Historical trend of pakistan 5 year CDS BPS
Pakistan 5 Year CDS – Historical Data
Pakistan 5 year CDS price is 505.92 (last update: 29 Sep 2020 22:00 GMT+0). This value represents an 8.43% implied probability of default, at a 40% recovery rate.
CDS value has changed +4.74% over the past week, +9.47% over the past month, +12.08% over the past year.
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Period change minimum limit max
1 week +4.74%
483.04
22 September 20
505.92
29 September 20
1 month +9.47%
444.16
9 September 20
505.92
29 September 20
6 months -26.84%
444.16
9 September 20
691.53
30 March 20
1 year +12.08%
350.00
31 December 19
691.53
30 March 20
Current CDS: 505.92
Last updated 29 September 2020 22:00 GMT+0
Historical material
Data Source: April 18, 2019 to September 29, 2020
Pakistan 5-Yr Sovereign CDS reached a high of 691.53 (March 30, 2020) and a low yield of 325.00 (July 30, 2019).
Historical Annual Limits
Data Source: April 18, 2019 to September 29, 2020
Pakistan 5-year CDS: Historical value range for each year.
A green candle means that the value change for the year is negative.
A red candle means the value change is positive over the year.
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Year CDS Change Min CDS Range Max
2020
September 29
505.92 +44.6%
350.00
January 1, 2020
691.53
March 30, 2020
2019
December 31
350.00 -13.1%
325.00
July 30, 2019
500.73
August 21, 2019
Current CDS: 505.92
Last updated 29 September 2020 22:00 GMT+0
Historical annual range
Data Source: 11 September 2016 to 18 November 2022
Pakistan 5-year government bond: historical yield range for each year.
A green candle means a negative change in yield for the year.
A red candle means a positive change in yield over the year.
If not all data is visible, swipe the table to the left.
Year Production Change Minimum Production Range Maximum
2022
November 18
13.686% +203.3 bp
10.875%
10 February 2022
13.805%
July 6, 2022
2021
December 31
11.653% +292.5 bp
8.628%
September 2, 2021
12.181%
December 9, 2021
2020
December 31
8.728% -261.8 bp
7.602%
May 5, 2020
12.029%
February 11, 2020
2019
December 31
11.345% -90.6 bp
11.345%
December 31, 2019
14.101%
July 17, 2019
2018
December 31
12.700% +581.0 bp
6.889%
January 15, 2018
12.702%
December 30, 2018
2017
December 31
7.550% +82.9 bp
6.448%
April 3, 2017
7.900%
May 9, 2017
2016
December 31
6.721% -0.2 bp
6.720%
November 30, 2016
7.701%
December 22, 2016
Pakistan 5 Year Bond Spread
Pakistan 5-year government bond yield is 13.686%. Click on the spread value for the historical series.
A positive spread, which is denoted, means that the yield on the 5-year bond is higher than the corresponding foreign bond. Instead, a negative spread is marked with a green circle.
Click on the values in the “Current Spread” column for a historical series of spreads.
Click the “Compare” button for a full comparison report between the two countries, with all available data.
Pakistan 5 Year Government Bond Prices
Price Simulation: 100 worth of bonds, with different coupon rates.
The highlighted column contains prices on current market yields. The second column refers to the hypothetical yield variation (100 bp = 1%).
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Coupon
Rate the bond price at different yields.
-100 bp -50 bp -25 bp 13.686% +25 bp +50 bp +100 bp
0% 55.04 53.83 53.24 52.66 52.08 51.52 50.40
1% 58.58 57.33 56.72 56.12 55.52 54.93 53.78
3% 65.67 64.34 63.68 63.04 62.40 61.77 60.53
5% 72.76 71.34 70.64 69.95 69.27 68.60 67.29
7% 79.85 78.34 77.60 76.87 76.15 75.44 74.04
9% 86.94 85.34 84.56 83.79 83.03 82.28 80.80
Pakistan Government Bonds
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Forecast of residual maturity yield
3 months 15.670%
6 months 15.800%
1 year 15.800%
3 years 14.550%
5 years 13.686%
10 years 13.276%
14 years 13.692%
20 years 13.586%
LONDON (Reuters) – The cost of insuring Pakistan’s sovereign debt against default fell by 13 basis points on Tuesday after the country’s Finance Minister Asad Umar said on Monday the government would hold talks with the International Monetary Fund this week. Will try to start.
Pakistan’s 5-year credit default swaps fell to 451 bps after closing at 464 bps on Monday, according to IHS Markit data.
A further rise in bond yields
Karachi:
Commercial banks have further hiked interest rates on fresh financing for the cash-strapped government, as demand for funds to meet budgetary outlays remains high while political uncertainty forces rulers to take tough decisions. stopped from
Cut-off yields on three- and five-year Pakistan Investment Bonds (PIBs) rose by 70 basis points (bps) and 24bps, respectively, even as the finance ministry chose to borrow 11 percent below target. Local research houses, citing data from the central bank, said it borrowed 89 billion rupees through bond auctions on Wednesday, against a target of 100 billion rupees.Where to find credit default swap rates
If the ministry had raised the target amount of Rs 100 billion or more, the cut-off yield would have gone up further. However, the government apparently rejected commercial banks’ bids for 10- and 15-year PIBs after they demanded significantly higher yields than expected. “Arif HabibLtd (AHL), Head of Research, Tahir Abbas, while talking to The Express Tribune, said that the government accepted the amount up to the cut-off production which was near and around the targets… it rejected the rest. billion against the auction target of Rs 100 billion, according to auction data. However, Abbas said the cut-off yield growth was not high, while lending was close to the target. It was the first auction of government debt securities after the central bank raised the key policy rate by 150bps to an 11-year high of 13.75% on Monday. The cut-off yield on long-term (three to 30 years) PIBs remained lower than that on short-term (three to 12 months) Treasury bills.CDS Pakistan Army
Auction results
The government has raised Rs 24 billion through the sale of three-year PIBs to commercial banks at a cut-off yield of 14 per cent. The amount was Rs 6 billion short of the target of Rs 30 billion, while the yield was 70bps higher than the previous auction held on April 28.Pakistan default risk
It borrowed another Rs 66 billion through five-year PIBs at a cut-off yield of 13.19 percent. This amount was Rs 41 billion higher than the target of Rs 25 billion while the yield was 24 bps higher than 12.95 bps in the previous auction. Banks did not bid for 20-year and 30-year PIBs. The yield of Pakistan’s US dollar-denominated bonds (Eurobond and Sukuk) has reached historic highs of 26-27% in the global market.Credit default swap rates by country
Similarly, the country’s risk of default, measured by credit default swaps (CDS), has risen to 16 percent, compared to the usual 3-4 percent. The increasing scarcity of foreign currency has led to an increase in yields and CDS, which are required to pay for imports and repay foreign debt.
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