.32 | 75.58 | 82.84 | 90.10 | |
| 3 years | 11.519% | 72.10 | 74.52 | 79.37 | 84.21 | 89.06 | 93.90 | |
| 1 year | 13.000% | 88.50 | 89.38 | 91.15 | 92.92 | 94.69 | 96.46 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||