Last Update: 13 Dec 2018 5:15 GMT+0
The Hong Kong 10Y Government Bond has a 2.172% yield.
10 Years vs 2 Years bond spread is 10.8 bp. Yield Curve is flat
Central Bank Rate is 2.50%.
The Hong Kong rating is AA+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 36.80 and implied probability of default is 0.61%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA+
|
- |
| Moody's Investors Service |
Aa2
|
- |
| Fitch Ratings |
AA+
|
- |
| DBRS |
-
|
- |
| Hong Kong Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 2.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 36.80 | +1.10 % | +8.55 % | +4.55 % | 0.61 % |
Hong Kong 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 Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 1.630% | +70.4 bp | +53.0 bp | ||||||
| 3 months | 1.701% | +19.1 bp | +29.1 bp | ||||||
| 6 months | 1.870% | +12.0 bp | +33.0 bp | ||||||
| 9 months | 1.920% | +13.0 bp | +28.0 bp | ||||||
| 1 year | 2.000% | +16.0 bp | +26.0 bp | 98.04 | -0.15 % | -0.25 % | |||
| 2 years | 2.064% | -0.3 bp | +12.9 bp | 96.00 | +0.01 % | -0.25 % | |||
| 3 years | 2.077% | -16.5 bp | -1.6 bp | 94.02 | +0.49 % | +0.05 % | |||
| 5 years | 2.110% | -19.8 bp | -15.5 bp | 90.09 | +0.98 % | +0.76 % | |||
| 7 years | 2.126% | -22.7 bp | -21.4 bp | 86.31 | +1.57 % | +1.48 % | |||
| 10 years | 2.172% | -24.1 bp | -17.8 bp | 80.66 | +2.37 % | +1.75 % | |||
| 15 years | 2.177% | -25.7 bp | -20.1 bp | 72.39 | +3.83 % | +2.99 % | |||
10Y Bond Yield Spread - Hong Kong vs Main Countries
The Hong Kong 10Y Government Bond has a 2.172% 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.
| Hong Kong 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Japan 10Y | 211.5 bp | -18.4 | -18.6 | ||
| Germany 10Y | 188.4 bp | -12.8 | +1.3 | ||
| France 10Y | 143.0 bp | -20.4 | -7.4 | ||
| United Kingdom 10Y | 89.2 bp | -2.4 | -8.6 | ||
| Spain 10Y | 73.7 bp | -5.2 | -19.6 | ||
| Canada 10Y | 3.8 bp | +8.4 | +1.0 | ||
| Australia 10Y | -30.2 bp | 0.0 | +12.4 | ||
| United States 10Y | -73.9 bp | -0.9 | -11.3 | ||
| Italy 10Y | -82.7 bp | +21.4 | -36.2 | ||
| China 10Y | -116.1 bp | -7.2 | +20.1 | ||
| India 10Y | -522.2 bp | +12.7 | +35.8 | ||
| Russia 10Y | -650.8 bp | +10.9 | -127.8 | ||
| Brazil 10Y | -786.8 bp | +26.9 | +141.2 |
Hong Kong 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 Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 15 years | 2.177% | 72.39 | 85.07 | 110.44 | 135.80 | 161.16 | 186.52 | |
| 10 years | 2.172% | 80.66 | 89.57 | 107.37 | 125.18 | 142.98 | 160.78 | |
| 7 years | 2.126% | 86.31 | 92.75 | 105.63 | 118.51 | 131.39 | 144.27 | |
| 5 years | 2.110% | 90.09 | 94.78 | 104.18 | 113.58 | 122.98 | 132.37 | |
| 3 years | 2.077% | 94.02 | 96.90 | 102.66 | 108.42 | 114.18 | 119.94 | |
| 2 years | 2.064% | 96.00 | 97.94 | 101.82 | 105.70 | 109.57 | 113.45 | |
| 1 year | 2.000% | 98.04 | 99.02 | 100.98 | 102.94 | 104.90 | 106.86 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||