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4/3/2019 Philippines Government Bonds - Yields Curve

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Bond Curve

Last Update: 3 Apr 2019 8:15 GMT+0

The Philippines 10Y Government Bond has a 5.830%


yield.

10 Years vs 2 Years bond spread is -2.3 bp.


Yield Curve is inverted in Long-Term vs Short-Term
Maturities

Central Bank Rate is 4.75%.

The Philippines rating is BBB, according to Standard &


Poor's agency.


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4/3/2019 Philippines Government Bonds - Yields Curve


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4/3/2019 Philippines Government Bonds - Yields Curve

Philippines Yield Curve - 3 Apr 2019


Philippines Government Bonds
10%

9%

8%

7%

6%

5%

4%

3%
2Y 4Y 6Y 8Y 10Y 12Y 14Y 16Y 18Y 20Y 2
Residual Maturity

Philippines (3 Apr 2019) 1M ago 6M ago


H

Yield Spread Curve Convexity


Comparison

2Y vs 1Y -12.1  Yield Curve is inverted in Short-Term Maturities


bp

5Y vs 2Y -16.7  Yield Curve is inverted in Mid-Term vs Short-Term


bp Maturities

10Y vs 2Y -2.3 bp  Yield Curve is inverted in Long-Term vs Short-Term


Maturities

Rating Agency Rating Outlook 


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4/3/2019 Philippines Government Bonds - Yields Curve

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 Yield ZC Price


Fx
Maturity Last Chg 1M Chg 6M Last Chg 1M Chg 6M

1 month 5.518% +8.5 bp +198.8 bp

3 months 5.698% +26.9 bp +118.7 bp

6 months 5.980% +6.5 bp +58.2 bp

1 year 5.974% -7.0 bp +30.0 bp 94.36 +0.06 % -0.29 % 

2 years 5.853% -25.1 bp -45.5 bp 89.25 +0.47 % +0.87 % 

3 years 5.915% -20.7 bp -62.5 bp 84.16 +0.59 % +1.78 % 

4 years 5.686% -46.4 bp -204.4 bp 80.15 +1.76 % +7.96 % 

5 years 5.686% -50.9 bp -223.2 bp 75.84 +2.43 % +11.01 % 

7 years 5.730% -58.7 bp -142.5 bp 67.70 +3.95 % +9.81 % 

10 years 5.830% -52.8 bp -159.0 bp 56.74 +5.09 % +16.08 % 

20 years 5.875% -75.6 bp -260.9 bp 31.93 +15.31 % +62.74 % 



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4/3/2019 Philippines Government Bonds - Yields Curve

Residual Yield ZC Price


Fx
Maturity Last Chg 1M Chg 6M Last Chg 1M Chg 6M

25 years 6.110% -54.0 bp -264.7 bp 22.70 +13.50 % +85.15 % 

10Y Bond Yield Spread - Philippines vs Main Countries

The Philippines 10Y Government Bond has a 5.830% 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.

Country Full
Philippines 10Y vs Current Spread Chg 1M Chg 6M
Comparison
Japan 10Y 587.6 bp  -49.2 -140.4 
Germany 10Y 583.1 bp  -33.8 -110.7 
France 10Y 543.2 bp  -34.6 -116.3 
United Kingdom 10Y 475.5 bp  -30.4 -107.9 
Spain 10Y 468.5 bp  -45.7 -118.9 
Canada 10Y 416.3 bp  -25.7 -72.7 
Australia 10Y 396.0 bp  -20.0 -82.0 
Italy 10Y 333.0 bp  -29.5 -77.2 
United States 10Y 331.1 bp  -28.8 -94.8 
China 10Y 260.1 bp  -56.2 -116.4 
India 10Y -144.4 bp  -24.6 -75.2 
Russia 10Y -259.0 bp  -52.8 -150.0 
Brazil 10Y -307.0 bp  -33.8 +87.0 


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4/3/2019 Philippines Government Bonds - Yields Curve

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 Bond Price - with different Coupon Rates


Yield
Maturity 0% 1% 3% 5% 7% 9%

25 years 6.110% 22.70 35.35 60.66 85.96 111.26 136.56

20 years 5.875% 31.93 43.51 66.69 89.86 113.04 136.21

10 years 5.830% 56.74 64.16 79.00 93.84 108.68 123.52

7 years 5.730% 67.70 73.34 84.61 95.89 107.16 118.43

5 years 5.686% 75.84 80.09 88.59 97.09 105.58 114.08

4 years 5.686% 80.15 83.65 90.63 97.61 104.59 111.57

3 years 5.915% 84.16 86.84 92.20 97.55 102.90 108.26

2 years 5.853% 89.25 91.08 94.76 98.43 102.11 105.78

1 year 5.974% 94.36 95.31 97.19 99.08 100.97 102.86

Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00


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Investing in Philippines Government Bonds


Initial investment: 1000 - Updated to 3 Apr 2019
5000

4000

Investment result
3000

2000

1000

0
1M 3M 6M 1Y 2Y 3Y 4Y 5Y 7Y 10Y 2
Investment Maturity
H

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