Last Update: 18 Apr 2019 20:15 GMT+0

The China 10Y Government Bond has a 3.386% yield.

10 Years vs 2 Years bond spread is 44 bp.
Normal Convexity in Long-Term vs Short-Term Maturities

Central Bank Rate is 4.35%.

The China rating is A+, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 40.21 and implied probability of default is 0.67%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 24.6 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 29.1 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 44 bp Normal Convexity in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
A+
-
Moody's Investors Service
A1
-
Fitch Ratings
A+
-
DBRS
A (high)
negative
China Credit Ratings History
Interest Rates
Central Bank Rate 4.35%
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Credit Default Swap CDS Value Var % 1W Var % 1M Implied PD
5 Years CDS 40.21 -6.52 % -10.02 % 0.67 %

China 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.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 year 2.700% +28.0 bp -19.0 bp 97.37 -0.28 % +0.19 %
2 years 2.946% +14.9 bp -23.2 bp 94.36 -0.29 % +0.46 %
3 years 3.060% +26.2 bp -15.5 bp 91.35 -0.76 % +0.45 %
5 years 3.237% +19.4 bp -16.8 bp 85.28 -0.93 % +0.83 %
7 years 3.440% +25.3 bp -15.5 bp 78.92 -1.69 % +1.05 %
10 years 3.386% +23.3 bp -19.2 bp 71.68 -2.22 % +1.88 %
15 years 3.702% +21.7 bp -21.7 bp 57.97 -3.09 % +3.19 %
20 years 3.725% +22.0 bp -22.6 bp 48.12 -4.16 % +4.45 %
30 years 3.966% +21.8 bp -22.0 bp 31.14 -6.09 % +6.57 %

10Y Bond Yield Spread - China vs Main Countries

The China 10Y Government Bond has a 3.386% 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.

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China 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Japan 10Y 341.6 bp +22.7 -0.8
Germany 10Y 336.0 bp +29.2 +19.0
France 10Y 302.0 bp +32.1 +25.1
Spain 10Y 232.5 bp +33.9 +48.0
United Kingdom 10Y 219.7 bp +23.9 +16.0
Canada 10Y 162.0 bp +18.3 +54.2
Australia 10Y 146.1 bp +28.3 +60.5
United States 10Y 82.6 bp +27.8 +42.9
Italy 10Y 77.4 bp +8.3 +93.4
India 10Y -403.4 bp +29.3 +29.7
Russia 10Y -485.4 bp +30.3 +17.8
Brazil 10Y -557.4 bp +8.3 +126.8

China 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.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
30 years 3.966% 31.14 48.50 83.23 117.95 152.68 187.41
20 years 3.725% 48.12 62.05 89.90 117.76 145.61 173.47
15 years 3.702% 57.97 69.32 92.03 114.74 137.44 160.15
10 years 3.386% 71.68 80.04 96.77 113.50 130.23 146.96
7 years 3.440% 78.92 85.05 97.30 109.56 121.82 134.07
5 years 3.237% 85.28 89.82 98.92 108.02 117.12 126.22
3 years 3.060% 91.35 94.18 99.83 105.48 111.13 116.78
2 years 2.946% 94.36 96.27 100.10 103.93 107.76 111.59
1 year 2.700% 97.37 98.34 100.29 102.24 104.19 106.13
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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