Perù Government Bonds - Yields Curve

COUNTRY • SUMMARY
PERù
Last Update: 27 Apr 2024 2:15 GMT+0

The Perù 10Y Government Bond has a 7.373% yield.

10 Years vs 2 Years bond spread is 217.9 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 6.00% (last modification in April 2024).

The Perù credit rating is BBB-, according to Standard & Poor's agency.

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Perù Yield Curve

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 5.194% +5.4 bp -112.4 bp 90.37 -0.10 % +2.15 % 26 Apr
5 years 5.801% +12.1 bp -86.8 bp 75.43 -0.57 % +4.17 % 26 Apr
10 years 7.373% +12.9 bp -32.6 bp 49.10 -1.19 % +3.09 % 26 Apr
15 years 7.548% +18.5 bp -26.2 bp 33.57 -2.55 % +3.71 % 26 Apr
20 years 7.473% +13.1 bp -33.0 bp 23.66 -2.39 % +6.34 % 26 Apr
30 years 7.445% +25.3 bp -34.0 bp 11.60 -6.83 % +9.95 % 26 Apr
Last Update: 27 Apr 2024 2:15 GMT+0

Perù Yield 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).

If data are not all visible, swipe table left
Residual
Maturity
Yield Spread vs Bond Spread vs
Central Bank
Rate (6.00%)
2 years 5 years 10 years
30 years 7.445% 144.5 bp
10 years 7.373%
137.3 bp
5 years 5.801%
-19.9 bp
2 years 5.194%
-80.6 bp

Focusing on 2 years Government Bond:

If data are not all visible, swipe table left
5Y vs 2Y 60.7 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 217.9 bp Normal Convexity in Long-Term vs Short-Term Maturities

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- -
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 6.00%

Perù 10Y Bond Yield Spread

The Perù 10Y Government Bond has a 7.373% yield.

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 Compare
Countries
vs Japan 10Y 649.1 bp -4.2 bp -33.4 bp
vs China 10Y 516.8 bp +23.6 bp +20.4 bp
vs Germany 10Y 479.5 bp -15.9 bp -9.0 bp
vs France 10Y 430.4 bp -15.1 bp +4.5 bp
vs Spain 10Y 400.2 bp -11.0 bp +21.2 bp
vs Canada 10Y 352.2 bp -25.4 bp -16.2 bp
vs Italy 10Y 348.3 bp -14.6 bp +62.3 bp
vs United Kingdom 10Y 304.5 bp -26.7 bp -9.2 bp
vs Australia 10Y 283.3 bp -41.9 bp -5.3 bp
vs United States 10Y 271.0 bp -34.6 bp -15.1 bp
vs India 10Y 17.4 bp +0.2 bp -17.4 bp
vs Brazil 10Y -421.4 bp -53.6 bp -42.5 bp
vs Russia 10Y -705.7 bp -54.1 bp -226.6 bp

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.
If data are not all visible, swipe table left
Residual
Maturity
Yield Bond Price - with different Coupon Rates Fx
0% 1% 3% 5% 7% 9%
30 years 7.445% 11.60 23.47 47.22 70.97 94.72 118.46
20 years 7.473% 23.66 33.88 54.31 74.74 95.17 115.60
15 years 7.548% 33.57 42.37 59.97 77.58 95.18 112.78
10 years 7.373% 49.10 56.00 69.81 83.62 97.42 111.23
5 years 5.801% 75.43 79.67 88.14 96.61 105.08 113.55
2 years 5.194% 90.37 92.22 95.93 99.64 103.35 107.06
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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