COUNTRY • PAKISTAN
Last Update: 26 Jun 2022 2:15 GMT+0

The Pakistan 10Y Government Bond has a 13.091% yield.

Central Bank Rate is 13.75% (last modification in May 2022).

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%.

If data are not all visible, swipe table left
Residual
Maturity
Yield ZC Price Last
Change
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 14.650% +5.0 bp +735.0 bp 24 Jun
6 months 15.150% +50.0 bp +758.0 bp 24 Jun
1 year 15.300% +55.0 bp +740.0 bp 86.73 -0.48 % -6.42 % 24 Jun
3 years 13.726% -23.6 bp +245.9 bp 67.99 +0.64 % -6.34 % 24 Jun
5 years 13.159% -17.4 bp +149.8 bp 53.90 +0.79 % -6.44 % 24 Jun
10 years 13.091% -23.7 bp +117.6 bp 29.22 +2.10 % -9.93 % 24 Jun
14 years 13.667% -15.4 bp +166.0 bp 16.64 +1.90 % -18.59 % 24 Jun
20 years 13.562% -17.9 bp +103.6 bp 7.86 +3.29 % -16.74 % 24 Jun
Last Update: 26 Jun 2022 2:15 GMT+0

Pakistan Yield Curve Analysis

Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases. For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive. If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
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Residual
Maturity
Yield Spread vs Bond Spread vs
Central Bank
Rate (13.75%)
3 months 1 year 5 years
10 years 13.091% -65.9 bp
5 years 13.159%
-59.1 bp
1 year 15.300%
155.0 bp
3 months 14.650%
90.0 bp

Pakistan Credit Ratings

A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation). For a deeper analysis of credit ratings, click here Pakistan Credit Ratings History
Rating Agency Rating Outlook
Standard & Poor's
B-
-
Moody's Investors Service
B3
negative
Fitch Ratings
B-
-
DBRS
-
-

Pakistan Interest Rates

A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
Interest Rates Value
Central Bank Rate 13.75%

Pakistan Credit Default Swaps

The term credit default swap (CDS) refers to a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who agrees to reimburse the lender in the case the borrower defaults.
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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 %
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

Pakistan 10Y Bond Yield Spread

The Pakistan 10Y Government Bond has a 13.091% yield. Click on Spread value for the historical serie.

A positive spread, marked by , 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.
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Pakistan 10Y vs Current Spread Chg 1M Chg 6M
Japan 10Y 1286.8 bp -22.0 bp +101.2 bp Compare
Germany 10Y 1165.0 bp -69.2 bp -51.9 bp Compare
France 10Y 1112.7 bp -69.9 bp -67.0 bp Compare
United Kingdom 10Y 1078.8 bp -55.5 bp -20.5 bp Compare
Spain 10Y 1053.5 bp -75.0 bp -86.3 bp Compare
China 10Y 1029.0 bp -27.8 bp +121.9 bp Compare
United States 10Y 995.7 bp -62.9 bp -46.5 bp Compare
Canada 10Y 975.8 bp -75.9 bp -68.1 bp Compare
Italy 10Y 952.2 bp -91.2 bp -127.2 bp Compare
Australia 10Y 938.3 bp -70.1 bp -93.8 bp Compare
India 10Y 564.7 bp -38.7 bp +19.4 bp Compare
Russia 10Y 438.1 bp +57.3 bp +88.6 bp Compare
Brazil 10Y 42.3 bp -51.0 bp -125.1 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.
Click on for a forecast of the yield.
If data are not all visible, swipe table left
Residual
Maturity
Yield Bond Price - with different Coupon Rates Fx
0% 1% 3% 5% 7% 9%
20 years 13.562% 7.86 14.65 28.24 41.83 55.42 69.01
14 years 13.667% 16.64 22.74 34.94 47.14 59.33 71.53
10 years 13.091% 29.22 34.63 45.44 56.26 67.07 77.88
5 years 13.159% 53.90 57.40 64.41 71.41 78.42 85.43
3 years 13.726% 67.99 70.32 74.98 79.65 84.31 88.98
1 year 15.300% 86.73 87.60 89.33 91.07 92.80 94.54
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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