COUNTRY •
PERù
Last Update: 27 Sep 2023 2:15 GMT+0
The Perù 10Y Government Bond has a 7.317% yield.
10 Years vs 2 Years bond spread is 97 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 7.50% (last modification in September 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 | 6.347% | +24.9 bp | -22.1 bp | 88.42 | -0.47 % | +0.42 % | 26 Sep | ||
5 years | 6.005% | +0.5 bp | -86.1 bp | 74.71 | -0.03 % | +4.13 % | 26 Sep | ||
10 years | 7.317% | +34.2 bp | -17.7 bp | 49.35 | -3.14 % | +1.65 % | 26 Sep | ||
15 years | 7.377% | +27.0 bp | -21.3 bp | 34.38 | -3.72 % | +3.00 % | 26 Sep | ||
20 years | 7.200% | +13.5 bp | -36.0 bp | 24.89 | -2.51 % | +6.92 % | 26 Sep | ||
30 years | 7.200% | +12.1 bp | -50.1 bp | 12.42 | -3.35 % | +15.00 % | 26 Sep |
Last Update: 27 Sep 2023 2:15 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).
If data are not all visible, swipe table left
Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (7.50%) |
|||
---|---|---|---|---|---|---|
2 years | 5 years | 10 years | ||||
30 years | 7.200% | -30.0 bp | ||||
10 years | 7.317% | -18.3 bp | ||||
5 years | 6.005% | -149.5 bp | ||||
2 years | 6.347% | -115.3 bp |
Focusing on 2 years Government Bond:
If data are not all visible, swipe table left
5Y vs 2Y | -34.2 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
10Y vs 2Y | 97 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 | 7.50% |
Perù 10Y Bond Yield Spread
The Perù 10Y Government Bond has a 7.317% 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 | 659.5 bp | +27.1 bp | -60.0 bp | Compare | |
China 10Y | 459.0 bp | +19.7 bp | -3.0 bp | Compare | |
Germany 10Y | 445.9 bp | +4.0 bp | -81.2 bp | Compare | |
France 10Y | 389.8 bp | +1.2 bp | -82.7 bp | Compare | |
Spain 10Y | 335.6 bp | -4.0 bp | -83.0 bp | Compare | |
Canada 10Y | 318.8 bp | -5.0 bp | -138.6 bp | Compare | |
United Kingdom 10Y | 294.2 bp | +41.0 bp | -116.9 bp | Compare | |
Australia 10Y | 284.8 bp | +1.5 bp | -134.9 bp | Compare | |
United States 10Y | 269.9 bp | -3.1 bp | -125.2 bp | Compare | |
Italy 10Y | 253.1 bp | -21.2 bp | -88.2 bp | Compare | |
India 10Y | 14.3 bp | +37.4 bp | -3.9 bp | Compare | |
Brazil 10Y | -445.7 bp | -32.0 bp | +98.8 bp | Compare | |
Russia 10Y | -541.3 bp | -44.8 bp | -261.7 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.
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 | 7.200% | 12.42 | 24.58 | 48.91 | 73.24 | 97.57 | 121.89 | ||
20 years | 7.200% | 24.89 | 35.33 | 56.19 | 77.05 | 97.91 | 118.78 | ||
15 years | 7.377% | 34.38 | 43.28 | 61.07 | 78.86 | 96.65 | 114.44 | ||
10 years | 7.317% | 49.35 | 56.27 | 70.12 | 83.96 | 97.81 | 111.65 | ||
5 years | 6.005% | 74.71 | 78.92 | 87.34 | 95.77 | 104.19 | 112.61 | ||
2 years | 6.347% | 88.42 | 90.24 | 93.89 | 97.54 | 101.19 | 104.84 | ||
Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |