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Filled skutterudite compounds with the general formula \textit{RT}_{4}\textit{X}_{12} (\textit{R} = rare-earth metal, actinide, etc., \textit{T} = Fe, Ru, and Os, \textit{X} = P, As, and Sb) crystallize with a body-centered cubic structure of the space group \textit{Im}-3 (\textit{T}^{5}_{h}, No. 204) [1]. The compounds have revealed a wide variety of strongly correlated electron behaviors, such as unconventional superconductivity, anomalous metal-insulator transition and multipole ordering [2]. The filled skutterudite compounds containing light rare earths, especially Pr-based and Sm-based compounds, have been actively studied. However, few studies were reported for the compounds containing heavy rare earths due to difficulties of sample preparation so far. We have succeeded in several heavy rare-earth filled skutterudite by a high-pressure synthesis method. The compound DyRu_{4}P_{12} prepared under high pressure exhibits an anomaly due to an antiferromagnetic-like transition at 15 K with an upturn of resistivity due to Fermi surface instability [3]. In this study, the magnetic phase diagram of the compound was investigated in detail. An analysis of crystal electric field ground state and the phase diagram suggest that the low temperature magnetic phase of DyRu_{4}P_{12} is due to the coupling between the multipole moment and the dipole moment.
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