COUNTRY •
PERù
Last Update: 30 Mar 2023 5:15 GMT+0
The Perù 10Y Government Bond has a 7.552% yield.
10 Years vs 2 Years bond spread is 93.1 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 7.75% (last modification in January 2023).
The Perù credit rating is BBB, according to Standard & Poor's agency.
If data are not all visible, swipe table left
Residual Maturity |
Yield | ZC Price | Last Change |
||||||
---|---|---|---|---|---|---|---|---|---|
Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
2 years | 6.621% | -24.7 bp | -2.9 bp | 87.97 | +0.47 % | +0.06 % | 29 Mar | ||
5 years | 6.896% | -63.9 bp | -24.4 bp | 71.65 | +3.03 % | +1.16 % | 29 Mar | ||
10 years | 7.552% | -46.3 bp | -119.8 bp | 48.29 | +4.39 % | +11.73 % | 29 Mar | ||
15 years | 7.645% | -45.1 bp | -122.5 bp | 33.12 | +6.46 % | +18.50 % | 29 Mar | ||
20 years | 7.655% | -34.0 bp | -114.5 bp | 22.87 | +6.52 % | +23.55 % | 29 Mar | ||
30 years | 7.675% | -49.5 bp | -115.5 bp | 10.88 | +14.77 % | +37.72 % | 29 Mar |
Last Update: 30 Mar 2023 5:15 GMT+0
Perù Yield Curve Analysis
Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases.
For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive.
If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
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Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (7.75%) |
|||
---|---|---|---|---|---|---|
2 years | 5 years | 10 years | ||||
30 years | 7.675% | -7.5 bp | ||||
10 years | 7.552% | -19.8 bp | ||||
5 years | 6.896% | -85.4 bp | ||||
2 years | 6.621% | -112.9 bp |
Focusing on 2 years Government Bond:
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5Y vs 2Y | 27.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
10Y vs 2Y | 93.1 bp | Normal Convexity in Long-Term vs Short-Term Maturities |
Readings that may interest you
Perù Credit Ratings
A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation).
For a deeper analysis of credit ratings, click here
Perù Credit Ratings History
Rating Agency | Rating | Outlook |
---|---|---|
Standard & Poor's |
BBB
|
negative |
Moody's Investors Service |
Baa1
|
negative |
Fitch Ratings |
BBB
|
negative |
DBRS |
N/A
|
- |
Perù Interest Rates
A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
Interest Rates | Value | |
---|---|---|
Central Bank Rate | 7.75% |
Perù 10Y Bond Yield Spread
The Perù 10Y Government Bond has a 7.552% yield. Click on Spread value for the historical serie.
A positive spread, marked by
, means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
If data are not all visible, swipe table left
Perù 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
---|---|---|---|---|---|
Japan 10Y | 723.2 bp | -28.2 bp | -127.5 bp | Compare | |
Germany 10Y | 520.1 bp | -6.5 bp | -143.1 bp | Compare | |
France 10Y | 469.0 bp | -9.8 bp | -132.7 bp | Compare | |
China 10Y | 467.6 bp | -39.5 bp | -129.2 bp | Compare | |
Canada 10Y | 459.4 bp | +8.2 bp | -98.6 bp | Compare | |
Australia 10Y | 419.8 bp | +11.7 bp | -64.3 bp | Compare | |
Spain 10Y | 416.4 bp | -6.3 bp | -127.9 bp | Compare | |
United Kingdom 10Y | 402.0 bp | -5.1 bp | -64.7 bp | Compare | |
United States 10Y | 399.4 bp | +4.2 bp | -91.9 bp | Compare | |
Italy 10Y | 334.0 bp | -5.6 bp | -90.3 bp | Compare | |
India 10Y | 25.6 bp | -32.9 bp | -109.6 bp | Compare | |
Russia 10Y | -273.8 bp | +24.7 bp | -124.8 bp | Compare | |
Brazil 10Y | -552.8 bp | -0.8 bp | -231.5 bp | Compare |
Perù Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
Click on
for a forecast of the yield.
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Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
---|---|---|---|---|---|---|---|---|---|
0% | 1% | 3% | 5% | 7% | 9% | ||||
30 years | 7.675% | 10.88 | 22.49 | 45.71 | 68.94 | 92.16 | 115.39 | ||
20 years | 7.655% | 22.87 | 32.95 | 53.10 | 73.25 | 93.40 | 113.55 | ||
15 years | 7.645% | 33.12 | 41.87 | 59.36 | 76.86 | 94.36 | 111.85 | ||
10 years | 7.552% | 48.29 | 55.13 | 68.83 | 82.52 | 96.22 | 109.92 | ||
5 years | 6.896% | 71.65 | 75.76 | 83.98 | 92.20 | 100.43 | 108.65 | ||
2 years | 6.621% | 87.97 | 89.78 | 93.42 | 97.05 | 100.69 | 104.32 | ||
Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |