Last Update: 28 Jan 2022 3:15 GMT+0
The Pakistan 10Y Government Bond has a 11.344% yield.
Central Bank Rate is 7.25% (last modification in September 2021).
The Pakistan credit rating is B-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 505.92 and implied probability of default is 8.43%.
| 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 | 7.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 505.92 | +4.74 % | +9.47 % | +12.08 % | 8.43 % |
Pakistan 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 | 7.300% | 0.0 bp | +10.0 bp | ||||||
| 6 months | 7.570% | 0.0 bp | +7.0 bp | ||||||
| 1 year | 7.900% | 0.0 bp | +20.0 bp | 92.68 | 0.00 % | -0.18 % | |||
| 3 years | 10.976% | -12.8 bp | +319.1 bp | 73.17 | +0.36 % | -8.38 % | |||
| 5 years | 11.229% | -34.4 bp | +230.8 bp | 58.74 | +1.56 % | -9.95 % | |||
| 10 years | 11.344% | -40.5 bp | +132.5 bp | 34.15 | +3.70 % | -11.28 % | |||
| 14 years | 11.448% | -38.0 bp | +132.6 bp | 21.93 | +4.88 % | -15.43 % | |||
| 20 years | 12.070% | -41.3 bp | +157.2 bp | 10.24 | +7.68 % | -24.59 % | |||
Pakistan 10Y Bond Yield Spread
The Pakistan 10Y Government Bond has a 11.344% 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. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Pakistan 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 1141.6 bp | -56.9 bp | +94.1 bp | Compare | |
| Japan 10Y | 1118.8 bp | -50.2 bp | +118.8 bp | Compare | |
| France 10Y | 1101.1 bp | -60.7 bp | +89.6 bp | Compare | |
| Spain 10Y | 1068.0 bp | -55.9 bp | +92.5 bp | Compare | |
| United Kingdom 10Y | 1011.3 bp | -71.3 bp | +66.9 bp | Compare | |
| Italy 10Y | 990.5 bp | -74.9 bp | +50.6 bp | Compare | |
| Canada 10Y | 956.1 bp | -71.2 bp | +71.3 bp | Compare | |
| United States 10Y | 952.7 bp | -73.8 bp | +74.6 bp | Compare | |
| Australia 10Y | 939.0 bp | -77.2 bp | +52.8 bp | Compare | |
| China 10Y | 860.3 bp | -32.6 bp | +151.9 bp | Compare | |
| India 10Y | 459.8 bp | -67.3 bp | +76.7 bp | Compare | |
| Russia 10Y | 182.4 bp | -151.0 bp | -125.5 bp | Compare | |
| Brazil 10Y | 33.2 bp | -71.0 bp | -39.0 bp | Compare |
Pakistan Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 20 years | 12.070% | 10.24 | 17.67 | 32.55 | 47.42 | 62.30 | 77.17 | |
| 14 years | 11.448% | 21.93 | 28.75 | 42.39 | 56.03 | 69.67 | 83.31 | |
| 10 years | 11.344% | 34.15 | 39.95 | 51.56 | 63.17 | 74.78 | 86.39 | |
| 5 years | 11.229% | 58.74 | 62.41 | 69.76 | 77.11 | 84.46 | 91.81 | |
| 3 years | 10.976% | 73.17 | 75.61 | 80.50 | 85.39 | 90.28 | 95.17 | |
| 1 year | 7.900% | 92.68 | 93.61 | 95.46 | 97.31 | 99.17 | 101.02 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||