Perù Government Bonds - Yields Curve

COUNTRY • SUMMARY
PERù
Last Update: 17 Jul 2024 2:15 GMT+0

The Perù 10-Year Government Bond currently offers a yield of 6.896%. This yield reflects the return investors can expect if they hold the bond until maturity. Government bond yields are critical indicators of economic confidence and investor sentiment.

The spread between Perù 10-Year and 2-Year government bonds is 171.5 basis points (bp). This spread is a measure of the difference in yields between long-term and short-term government debt. Long-term yields should be greater than short-term ones.
Current analysis: Normal Convexity in Long-Term vs Short-Term Maturities.

Perù Central Bank Rate stands at 5.75%, following the most recent adjustment in May 2024.

According to Standard & Poor's agency, the Perù credit rating is BBB-.

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Perù 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
2 years 5.181% -18.0 bp -19.1 bp 90.39 +0.34 % +0.37 % 16 Jul
5 years 5.505% -15.3 bp -9.6 bp 76.50 +0.74 % +0.46 % 17 Jul
10 years 6.896% -15.9 bp +31.0 bp 51.33 +1.50 % -2.86 % 17 Jul
15 years 7.205% -6.9 bp +50.6 bp 35.22 +0.97 % -6.85 % 16 Jul
20 years 7.225% -2.5 bp +42.0 bp 24.78 +0.49 % -7.54 % 16 Jul
30 years 7.300% +2.1 bp +70.0 bp 12.08 -0.58 % -17.82 % 16 Jul
Last Update: 17 Jul 2024 2:15 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).

If data are not all visible, swipe table left
Residual
Maturity
Yield Spread vs Bond Spread vs
Central Bank
Rate (5.75%)
2 years 5 years 10 years
30 years 7.300% 155.0 bp
10 years 6.896%
114.6 bp
5 years 5.505%
-24.5 bp
2 years 5.181%
-56.9 bp

Focusing on 2 years Government Bond:

If data are not all visible, swipe table left
5Y vs 2Y 32.4 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 171.5 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- -
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 5.75%
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Perù 10Y Bond Yield Spread

The Perù 10Y Government Bond has a 6.896% 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
Perù 10Y vs Current Spread Chg 1M Chg 6M Compare
Countries
vs Japan 10Y 586.1 bp -26.7 bp -12.7 bp
vs China 10Y 462.9 bp -15.2 bp +56.6 bp
vs Germany 10Y 447.6 bp -16.7 bp +17.3 bp
vs France 10Y 382.0 bp -7.1 bp +5.5 bp
vs Spain 10Y 369.9 bp -0.3 bp +36.3 bp
vs Canada 10Y 352.2 bp -19.3 bp +40.6 bp
vs Italy 10Y 318.2 bp +6.2 bp +51.4 bp
vs United Kingdom 10Y 281.1 bp -13.2 bp +24.3 bp
vs United States 10Y 273.7 bp -4.2 bp +25.8 bp
vs Australia 10Y 262.1 bp -24.6 bp +32.3 bp
vs India 10Y -7.0 bp -14.1 bp +50.7 bp
vs Brazil 10Y -496.4 bp +1.1 bp -86.8 bp
vs Russia 10Y -905.2 bp -97.7 bp -339.3 bp

Perù 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%
30 years 7.300% 12.08 24.12 48.21 72.30 96.39 120.47
20 years 7.225% 24.78 35.19 56.01 76.83 97.66 118.48
15 years 7.205% 35.22 44.21 62.19 80.17 98.16 116.14
10 years 6.896% 51.33 58.39 72.50 86.62 100.73 114.85
5 years 5.505% 76.50 80.77 89.30 97.84 106.38 114.92
2 years 5.181% 90.39 92.25 95.96 99.66 103.37 107.08
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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