Last Update: 16 Dec 2019 3:15 GMT+0

The Philippines 10Y Government Bond has a 4.600% yield.

10 Years vs 2 Years bond spread is 82.9 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 4.00% (last modification in September 2019).

The Philippines credit rating is BBB+, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 37.59 and implied probability of default is 0.63%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 31.4 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 36.5 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 82.9 bp Normal Convexity in Long-Term vs Short-Term Maturities
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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 4.00%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 37.59 -5.84 % -7.71 % -54.36 % 0.63 %

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.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 month 3.159% +0.3 bp -134.6 bp
3 months 3.228% +1.8 bp -137.8 bp
6 months 3.376% +3.7 bp -144.9 bp
1 year 3.457% -2.5 bp -156.3 bp 96.66 +0.02 % +1.51 %
2 years 3.771% -21.6 bp -131.2 bp 92.86 +0.41 % +2.54 %
3 years 3.860% -17.8 bp -127.8 bp 89.26 +0.52 % +3.74 %
4 years 3.979% -20.3 bp -120.9 bp 85.55 +0.79 % +4.74 %
5 years 4.136% -8.0 bp -106.1 bp 81.66 +0.39 % +5.20 %
7 years 4.448% -12.8 bp -75.2 bp 73.74 +0.86 % +5.15 %
10 years 4.600% -13.5 bp -67.7 bp 63.78 +1.30 % +6.66 %
20 years 5.275% +4.9 bp -12.5 bp 35.77 -0.91 % +2.40 %
25 years 5.325% +8.2 bp -9.9 bp 27.33 -1.94 % +2.36 %

10Y Bond Yield Spread - Philippines vs Main Countries

The Philippines 10Y Government Bond has a 4.600% 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.

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Philippines 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Germany 10Y 490.0 bp -17.0 -63.1
Japan 10Y 462.2 bp -17.3 -78.5
France 10Y 460.5 bp -15.5 -58.2
Spain 10Y 419.7 bp -10.0 -58.1
United Kingdom 10Y 381.5 bp -19.4 -61.2
Australia 10Y 343.2 bp -14.1 -47.5
Italy 10Y 334.6 bp -6.3 +38.8
Canada 10Y 301.7 bp -23.2 -82.5
United States 10Y 276.2 bp -13.7 -43.1
China 10Y 138.1 bp -8.4 -61.7
Russia 10Y -175.0 bp -3.5 +63.3
Brazil 10Y -213.8 bp -21.4 +51.5
India 10Y -218.2 bp -39.8 -54.0

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.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
25 years 5.325% 27.33 40.98 68.27 95.57 122.86 150.15
20 years 5.275% 35.77 47.94 72.30 96.65 121.00 145.36
10 years 4.600% 63.78 71.65 87.40 103.15 118.90 134.65
7 years 4.448% 73.74 79.64 91.45 103.26 115.07 126.87
5 years 4.136% 81.66 86.09 94.96 103.83 112.70 121.57
4 years 3.979% 85.55 89.18 96.44 103.71 110.97 118.23
3 years 3.860% 89.26 92.04 97.61 103.17 108.74 114.30
2 years 3.771% 92.86 94.76 98.54 102.33 106.11 109.89
1 year 3.457% 96.66 97.63 99.56 101.49 103.42 105.36
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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