Last Update: 16 Jul 2020 16:15 GMT+0
The Pakistan 10Y Government Bond has a 8.748% yield.
Central Bank Rate is 7.00% (last modification in June 2020).
The Pakistan credit rating is B-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 574.99 and implied probability of default is 9.58%.
| 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 | 7.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 574.99 | -0.17 % | -1.52 % | +65.31 % | 9.58 % |
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 | 6.750% | -145.0 bp | -665.0 bp | ||||||
| 6 months | 6.900% | -100.0 bp | -655.0 bp | ||||||
| 1 year | 6.700% | -110.0 bp | -645.0 bp | 93.72 | +1.03 % | +6.04 % | |||
| 3 years | 7.135% | -63.8 bp | -509.7 bp | 81.32 | +1.79 % | +14.96 % | |||
| 5 years | 7.979% | -4.8 bp | -353.3 bp | 68.12 | +0.22 % | +17.45 % | |||
| 10 years | 8.748% | +9.0 bp | -250.4 bp | 43.23 | -0.83 % | +25.56 % | |||
| 14 years | 9.068% | +3.5 bp | -255.6 bp | 29.66 | -0.47 % | +38.28 % | |||
| 20 years | 9.911% | -14.7 bp | -258.6 bp | 15.11 | +2.72 % | +59.22 % | |||
10Y Bond Yield Spread - Pakistan vs Main Countries
The Pakistan 10Y Government Bond has a 8.748% 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 | 921.6 bp | +12.8 | -225.8 | ||
| France 10Y | 890.3 bp | +19.5 | -231.1 | ||
| Japan 10Y | 873.8 bp | +9.4 | -250.3 | ||
| United Kingdom 10Y | 861.2 bp | +15.8 | -199.9 | ||
| Spain 10Y | 834.5 bp | +21.7 | -244.7 | ||
| Canada 10Y | 824.0 bp | +13.1 | -145.4 | ||
| United States 10Y | 814.3 bp | +22.6 | -130.0 | ||
| Australia 10Y | 787.4 bp | +14.3 | -218.5 | ||
| Italy 10Y | 750.5 bp | +20.2 | -233.4 | ||
| China 10Y | 571.0 bp | -9.5 | -239.4 | ||
| India 10Y | 293.5 bp | +12.3 | -171.9 | ||
| Russia 10Y | 290.8 bp | -16.5 | -213.4 | ||
| Brazil 10Y | 229.1 bp | +24.9 | -211.7 |
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 | 9.911% | 15.11 | 23.67 | 40.80 | 57.93 | 75.07 | 92.20 | |
| 14 years | 9.068% | 29.66 | 37.42 | 52.93 | 68.45 | 83.96 | 99.47 | |
| 10 years | 8.748% | 43.23 | 49.72 | 62.70 | 75.68 | 88.66 | 101.64 | |
| 5 years | 7.979% | 68.12 | 72.12 | 80.11 | 88.10 | 96.09 | 104.08 | |
| 3 years | 7.135% | 81.32 | 83.94 | 89.18 | 94.41 | 99.65 | 104.88 | |
| 1 year | 6.700% | 93.72 | 94.66 | 96.53 | 98.41 | 100.28 | 102.16 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||