Last Update: 19 Jan 2022 18:15 GMT+0
The Hong Kong 10Y Government Bond has a 1.717% yield.
10 Years vs 2 Years bond spread is 98.4 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.86% (last modification in June 2020).
The Hong Kong credit rating is AA+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 26.00 and implied probability of default is 0.43%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 43.3 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 56 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 98.4 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA+
|
- |
| Moody's Investors Service |
Aa3
|
- |
| Fitch Ratings |
AA-
|
- |
| DBRS |
-
|
- |
| Hong Kong Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.86% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 26.00 | -0.38 % | -18.50 % | -31.22 % | 0.43 % |
Hong Kong 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 | 0.068% | -3.6 bp | +7.5 bp | ||||||
| 3 months | 0.100% | -7.0 bp | +10.2 bp | ||||||
| 6 months | 0.200% | +0.9 bp | +20.1 bp | ||||||
| 9 months | 0.260% | +2.9 bp | +25.0 bp | ||||||
| 1 year | 0.300% | +6.0 bp | +28.0 bp | 99.70 | -0.06 % | -0.28 % | |||
| 2 years | 0.733% | +19.2 bp | +68.5 bp | 98.55 | -0.38 % | -1.35 % | |||
| 3 years | 0.638% | +22.3 bp | +57.2 bp | 98.11 | -0.67 % | -1.69 % | |||
| 5 years | 1.293% | +39.3 bp | +83.3 bp | 93.78 | -1.92 % | -4.04 % | |||
| 7 years | 1.429% | +41.1 bp | +78.0 bp | 90.55 | -2.80 % | -5.25 % | |||
| 10 years | 1.717% | +42.9 bp | +79.1 bp | 84.35 | -4.14 % | -7.50 % | |||
| 15 years | 1.901% | +43.1 bp | +62.9 bp | 75.39 | -6.16 % | -8.87 % | |||
Hong Kong 10Y Bond Yield Spread
The Hong Kong 10Y Government Bond has a 1.717% 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. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Hong Kong 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 172.7 bp | +5.7 bp | +40.7 bp | Compare | |
| Japan 10Y | 158.3 bp | +33.7 bp | +67.2 bp | Compare | |
| France 10Y | 133.9 bp | +2.2 bp | +36.7 bp | Compare | |
| Spain 10Y | 103.8 bp | +8.6 bp | +45.2 bp | Compare | |
| United Kingdom 10Y | 45.5 bp | -6.9 bp | +7.5 bp | Compare | |
| Italy 10Y | 31.1 bp | -7.7 bp | +8.8 bp | Compare | |
| United States 10Y | -11.5 bp | +0.4 bp | +15.1 bp | Compare | |
| Canada 10Y | -14.8 bp | -11.5 bp | +7.1 bp | Compare | |
| Australia 10Y | -23.9 bp | +6.3 bp | +1.3 bp | Compare | |
| China 10Y | -102.8 bp | +55.5 bp | +101.2 bp | Compare | |
| India 10Y | -488.1 bp | +24.2 bp | +32.0 bp | Compare | |
| Russia 10Y | -755.3 bp | -42.6 bp | -125.4 bp | Compare | |
| Brazil 10Y | -983.4 bp | -35.8 bp | -197.1 bp | Compare |
Hong Kong Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 15 years | 1.901% | 75.39 | 88.34 | 114.23 | 140.12 | 166.01 | 191.90 | |
| 10 years | 1.717% | 84.35 | 93.46 | 111.70 | 129.93 | 148.17 | 166.40 | |
| 7 years | 1.429% | 90.55 | 97.16 | 110.39 | 123.63 | 136.86 | 150.09 | |
| 5 years | 1.293% | 93.78 | 98.59 | 108.21 | 117.84 | 127.46 | 137.08 | |
| 3 years | 0.638% | 98.11 | 101.07 | 107.00 | 112.92 | 118.85 | 124.77 | |
| 2 years | 0.733% | 98.55 | 100.53 | 104.48 | 108.44 | 112.40 | 116.35 | |
| 1 year | 0.300% | 99.70 | 100.70 | 102.69 | 104.69 | 106.68 | 108.67 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||