Last Update: 24 Nov 2020 3:15 GMT+0
The Pakistan 10Y Government Bond has a 10.003% 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 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 | 7.00% |
| 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
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 | 7.150% | -5.0 bp | -125.0 bp | ||||||
| 6 months | 7.250% | -7.0 bp | -95.0 bp | ||||||
| 1 year | 7.400% | -5.0 bp | -35.0 bp | 93.11 | +0.04 % | +0.32 % | |||
| 3 years | 7.907% | -38.1 bp | +16.8 bp | 79.59 | +1.07 % | -0.46 % | |||
| 5 years | 8.840% | -38.0 bp | +100.1 bp | 65.47 | +1.76 % | -4.52 % | |||
| 10 years | 10.003% | -24.3 bp | +155.8 bp | 38.54 | +2.23 % | -13.30 % | |||
| 14 years | 10.122% | -28.1 bp | +137.5 bp | 25.93 | +3.64 % | -16.11 % | |||
| 20 years | 10.492% | -27.9 bp | +77.8 bp | 13.60 | +5.18 % | -13.15 % | |||
10Y Bond Yield Spread - Pakistan vs Main Countries
The Pakistan 10Y Government Bond has a 10.003% 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 | 1058.3 bp | -24.1 | +164.5 | ||
| France 10Y | 1034.9 bp | -20.3 | +186.8 | ||
| Japan 10Y | 998.4 bp | -22.5 | +152.8 | ||
| Spain 10Y | 993.7 bp | -11.7 | +218.8 | ||
| United Kingdom 10Y | 968.0 bp | -29.7 | +140.5 | ||
| Italy 10Y | 941.4 bp | -7.5 | +256.4 | ||
| Canada 10Y | 931.3 bp | -29.1 | +137.3 | ||
| United States 10Y | 913.5 bp | -27.0 | +134.7 | ||
| Australia 10Y | 910.3 bp | -30.7 | +153.2 | ||
| China 10Y | 668.9 bp | -35.5 | +85.3 | ||
| Russia 10Y | 420.3 bp | -6.3 | +122.8 | ||
| India 10Y | 410.3 bp | -29.9 | +161.9 | ||
| Brazil 10Y | 218.3 bp | -51.6 | +109.1 |
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 | 10.492% | 13.60 | 21.83 | 38.30 | 54.77 | 71.24 | 87.71 | |
| 14 years | 10.122% | 25.93 | 33.25 | 47.88 | 62.52 | 77.15 | 91.79 | |
| 10 years | 10.003% | 38.54 | 44.69 | 56.98 | 69.26 | 81.55 | 93.84 | |
| 5 years | 8.840% | 65.47 | 69.38 | 77.19 | 85.00 | 92.81 | 100.62 | |
| 3 years | 7.907% | 79.59 | 82.17 | 87.33 | 92.50 | 97.66 | 102.82 | |
| 1 year | 7.400% | 93.11 | 94.04 | 95.90 | 97.77 | 99.63 | 101.49 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||