Last Update: 22 Sep 2021 20:15 GMT+0

The Philippines 10Y Government Bond has a 4.378% yield.

10 Years vs 2 Years bond spread is 234.3 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

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%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 45 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 77.1 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 234.3 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
negative
DBRS
-
-
Philippines Credit Ratings History
Interest Rates
Central Bank Rate 2.00%
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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

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 1.060% +1.1 bp -11.6 bp
3 months 1.094% -1.6 bp -15.4 bp
6 months 1.388% -4.7 bp -12.2 bp
1 year 1.585% -0.9 bp -27.6 bp 98.44 +0.01 % +0.28 %
2 years 2.035% -0.8 bp -81.8 bp 96.05 +0.01 % +1.61 %
3 years 2.378% -2.0 bp -51.1 bp 93.19 +0.05 % +1.50 %
4 years 2.499% -4.7 bp -64.4 bp 90.60 +0.19 % +2.54 %
5 years 2.806% +11.3 bp -52.6 bp 87.08 -0.55 % +2.59 %
7 years 3.848% +4.2 bp -39.1 bp 76.77 -0.29 % +2.66 %
10 years 4.378% +19.5 bp -32.9 bp 65.15 -1.85 % +3.20 %
20 years 4.991% -2.1 bp -21.0 bp 37.75 +0.40 % +4.08 %

Philippines 10Y Bond Yield Spread

The Philippines 10Y Government Bond has a 4.378% 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. 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.

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Philippines 10Y vs Current Spread Chg 1M Chg 6M
Germany 10Y 470.5 bp +2.7 bp -31.1 bp Compare
France 10Y 437.1 bp +4.0 bp -39.3 bp Compare
Japan 10Y 434.6 bp +16.9 bp -28.4 bp Compare
Spain 10Y 406.6 bp +9.5 bp -30.4 bp Compare
Italy 10Y 371.4 bp +7.8 bp -34.8 bp Compare
United Kingdom 10Y 357.9 bp -7.8 bp -31.1 bp Compare
Canada 10Y 316.2 bp +12.2 bp +1.6 bp Compare
Australia 10Y 313.2 bp +1.8 bp +18.4 bp Compare
United States 10Y 307.1 bp +14.3 bp +5.9 bp Compare
China 10Y 149.6 bp +18.1 bp +4.5 bp Compare
India 10Y -176.0 bp +29.1 bp -28.7 bp Compare
Russia 10Y -278.2 bp -1.5 bp -37.4 bp Compare
Brazil 10Y -639.3 bp +0.6 bp -242.5 bp Compare

Philippines 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.

For each maturity, the current market yield is shown.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
20 years 4.991% 37.75 50.23 75.17 100.11 125.06 150.00
10 years 4.378% 65.15 73.11 89.03 104.95 120.87 136.79
7 years 3.848% 76.77 82.81 94.88 106.95 119.03 131.10
5 years 2.806% 87.08 91.68 100.89 110.10 119.31 128.52
4 years 2.499% 90.60 94.36 101.88 109.41 116.93 124.46
3 years 2.378% 93.19 96.06 101.78 107.51 113.23 118.96
2 years 2.035% 96.05 97.99 101.87 105.75 109.63 113.52
1 year 1.585% 98.44 99.42 101.39 103.36 105.33 107.30
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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