Last Update: 23 Aug 2019 4:15 GMT+0
The Pakistan 10Y Government Bond has a 13.771% yield.
Central Bank Rate is 13.25%.
The Pakistan rating is B-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 460.00 and implied probability of default is 7.67%.
| 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 | 460.00 | -2.24 % | +35.48 % | 7.67 % |
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 | 13.700% | -5.0 bp | +315.0 bp | ||||||
| 6 months | 13.900% | -10.0 bp | +325.0 bp | ||||||
| 1 year | 14.200% | +10.0 bp | +320.0 bp | 87.57 | -0.08 % | -2.80 % | |||
| 3 years | 13.351% | -44.7 bp | +85.1 bp | 68.66 | +1.18 % | -2.24 % | |||
| 5 years | 14.082% | -0.9 bp | +139.1 bp | 51.75 | +0.04 % | -5.94 % | |||
| 10 years | 13.771% | -33.8 bp | +70.5 bp | 27.52 | +2.99 % | -6.04 % | |||
| 14 years | 14.099% | -22.1 bp | +78.9 bp | 15.78 | +2.73 % | -9.26 % | |||
| 20 years | 14.214% | -22.0 bp | +75.1 bp | 7.01 | +4.01 % | -12.38 % | |||
10Y Bond Yield Spread - Pakistan vs Main Countries
The Pakistan 10Y Government Bond has a 13.771% 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 | 1441.2 bp | -4.5 | +143.5 | ||
| France 10Y | 1412.8 bp | -6.9 | +158.0 | ||
| Japan 10Y | 1400.9 bp | -24.6 | +90.3 | ||
| Spain 10Y | 1360.9 bp | -9.2 | +172.7 | ||
| United Kingdom 10Y | 1325.2 bp | -16.9 | +134.6 | ||
| Australia 10Y | 1279.3 bp | +0.4 | +180.8 | ||
| Canada 10Y | 1248.1 bp | -13.7 | +130.6 | ||
| Italy 10Y | 1246.6 bp | -4.0 | +227.5 | ||
| United States 10Y | 1213.4 bp | +9.7 | +172.2 | ||
| China 10Y | 1069.9 bp | -24.8 | +78.1 | ||
| India 10Y | 720.1 bp | -44.4 | +174.0 | ||
| Russia 10Y | 657.1 bp | -25.8 | +193.5 | ||
| Brazil 10Y | 655.6 bp | -32.3 | +242.0 |
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 | 14.214% | 7.01 | 13.55 | 26.64 | 39.72 | 52.80 | 65.89 | |
| 14 years | 14.099% | 15.78 | 21.75 | 33.70 | 45.65 | 57.59 | 69.54 | |
| 10 years | 13.771% | 27.52 | 32.79 | 43.31 | 53.84 | 64.36 | 74.89 | |
| 5 years | 14.082% | 51.75 | 55.18 | 62.03 | 68.88 | 75.73 | 82.59 | |
| 3 years | 13.351% | 68.66 | 71.01 | 75.70 | 80.40 | 85.09 | 89.79 | |
| 1 year | 14.200% | 87.57 | 88.44 | 90.19 | 91.94 | 93.70 | 95.45 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||