Last Update: 18 Jun 2019 18:15 GMT+0
The Hong Kong 10Y Government Bond has a 1.599% yield.
10 Years vs 2 Years bond spread is -8.9 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities
Central Bank Rate is 2.75%.
The Hong Kong rating is AA+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 37.00 and implied probability of default is 0.62%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -11.2 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -14.9 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -8.9 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 | 2.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 37.00 | -1.33 % | -3.14 % | +26.71 % | 0.62 % |
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 | 2.181% | +92.7 bp | +44.5 bp | ||||||
| 3 months | 2.101% | +30.2 bp | +32.0 bp | ||||||
| 6 months | 1.950% | +7.9 bp | +9.0 bp | ||||||
| 9 months | 1.850% | +1.0 bp | -6.0 bp | ||||||
| 1 year | 1.800% | -4.0 bp | -14.9 bp | 98.23 | +0.04 % | +0.14 % | |||
| 2 years | 1.688% | -5.1 bp | -30.0 bp | 96.71 | +0.10 % | +0.59 % | |||
| 3 years | 1.615% | -3.3 bp | -38.4 bp | 95.31 | +0.11 % | +1.14 % | |||
| 5 years | 1.539% | +0.7 bp | -49.1 bp | 92.65 | -0.03 % | +2.44 % | |||
| 7 years | 1.545% | +5.4 bp | -50.4 bp | 89.82 | -0.38 % | +3.53 % | |||
| 10 years | 1.599% | +6.8 bp | -51.0 bp | 85.33 | -0.66 % | +5.14 % | |||
| 15 years | 1.772% | +22.4 bp | -32.6 bp | 76.84 | -3.25 % | +4.92 % | |||
10Y Bond Yield Spread - Hong Kong vs Main Countries
The Hong Kong 10Y Government Bond has a 1.599% 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 | 191.8 bp | +28.1 | +4.9 | ||
| Japan 10Y | 173.3 bp | +14.6 | -35.3 | ||
| France 10Y | 158.5 bp | +34.0 | +18.5 | ||
| Spain 10Y | 120.1 bp | +55.3 | +47.7 | ||
| United Kingdom 10Y | 79.1 bp | +29.8 | -3.8 | ||
| Australia 10Y | 24.2 bp | +35.0 | +53.0 | ||
| Canada 10Y | 17.3 bp | +33.1 | +7.9 | ||
| United States 10Y | -45.9 bp | +40.3 | +25.8 | ||
| Italy 10Y | -52.2 bp | +62.7 | +29.6 | ||
| China 10Y | -166.0 bp | +9.2 | -36.0 | ||
| India 10Y | -520.9 bp | +62.2 | +2.7 | ||
| Russia 10Y | -596.1 bp | +54.8 | +71.0 | ||
| Brazil 10Y | -629.1 bp | +127.8 | +132.0 |
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 | 1.772% | 76.84 | 89.91 | 116.05 | 142.19 | 168.34 | 194.48 | |
| 10 years | 1.599% | 85.33 | 94.50 | 112.85 | 131.20 | 149.55 | 167.90 | |
| 7 years | 1.545% | 89.82 | 96.41 | 109.58 | 122.76 | 135.93 | 149.10 | |
| 5 years | 1.539% | 92.65 | 97.43 | 106.98 | 116.53 | 126.09 | 135.64 | |
| 3 years | 1.615% | 95.31 | 98.21 | 104.02 | 109.84 | 115.65 | 121.46 | |
| 2 years | 1.688% | 96.71 | 98.66 | 102.56 | 106.46 | 110.36 | 114.26 | |
| 1 year | 1.800% | 98.23 | 99.21 | 101.18 | 103.14 | 105.11 | 107.07 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||