Last Update: 25 Sep 2020 2:15 GMT+0
The Pakistan 10Y Government Bond has a 9.664% 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 483.04 and implied probability of default is 8.05%.
| 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 | 483.04 | +5.44 % | +0.82 % | +7.01 % | 8.05 % |
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 | -625.0 bp | ||||||
| 6 months | 7.200% | -10.0 bp | -610.0 bp | ||||||
| 1 year | 7.400% | 0.0 bp | -570.0 bp | 93.11 | 0.00 % | +5.30 % | |||
| 3 years | 7.873% | +11.1 bp | -377.4 bp | 79.66 | -0.31 % | +10.85 % | |||
| 5 years | 8.849% | +8.5 bp | -119.9 bp | 65.45 | -0.38 % | +5.63 % | |||
| 10 years | 9.664% | +28.6 bp | -14.4 bp | 39.75 | -2.57 % | +1.33 % | |||
| 14 years | 9.836% | +26.4 bp | -48.4 bp | 26.89 | -3.31 % | +6.37 % | |||
| 20 years | 10.293% | +4.6 bp | -142.4 bp | 14.09 | -0.84 % | +29.27 % | |||
10Y Bond Yield Spread - Pakistan vs Main Countries
The Pakistan 10Y Government Bond has a 9.664% 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 | 1017.1 bp | +35.1 | +8.5 | ||
| France 10Y | 989.9 bp | +37.6 | +29.7 | ||
| Japan 10Y | 965.8 bp | +31.0 | -10.5 | ||
| United Kingdom 10Y | 945.4 bp | +32.9 | +8.8 | ||
| Spain 10Y | 941.7 bp | +41.2 | +47.6 | ||
| Canada 10Y | 910.8 bp | +32.1 | +20.2 | ||
| United States 10Y | 898.7 bp | +29.7 | +4.8 | ||
| Australia 10Y | 879.2 bp | +33.5 | -8.2 | ||
| Italy 10Y | 878.5 bp | +49.6 | +50.0 | ||
| China 10Y | 655.1 bp | +23.3 | -54.7 | ||
| India 10Y | 367.2 bp | +45.1 | +16.8 | ||
| Russia 10Y | 338.4 bp | +21.6 | +77.6 | ||
| Brazil 10Y | 254.0 bp | -2.8 | +174.0 |
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 | 10.293% | 14.09 | 22.44 | 39.13 | 55.82 | 72.52 | 89.21 | |
| 14 years | 9.836% | 26.89 | 34.32 | 49.19 | 64.05 | 78.92 | 93.79 | |
| 10 years | 9.664% | 39.75 | 45.99 | 58.45 | 70.92 | 83.39 | 95.86 | |
| 5 years | 8.849% | 65.45 | 69.35 | 77.16 | 84.97 | 92.78 | 100.59 | |
| 3 years | 7.873% | 79.66 | 82.25 | 87.41 | 92.58 | 97.75 | 102.91 | |
| 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 | ||