Last Update: 16 Dec 2019 1:15 GMT+0
The Pakistan 10Y Government Bond has a 11.239% yield.
Central Bank Rate is 13.25% (last modification in July 2019).
The Pakistan credit rating is B-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 420.00 and implied probability of default is 7.00%.
| 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 | 13.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Implied PD | |
|---|---|---|---|---|---|
| 5 Years CDS | 420.00 | 0.00 % | -3.45 % | 7.00 % |
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 | 13.450% | +5.0 bp | +70.0 bp | ||||||
| 6 months | 13.350% | -15.0 bp | +50.0 bp | ||||||
| 1 year | 13.100% | -15.0 bp | 0.0 bp | 88.42 | +0.14 % | 0.00 % | |||
| 3 years | 11.989% | -25.8 bp | -181.2 bp | 71.20 | +0.69 % | +4.94 % | |||
| 5 years | 11.393% | -34.9 bp | -125.9 bp | 58.31 | +1.59 % | +5.79 % | |||
| 10 years | 11.239% | -43.3 bp | -289.7 bp | 34.47 | +3.95 % | +29.34 % | |||
| 14 years | 11.636% | -34.8 bp | -268.4 bp | 21.42 | +4.49 % | +39.45 % | |||
| 20 years | 12.517% | -18.4 bp | -188.6 bp | 9.45 | +3.28 % | +39.38 % | |||
10Y Bond Yield Spread - Pakistan vs Main Countries
The Pakistan 10Y Government Bond has a 11.239% 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 | 1153.9 bp | -46.8 | -285.1 | ||
| Japan 10Y | 1126.2 bp | -47.0 | -300.4 | ||
| France 10Y | 1124.4 bp | -45.3 | -280.2 | ||
| Spain 10Y | 1083.6 bp | -39.8 | -280.1 | ||
| United Kingdom 10Y | 1045.4 bp | -49.2 | -283.2 | ||
| Australia 10Y | 1007.7 bp | -43.3 | -268.9 | ||
| Italy 10Y | 998.5 bp | -36.1 | -183.2 | ||
| Canada 10Y | 965.6 bp | -53.0 | -304.5 | ||
| United States 10Y | 940.1 bp | -43.5 | -265.1 | ||
| China 10Y | 802.1 bp | -38.1 | -283.6 | ||
| Russia 10Y | 488.9 bp | -33.3 | -158.7 | ||
| Brazil 10Y | 450.1 bp | -51.2 | -170.5 | ||
| India 10Y | 445.7 bp | -69.6 | -276.0 |
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 | 12.517% | 9.45 | 16.69 | 31.16 | 45.62 | 60.09 | 74.56 | |
| 14 years | 11.636% | 21.42 | 28.17 | 41.68 | 55.18 | 68.69 | 82.20 | |
| 10 years | 11.239% | 34.47 | 40.30 | 51.96 | 63.62 | 75.28 | 86.95 | |
| 5 years | 11.393% | 58.31 | 61.97 | 69.28 | 76.60 | 83.92 | 91.24 | |
| 3 years | 11.989% | 71.20 | 73.60 | 78.41 | 83.21 | 88.01 | 92.82 | |
| 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 | ||