COUNTRY •
PERù
Last Update: 28 Jun 2022 5:15 GMT+0
The Perù 10Y Government Bond has a 7.830% yield.
10 Years vs 2 Years bond spread is 183 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 5.50% (last modification in June 2022).
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 | 6.000% | +17.0 bp | +239.4 bp | 89.00 | -0.32 % | -4.47 % | 28 Jun | ||
5 years | 6.900% | +42.0 bp | +214.7 bp | 71.63 | -1.96 % | -9.65 % | 28 Jun | ||
10 years | 7.830% | +35.0 bp | +189.3 bp | 47.05 | -3.21 % | -16.24 % | 28 Jun | ||
15 years | 8.010% | +29.0 bp | +126.8 bp | 31.48 | -3.97 % | -16.23 % | 28 Jun | ||
20 years | 8.020% | +26.0 bp | +122.9 bp | 21.38 | -4.68 % | -20.43 % | 28 Jun | ||
30 years | 8.050% | +20.0 bp | +115.3 bp | 9.80 | -5.41 % | -27.51 % | 28 Jun |
Last Update: 28 Jun 2022 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 (5.50%) |
|||
---|---|---|---|---|---|---|
2 years | 5 years | 10 years | ||||
30 years | 8.050% | 255.0 bp | ||||
10 years | 7.830% | 233.0 bp | ||||
5 years | 6.900% | 140.0 bp | ||||
2 years | 6.000% | 50.0 bp |
Focusing on 2 years Government Bond:
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5Y vs 2Y | 90 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
10Y vs 2Y | 183 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
|
- |
Moody's Investors Service |
Baa1
|
- |
Fitch Ratings |
BBB
|
- |
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 | 5.50% |
Perù 10Y Bond Yield Spread
The Perù 10Y Government Bond has a 7.830% 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 | 760.1 bp | +34.4 bp | +172.3 bp | Compare | |
Germany 10Y | 628.7 bp | -21.7 bp | +11.4 bp | Compare | |
France 10Y | 575.5 bp | -23.1 bp | -5.1 bp | Compare | |
United Kingdom 10Y | 544.3 bp | -11.3 bp | +42.9 bp | Compare | |
Spain 10Y | 514.3 bp | -24.9 bp | -28.4 bp | Compare | |
China 10Y | 497.8 bp | +24.8 bp | +186.1 bp | Compare | |
United States 10Y | 464.9 bp | -8.8 bp | +19.6 bp | Compare | |
Canada 10Y | 444.9 bp | -24.1 bp | -1.2 bp | Compare | |
Italy 10Y | 421.1 bp | -37.3 bp | -63.1 bp | Compare | |
Australia 10Y | 408.8 bp | -14.3 bp | -26.2 bp | Compare | |
India 10Y | 38.3 bp | +25.3 bp | +92.4 bp | Compare | |
Russia 10Y | -83.0 bp | +120.0 bp | +164.8 bp | Compare | |
Brazil 10Y | -495.2 bp | +0.1 bp | -18.2 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 | 8.050% | 9.80 | 21.01 | 43.42 | 65.83 | 88.23 | 110.64 | ||
20 years | 8.020% | 21.38 | 31.18 | 50.79 | 70.39 | 90.00 | 109.61 | ||
15 years | 8.010% | 31.48 | 40.03 | 57.14 | 74.25 | 91.36 | 108.47 | ||
10 years | 7.830% | 47.05 | 53.82 | 67.34 | 80.86 | 94.39 | 107.91 | ||
5 years | 6.900% | 71.63 | 75.74 | 83.97 | 92.19 | 100.41 | 108.63 | ||
2 years | 6.000% | 89.00 | 90.83 | 94.50 | 98.17 | 101.83 | 105.50 | ||
Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |