Last Update: 23 Aug 2019 4:15 GMT+0
The Hong Kong 10Y Government Bond has a 1.102% yield.
10 Years vs 2 Years bond spread is -57 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities
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 30.10 and implied probability of default is 0.50%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -25.8 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -52 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -57 bp | Yield Curve is inverted in Long-Term vs Short-Term Maturities | ||
| 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 | 30.10 | -2.27 % | -15.69 % | -6.23 % | 0.50 % |
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 | 1.891% | -1.5 bp | +106.5 bp | ||||||
| 3 months | 2.219% | +17.1 bp | +104.9 bp | ||||||
| 6 months | 2.100% | +10.1 bp | +83.0 bp | ||||||
| 9 months | 1.949% | +8.0 bp | +62.9 bp | ||||||
| 1 year | 1.930% | +13.0 bp | +56.0 bp | 98.11 | -0.12 % | -0.55 % | |||
| 2 years | 1.672% | +7.6 bp | +19.4 bp | 96.74 | -0.14 % | -0.38 % | |||
| 3 years | 1.490% | -2.1 bp | +0.5 bp | 95.66 | +0.06 % | -0.01 % | |||
| 5 years | 1.152% | -28.0 bp | -41.3 bp | 94.43 | +1.39 % | +2.05 % | |||
| 7 years | 1.090% | -39.0 bp | -56.3 bp | 92.69 | +2.73 % | +3.96 % | |||
| 10 years | 1.102% | -48.5 bp | -66.6 bp | 89.62 | +4.90 % | +6.79 % | |||
| 15 years | 1.250% | -44.5 bp | -52.9 bp | 83.00 | +6.79 % | +8.13 % | |||
10Y Bond Yield Spread - Hong Kong vs Main Countries
The Hong Kong 10Y Government Bond has a 1.102% 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 |
|
|---|---|---|---|---|---|
| Germany 10Y | 174.3 bp | -19.2 | +6.4 | ||
| France 10Y | 145.9 bp | -21.6 | +20.9 | ||
| Japan 10Y | 134.0 bp | -39.3 | -46.8 | ||
| Spain 10Y | 94.0 bp | -23.9 | +35.6 | ||
| United Kingdom 10Y | 58.3 bp | -31.6 | -2.5 | ||
| Australia 10Y | 12.4 bp | -14.3 | +43.7 | ||
| Canada 10Y | -18.8 bp | -28.4 | -6.5 | ||
| Italy 10Y | -20.3 bp | -18.7 | +90.4 | ||
| United States 10Y | -53.5 bp | -5.0 | +35.1 | ||
| China 10Y | -197.0 bp | -39.5 | -59.0 | ||
| India 10Y | -546.8 bp | -59.1 | +36.9 | ||
| Russia 10Y | -609.8 bp | -40.5 | +56.4 | ||
| Brazil 10Y | -611.3 bp | -47.0 | +104.9 |
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 | 1.250% | 83.00 | 96.60 | 123.80 | 151.00 | 178.20 | 205.40 | |
| 10 years | 1.102% | 89.62 | 99.04 | 117.88 | 136.72 | 155.56 | 174.40 | |
| 7 years | 1.090% | 92.69 | 99.40 | 112.81 | 126.21 | 139.62 | 153.03 | |
| 5 years | 1.152% | 94.43 | 99.27 | 108.93 | 118.59 | 128.26 | 137.92 | |
| 3 years | 1.490% | 95.66 | 98.57 | 104.40 | 110.22 | 116.05 | 121.87 | |
| 2 years | 1.672% | 96.74 | 98.69 | 102.59 | 106.49 | 110.39 | 114.30 | |
| 1 year | 1.930% | 98.11 | 99.09 | 101.05 | 103.01 | 104.97 | 106.94 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||