Last Update: 1 Apr 2020 0:15 GMT+0
The Pakistan 10Y Government Bond has a 9.808% yield.
Central Bank Rate is 11.00% (last modification in March 2020).
The Pakistan credit rating is B-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 691.00 and implied probability of default is 11.52%.
| 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 | 11.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Implied PD | |
|---|---|---|---|---|---|
| 5 Years CDS | 691.00 | -0.08 % | +89.32 % | 11.52 % |
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% | +5.0 bp | -40.0 bp | ||||||
| 6 months | 13.300% | -5.0 bp | -53.0 bp | ||||||
| 1 year | 13.100% | -5.0 bp | -70.0 bp | 88.42 | +0.05 % | +0.63 % | |||
| 3 years | 11.647% | -64.4 bp | -65.5 bp | 71.86 | +1.74 % | +1.77 % | |||
| 5 years | 10.047% | -179.8 bp | -282.8 bp | 61.96 | +8.44 % | +13.52 % | |||
| 10 years | 9.808% | -161.7 bp | -288.1 bp | 39.23 | +15.72 % | +29.56 % | |||
| 14 years | 10.320% | -143.7 bp | -315.9 bp | 25.28 | +19.87 % | +48.44 % | |||
| 20 years | 11.717% | -94.4 bp | -190.8 bp | 10.90 | +18.22 % | +40.28 % | |||
10Y Bond Yield Spread - Pakistan vs Main Countries
The Pakistan 10Y Government Bond has a 9.808% 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 | 1029.0 bp | -174.4 | -294.4 | ||
| France 10Y | 983.1 bp | -188.7 | -312.0 | ||
| Japan 10Y | 980.6 bp | -176.8 | -303.6 | ||
| United Kingdom 10Y | 944.6 bp | -153.1 | -273.1 | ||
| Spain 10Y | 914.9 bp | -199.4 | -335.3 | ||
| United States 10Y | 913.5 bp | -112.7 | -191.4 | ||
| Canada 10Y | 911.4 bp | -118.1 | -222.7 | ||
| Australia 10Y | 906.0 bp | -166.9 | -267.2 | ||
| Italy 10Y | 829.7 bp | -204.2 | -352.7 | ||
| China 10Y | 713.6 bp | -149.4 | -239.8 | ||
| India 10Y | 367.0 bp | -138.4 | -236.2 | ||
| Russia 10Y | 305.3 bp | -190.2 | -260.6 | ||
| Brazil 10Y | 219.0 bp | -248.4 | -340.4 |
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 | 11.717% | 10.90 | 18.51 | 33.72 | 48.92 | 64.13 | 79.34 | |
| 14 years | 10.320% | 25.28 | 32.52 | 47.00 | 61.48 | 75.96 | 90.44 | |
| 10 years | 9.808% | 39.23 | 45.43 | 57.82 | 70.21 | 82.60 | 94.99 | |
| 5 years | 10.047% | 61.96 | 65.75 | 73.32 | 80.89 | 88.46 | 96.04 | |
| 3 years | 11.647% | 71.86 | 74.27 | 79.10 | 83.94 | 88.77 | 93.60 | |
| 1 year | 13.100% | 88.42 | 89.30 | 91.07 | 92.84 | 94.61 | 96.37 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||