The Perù 10Y Government Bond has a 6.916% yield.
10 Years vs 2 Years bond spread is 111.2 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 7.00% (last modification in November 2023).
The Perù credit rating is BBB, according to Standard & Poor's agency.
Perù Yield Curve
| Residual Maturity |
Yield | ZC Price | Last Change |
||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 2 years | 5.804% | -21.4 bp | -4.3 bp | 89.33 | +0.40 % | +0.08 % | 06 Dec | ||
| 5 years | 6.000% | -25.0 bp | -45.0 bp | 74.73 | +1.19 % | +2.15 % | 06 Dec | ||
| 10 years | 6.916% | -22.8 bp | -28.6 bp | 51.24 | +2.15 % | +2.71 % | 06 Dec | ||
| 15 years | 7.051% | -19.9 bp | -16.9 bp | 35.99 | +2.83 % | +2.42 % | 06 Dec | ||
| 20 years | 7.050% | -27.0 bp | -15.0 bp | 25.60 | +5.18 % | +2.85 % | 06 Dec | ||
| 30 years | 7.215% | -5.0 bp | +1.5 bp | 12.37 | +1.39 % | -0.40 % | 06 Dec | ||
| Last Update: 10 Dec 2023 0:15 GMT+0 | |||||||||
Perù 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).
| Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (7.00%) |
|||
|---|---|---|---|---|---|---|
| 2 years | 5 years | 10 years | ||||
| 30 years | 7.215% | 21.5 bp | ||||
| 10 years | 6.916% | -8.4 bp | ||||
| 5 years | 6.000% | -100.0 bp | ||||
| 2 years | 5.804% | -119.6 bp | ||||
Focusing on 2 years Government Bond:
| 5Y vs 2Y | 19.6 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 111.2 bp | Normal Convexity in Long-Term vs Short-Term Maturities |
Perù 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 Perù Credit Ratings History
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's | BBB | negative |
| Moody's Investors Service | Baa1 | negative |
| Fitch Ratings | BBB | negative |
| DBRS | N/A | - |
Perù 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 | 7.00% |
Perù 10Y Bond Yield Spread
The Perù 10Y Government Bond has a 6.916% yield.
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.
| Perù 10Y vs | Current Spread | Chg 1M | Chg 6M | Compare Countries |
|
|---|---|---|---|---|---|
| vs Japan 10Y | 614.9 bp | -15.3 bp | -62.9 bp | ||
| vs Germany 10Y | 465.4 bp | +22.3 bp | -17.3 bp | ||
| vs China 10Y | 421.8 bp | -26.1 bp | -28.0 bp | ||
| vs France 10Y | 409.9 bp | +25.2 bp | -18.6 bp | ||
| vs Spain 10Y | 363.7 bp | +25.8 bp | -21.2 bp | ||
| vs Canada 10Y | 351.5 bp | +24.5 bp | -28.6 bp | ||
| vs United Kingdom 10Y | 289.2 bp | +7.8 bp | -6.8 bp | ||
| vs Italy 10Y | 286.1 bp | +29.5 bp | -22.6 bp | ||
| vs United States 10Y | 268.7 bp | +17.0 bp | -77.2 bp | ||
| vs Australia 10Y | 256.2 bp | +5.0 bp | -70.1 bp | ||
| vs India 10Y | -35.0 bp | -19.4 bp | -51.3 bp | ||
| vs Brazil 10Y | -402.5 bp | +18.2 bp | -6.0 bp | ||
| vs Russia 10Y | -545.4 bp | -75.8 bp | -180.6 bp |
Perù Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates.
Click on for a forecast of the yield.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | ||||
| 30 years | 7.215% | 12.37 | 24.51 | 48.81 | 73.10 | 97.39 | 121.68 | ||
| 20 years | 7.050% | 25.60 | 36.15 | 57.26 | 78.37 | 99.47 | 120.58 | ||
| 15 years | 7.051% | 35.99 | 45.07 | 63.22 | 81.38 | 99.54 | 117.69 | ||
| 10 years | 6.916% | 51.24 | 58.29 | 72.39 | 86.49 | 100.59 | 114.69 | ||
| 5 years | 6.000% | 74.73 | 78.94 | 87.36 | 95.79 | 104.21 | 112.64 | ||
| 2 years | 5.804% | 89.33 | 91.17 | 94.85 | 98.52 | 102.20 | 105.88 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||
