Last Update: 20 Sep 2021 5:15 GMT+0
The Hong Kong 10Y Government Bond has a 1.089% yield.
10 Years vs 2 Years bond spread is 98.1 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 31.90 and implied probability of default is 0.53%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 4.8 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 42.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 98.1 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 | 31.90 | 0.00 % | -1.85 % | -25.29 % | 0.53 % |
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 | -0.006% | -1.2 bp | -1.2 bp | ||||||
| 3 months | 0.009% | 0.0 bp | -5.0 bp | ||||||
| 6 months | 0.009% | 0.0 bp | -4.2 bp | ||||||
| 9 months | 0.020% | -0.1 bp | -3.0 bp | ||||||
| 1 year | 0.060% | 0.0 bp | 0.0 bp | 99.94 | 0.00 % | 0.00 % | |||
| 2 years | 0.108% | -1.7 bp | -2.1 bp | 99.78 | +0.03 % | +0.04 % | |||
| 3 years | 0.071% | -11.3 bp | -11.2 bp | 99.79 | +0.34 % | +0.34 % | |||
| 5 years | 0.529% | +2.7 bp | -15.6 bp | 97.40 | -0.13 % | +0.79 % | |||
| 7 years | 0.741% | +4.4 bp | -24.4 bp | 94.96 | -0.30 % | +1.70 % | |||
| 10 years | 1.089% | +9.6 bp | -26.1 bp | 89.73 | -0.95 % | +2.61 % | |||
| 15 years | 1.441% | +13.7 bp | -32.8 bp | 80.69 | -2.00 % | +4.97 % | |||
Hong Kong 10Y Bond Yield Spread
The Hong Kong 10Y Government Bond has a 1.089% 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 | 137.1 bp | -11.7 bp | -26.7 bp | Compare | |
| Japan 10Y | 104.4 bp | +5.7 bp | -19.7 bp | Compare | |
| France 10Y | 104.2 bp | -9.9 bp | -34.9 bp | Compare | |
| Spain 10Y | 73.4 bp | -4.7 bp | -27.1 bp | Compare | |
| Italy 10Y | 37.1 bp | -7.5 bp | -31.2 bp | Compare | |
| United Kingdom 10Y | 24.1 bp | -22.5 bp | -26.3 bp | Compare | |
| Canada 10Y | -19.4 bp | -4.4 bp | +4.8 bp | Compare | |
| Australia 10Y | -23.8 bp | -15.8 bp | +26.1 bp | Compare | |
| United States 10Y | -27.4 bp | -1.2 bp | +10.6 bp | Compare | |
| China 10Y | -180.2 bp | +7.3 bp | +11.6 bp | Compare | |
| India 10Y | -507.1 bp | +17.0 bp | -22.8 bp | Compare | |
| Russia 10Y | -599.6 bp | -3.9 bp | -31.1 bp | Compare | |
| Brazil 10Y | -1000.1 bp | -34.7 bp | -271.0 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 | 1.441% | 80.69 | 94.09 | 120.90 | 147.70 | 174.51 | 201.32 | |
| 10 years | 1.089% | 89.73 | 99.16 | 118.01 | 136.87 | 155.72 | 174.57 | |
| 7 years | 0.741% | 94.96 | 101.76 | 115.35 | 128.95 | 142.54 | 156.14 | |
| 5 years | 0.529% | 97.40 | 102.32 | 112.16 | 122.00 | 131.85 | 141.69 | |
| 3 years | 0.071% | 99.79 | 102.78 | 108.77 | 114.77 | 120.76 | 126.75 | |
| 2 years | 0.108% | 99.78 | 101.78 | 105.77 | 109.77 | 113.76 | 117.76 | |
| 1 year | 0.060% | 99.94 | 100.94 | 102.94 | 104.94 | 106.94 | 108.93 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||