Last Update: 22 Feb 2019 1:15 GMT+0
The Philippines 10Y Government Bond has a 6.379% yield.
10 Years vs 2 Years bond spread is 26.1 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities
Central Bank Rate is 4.75%.
The Philippines rating is BBB, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 6.5 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 6.7 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 26.1 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB
|
positive |
| Moody's Investors Service |
Baa2
|
- |
| Fitch Ratings |
BBB
|
- |
| DBRS |
-
|
- |
| Philippines Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 4.75% |
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 | ||||
| 1 month | 5.177% | -0.1 bp | +156.9 bp | ||||||
| 3 months | 5.754% | +34.5 bp | +262.4 bp | ||||||
| 6 months | 5.981% | +12.7 bp | +193.0 bp | ||||||
| 1 year | 6.053% | +5.3 bp | +121.9 bp | 94.29 | -0.05 % | -1.15 % | |||
| 2 years | 6.118% | -2.9 bp | +120.9 bp | 88.80 | +0.06 % | -2.27 % | |||
| 3 years | 6.142% | -6.0 bp | +114.5 bp | 83.63 | +0.18 % | -3.19 % | |||
| 4 years | 6.172% | -7.9 bp | +27.6 bp | 78.70 | +0.31 % | -1.03 % | |||
| 5 years | 6.185% | -11.1 bp | +31.8 bp | 74.08 | +0.53 % | -1.49 % | |||
| 7 years | 6.257% | -11.2 bp | +13.7 bp | 65.39 | +0.74 % | -0.89 % | |||
| 10 years | 6.379% | -7.9 bp | -5.1 bp | 53.88 | +0.75 % | +0.48 % | |||
| 20 years | 6.646% | -16.9 bp | -66.9 bp | 27.61 | +3.21 % | +13.30 % | |||
| 25 years | 6.700% | -17.0 bp | -32.5 bp | 19.76 | +4.05 % | +7.86 % | |||
10Y Bond Yield Spread - Philippines vs Main Countries
The Philippines 10Y Government Bond has a 6.379% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 641.6 bp | -3.8 | +8.0 | ||
| Germany 10Y | 625.5 bp | +2.5 | +16.5 | ||
| France 10Y | 583.4 bp | +1.5 | +9.2 | ||
| United Kingdom 10Y | 517.7 bp | +3.9 | +1.4 | ||
| Spain 10Y | 515.6 bp | +5.6 | +12.8 | ||
| Canada 10Y | 445.5 bp | -3.4 | +28.2 | ||
| Australia 10Y | 427.7 bp | +10.0 | +38.7 | ||
| United States 10Y | 369.1 bp | -2.1 | +8.0 | ||
| Italy 10Y | 352.2 bp | -15.6 | +15.5 | ||
| China 10Y | 321.7 bp | -11.1 | +43.3 | ||
| India 10Y | -116.5 bp | -9.0 | +23.2 | ||
| Russia 10Y | -206.1 bp | -23.9 | +12.9 | ||
| Brazil 10Y | -262.1 bp | -1.9 | +310.9 |
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 | 6.700% | 19.76 | 31.74 | 55.69 | 79.64 | 103.59 | 127.54 | |
| 20 years | 6.646% | 27.61 | 38.50 | 60.29 | 82.07 | 103.86 | 125.64 | |
| 10 years | 6.379% | 53.88 | 61.11 | 75.57 | 90.03 | 104.49 | 118.95 | |
| 7 years | 6.257% | 65.39 | 70.92 | 81.98 | 93.05 | 104.11 | 115.17 | |
| 5 years | 6.185% | 74.08 | 78.27 | 86.65 | 95.03 | 103.42 | 111.80 | |
| 4 years | 6.172% | 78.70 | 82.15 | 89.05 | 95.95 | 102.86 | 109.76 | |
| 3 years | 6.142% | 83.63 | 86.29 | 91.62 | 96.96 | 102.29 | 107.62 | |
| 2 years | 6.118% | 88.80 | 90.63 | 94.29 | 97.95 | 101.61 | 105.28 | |
| 1 year | 6.053% | 94.29 | 95.24 | 97.12 | 99.01 | 100.89 | 102.78 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||