Bangladesh Government Bonds - Yields Curve

COUNTRY • SUMMARY
BANGLADESH
Last Update: 5 Mar 2024 0:15 GMT+0

The Bangladesh 10Y Government Bond has a 12.360% yield.

10 Years vs 2 Years bond spread is 27.5 bp.
Yield Curve is flat in Long-Term vs Short-Term Maturities.

Central Bank Rate is 6.50% (last modification in September 2023).

The Bangladesh credit rating is BB-, according to Standard & Poor's agency.

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Bangladesh Yield Curve

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
3 months 11.855% -0.5 bp +529.0 bp 04 Mar
6 months 11.735% -1.0 bp +443.0 bp 04 Mar
1 year 11.560% -5.5 bp +404.5 bp 89.64 +0.06 % -3.62 % 04 Mar
2 years 12.085% +14.5 bp +379.0 bp 79.60 -0.25 % -6.65 % 04 Mar
5 years 12.250% +15.5 bp +388.0 bp 56.11 -0.69 % -16.13 % 04 Mar
10 years 12.360% +10.5 bp +385.5 bp 31.18 -0.92 % -29.47 % 04 Mar
15 years 12.465% +10.0 bp +362.0 bp 17.17 -1.32 % -38.79 % 04 Mar
20 years 12.575% +15.0 bp +363.0 bp 9.36 -2.60 % -48.06 % 04 Mar
Last Update: 5 Mar 2024 0:15 GMT+0

Bangladesh Yield 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).

If data are not all visible, swipe table left
Residual
Maturity
Yield Spread vs Bond Spread vs
Central Bank
Rate (6.50%)
3 months 1 year 2 years 5 years
10 years 12.360% 586.0 bp
5 years 12.250%
575.0 bp
2 years 12.085%
558.5 bp
1 year 11.560%
506.0 bp
3 months 11.855%
535.5 bp

Focusing on 2 years Government Bond:

If data are not all visible, swipe table left
2Y vs 1Y 52.5 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 16.5 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 27.5 bp Yield Curve is flat in Long-Term vs Short-Term Maturities

Bangladesh 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 Bangladesh Credit Ratings History

Rating Agency Rating Outlook
Standard & Poor's BB- negative
Moody's Investors Service B1 -
Fitch Ratings BB- negative
DBRS - -

Bangladesh 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 6.50%

Bangladesh 10Y Bond Yield Spread

The Bangladesh 10Y Government Bond has a 12.360% yield.

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
Bangladesh 10Y vs Current Spread Chg 1M Chg 6M Compare
Countries
vs Japan 10Y 1164.4 bp +10.5 bp +378.8 bp
vs China 10Y 999.6 bp +15.5 bp +414.8 bp
vs Germany 10Y 996.5 bp +2.5 bp +408.0 bp
vs France 10Y 949.8 bp +5.9 bp +414.1 bp
vs Spain 10Y 909.7 bp +6.9 bp +426.0 bp
vs Canada 10Y 888.3 bp +16.1 bp +410.5 bp
vs Italy 10Y 854.6 bp +16.3 bp +438.4 bp
vs Australia 10Y 824.2 bp +16.9 bp +391.0 bp
vs United Kingdom 10Y 819.3 bp -6.7 bp +423.8 bp
vs United States 10Y 813.8 bp +5.2 bp +389.3 bp
vs India 10Y 530.0 bp +13.6 bp +400.1 bp
vs Brazil 10Y 165.5 bp +6.1 bp +435.5 bp
vs Russia 10Y -65.0 bp -53.5 bp +301.5 bp

Bangladesh 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%
20 years 12.575% 9.36 16.57 30.98 45.40 59.81 74.23
15 years 12.465% 17.17 23.81 37.10 50.39 63.68 76.97
10 years 12.360% 31.18 36.75 47.88 59.02 70.16 81.29
5 years 12.250% 56.11 59.70 66.86 74.03 81.19 88.36
2 years 12.085% 79.60 81.29 84.66 88.04 91.42 94.79
1 year 11.560% 89.64 90.53 92.33 94.12 95.91 97.71
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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