Last Update: 24 Nov 2020 3:15 GMT+0
The Philippines 10Y Government Bond has a 2.933% yield.
Central Bank Rate is 2.00% (last modification in November 2020).
The Philippines credit rating is BBB+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 57.35 and implied probability of default is 0.96%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB+
|
- |
| Moody's Investors Service |
Baa2
|
- |
| Fitch Ratings |
BBB
|
- |
| DBRS |
-
|
- |
| Philippines Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 2.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 57.35 | +9.24 % | +22.49 % | +19.01 % | 0.96 % |
Philippines 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 | 1.095% | -3.6 bp | -95.8 bp | ||||||
| 6 months | 1.500% | -8.8 bp | -65.5 bp | ||||||
| 1 year | 1.695% | -9.6 bp | -88.1 bp | 98.33 | +0.09 % | +0.86 % | |||
| 3 years | 2.113% | -18.0 bp | -68.9 bp | 93.92 | +0.54 % | +2.04 % | |||
| 4 years | 2.405% | -17.0 bp | -42.9 bp | 90.93 | +0.66 % | +1.69 % | |||
| 5 years | 2.728% | -7.6 bp | -14.0 bp | 87.41 | +0.37 % | +0.68 % | |||
| 7 years | 2.837% | -9.9 bp | -27.9 bp | 82.22 | +0.69 % | +1.92 % | |||
| 10 years | 2.933% | -9.0 bp | -37.8 bp | 74.90 | +0.89 % | +3.74 % | |||
| 20 years | 3.986% | -2.5 bp | +2.0 bp | 45.76 | +0.48 % | -0.39 % | |||
| 25 years | 3.772% | 0.0 bp | -59.1 bp | 39.63 | 0.00 % | +15.27 % | |||
10Y Bond Yield Spread - Philippines vs Main Countries
The Philippines 10Y Government Bond has a 2.933% 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.
| Philippines 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 351.3 bp | -8.8 | -29.1 | ||
| France 10Y | 327.9 bp | -5.0 | -6.8 | ||
| Japan 10Y | 291.4 bp | -7.2 | -40.8 | ||
| Spain 10Y | 286.7 bp | +3.6 | +25.2 | ||
| United Kingdom 10Y | 261.0 bp | -14.4 | -53.1 | ||
| Italy 10Y | 234.4 bp | +7.8 | +62.8 | ||
| Canada 10Y | 224.3 bp | -13.8 | -56.3 | ||
| United States 10Y | 206.5 bp | -11.7 | -58.9 | ||
| Australia 10Y | 203.3 bp | -15.4 | -40.4 | ||
| China 10Y | -38.1 bp | -20.2 | -108.3 | ||
| Russia 10Y | -286.7 bp | +9.0 | -70.8 | ||
| India 10Y | -296.7 bp | -14.6 | -31.7 | ||
| Brazil 10Y | -488.7 bp | -36.3 | -84.5 |
Philippines 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% | |||
| 25 years | 3.772% | 39.63 | 55.63 | 87.64 | 119.65 | 151.67 | 183.68 | |
| 20 years | 3.986% | 45.76 | 59.37 | 86.58 | 113.80 | 141.01 | 168.23 | |
| 10 years | 2.933% | 74.90 | 83.45 | 100.57 | 117.69 | 134.81 | 151.93 | |
| 7 years | 2.837% | 82.22 | 88.48 | 101.02 | 113.56 | 126.10 | 138.63 | |
| 5 years | 2.728% | 87.41 | 92.02 | 101.26 | 110.49 | 119.72 | 128.95 | |
| 4 years | 2.405% | 90.93 | 94.70 | 102.24 | 109.78 | 117.33 | 124.87 | |
| 3 years | 2.113% | 93.92 | 96.80 | 102.55 | 108.31 | 114.06 | 119.82 | |
| 1 year | 1.695% | 98.33 | 99.32 | 101.28 | 103.25 | 105.22 | 107.18 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||