Last Update: 23 Aug 2019 4:15 GMT+0

The China 10Y Government Bond has a 3.072% yield.

10 Years vs 2 Years bond spread is 41.4 bp.
Normal Convexity in Long-Term vs Short-Term Maturities

Central Bank Rate is 4.25%.

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

Current 5-Years Credit Default Swap quotation is 46.04 and implied probability of default is 0.77%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 10.8 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 28.1 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 41.4 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 4.25%
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Credit Default Swap CDS Value Var % 1W Var % 1M Implied PD
5 Years CDS 46.04 -11.30 % +10.69 % 0.77 %

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 2.550% -6.7 bp +21.7 bp 97.51 +0.06 % -0.21 %
2 years 2.658% -12.5 bp +5.6 bp 94.89 +0.24 % -0.11 %
3 years 2.820% -5.2 bp +13.8 bp 92.00 +0.15 % -0.40 %
5 years 2.939% -6.0 bp +1.6 bp 86.52 +0.29 % -0.07 %
7 years 3.113% -8.0 bp +1.0 bp 80.69 +0.55 % -0.06 %
10 years 3.072% -9.0 bp -7.6 bp 73.89 +0.87 % +0.74 %
15 years 3.392% -14.2 bp -6.0 bp 60.63 +2.07 % +0.87 %
20 years 3.461% -9.8 bp +8.3 bp 50.64 +1.91 % -1.59 %
30 years 3.708% -12.7 bp -4.8 bp 33.55 +3.74 % +1.42 %

10Y Bond Yield Spread - China vs Main Countries

The China 10Y Government Bond has a 3.072% 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
Germany 10Y 371.3 bp +20.3 +65.4
France 10Y 342.9 bp +17.9 +79.9
Japan 10Y 331.0 bp +0.2 +12.2
Spain 10Y 291.0 bp +15.6 +94.6
United Kingdom 10Y 255.3 bp +7.9 +56.5
Australia 10Y 209.4 bp +25.2 +102.7
Canada 10Y 178.2 bp +11.1 +52.5
Italy 10Y 176.7 bp +20.8 +149.4
United States 10Y 143.5 bp +34.5 +94.1
India 10Y -349.8 bp -19.6 +95.9
Russia 10Y -412.8 bp -1.0 +115.4
Brazil 10Y -414.3 bp -7.5 +163.9

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 3.708% 33.55 51.47 87.31 123.16 159.00 194.84
20 years 3.461% 50.64 64.90 93.42 121.95 150.48 179.00
15 years 3.392% 60.63 72.24 95.45 118.66 141.88 165.09
10 years 3.072% 73.89 82.39 99.39 116.39 133.38 150.38
7 years 3.113% 80.69 86.89 99.30 111.71 124.11 136.52
5 years 2.939% 86.52 91.10 100.28 109.46 118.63 127.81
3 years 2.820% 92.00 94.83 100.51 106.19 111.86 117.54
2 years 2.658% 94.89 96.81 100.66 104.50 108.35 112.20
1 year 2.550% 97.51 98.49 100.44 102.39 104.34 106.29
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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