Last Update: 19 Apr 2019 8:15 GMT+0
The Hong Kong 10Y Government Bond has a 1.675% yield.
10 Years vs 2 Years bond spread is -1.9 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 37.70 and implied probability of default is 0.63%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -16.6 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -8.6 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -1.9 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 | 37.70 | -0.53 % | -0.53 % | +35.13 % | 0.63 % |
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 | 1.866% | +36.5 bp | +67.2 bp | ||||||
| 3 months | 1.919% | +41.7 bp | +31.7 bp | ||||||
| 6 months | 1.900% | +36.0 bp | +19.1 bp | ||||||
| 9 months | 1.870% | +30.1 bp | +11.0 bp | ||||||
| 1 year | 1.860% | +28.0 bp | +2.0 bp | 98.17 | -0.27 % | -0.02 % | |||
| 2 years | 1.694% | +10.2 bp | -46.1 bp | 96.70 | -0.20 % | +0.91 % | |||
| 3 years | 1.636% | +4.7 bp | -68.2 bp | 95.25 | -0.14 % | +2.02 % | |||
| 5 years | 1.608% | +0.9 bp | -78.2 bp | 92.33 | -0.04 % | +3.91 % | |||
| 7 years | 1.611% | -1.7 bp | -80.7 bp | 89.42 | +0.12 % | +5.70 % | |||
| 10 years | 1.675% | -4.1 bp | -79.2 bp | 84.70 | +0.41 % | +8.08 % | |||
| 15 years | 1.693% | -3.5 bp | -79.3 bp | 77.74 | +0.52 % | +12.36 % | |||
10Y Bond Yield Spread - Hong Kong vs Main Countries
The Hong Kong 10Y Government Bond has a 1.675% 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 | 170.2 bp | -5.8 | -61.6 | ||
| Germany 10Y | 165.2 bp | +4.1 | -36.2 | ||
| France 10Y | 130.5 bp | +6.6 | -32.7 | ||
| Spain 10Y | 61.4 bp | +8.4 | -9.3 | ||
| United Kingdom 10Y | 48.6 bp | -4.1 | -39.5 | ||
| Canada 10Y | -9.1 bp | -7.9 | -6.3 | ||
| Australia 10Y | -25.0 bp | -4.0 | -1.2 | ||
| United States 10Y | -88.5 bp | +1.7 | -15.6 | ||
| Italy 10Y | -93.7 bp | -16.4 | +16.5 | ||
| China 10Y | -171.5 bp | -27.3 | -59.9 | ||
| India 10Y | -574.5 bp | +7.5 | -29.1 | ||
| Russia 10Y | -656.5 bp | -0.1 | -44.2 | ||
| Brazil 10Y | -728.5 bp | -24.1 | +62.8 |
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 | 1.693% | 77.74 | 90.89 | 117.19 | 143.48 | 169.78 | 196.08 | |
| 10 years | 1.675% | 84.70 | 93.83 | 112.11 | 130.38 | 148.66 | 166.93 | |
| 7 years | 1.611% | 89.42 | 95.99 | 109.13 | 122.27 | 135.41 | 148.54 | |
| 5 years | 1.608% | 92.33 | 97.10 | 106.64 | 116.17 | 125.71 | 135.24 | |
| 3 years | 1.636% | 95.25 | 98.15 | 103.96 | 109.77 | 115.58 | 121.39 | |
| 2 years | 1.694% | 96.70 | 98.65 | 102.55 | 106.45 | 110.35 | 114.25 | |
| 1 year | 1.860% | 98.17 | 99.16 | 101.12 | 103.08 | 105.05 | 107.01 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||