Last Update: 23 Oct 2018 8:15 GMT+0
The Hong Kong 10Y Government Bond has a 2.467% yield.
10 Years vs 2 Years bond spread is 32.3 bp.
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 33.50 and implied probability of default is 0.56%.
| 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 | 33.50 | 0.00 % | +0.30 % | 0.00 % | 0.56 % |
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 | 1.279% | -31.1 bp | +23.9 bp | ||||||
| 3 months | 1.659% | -8.1 bp | +42.9 bp | ||||||
| 6 months | 1.750% | -5.0 bp | +43.0 bp | ||||||
| 9 months | 1.790% | -4.0 bp | +37.0 bp | ||||||
| 1 year | 1.850% | -3.0 bp | +33.0 bp | 98.18 | +0.03 % | -0.32 % | |||
| 2 years | 2.144% | -3.9 bp | +45.5 bp | 95.85 | +0.08 % | -0.89 % | |||
| 3 years | 2.308% | +0.6 bp | +35.1 bp | 93.38 | -0.02 % | -1.03 % | |||
| 5 years | 2.391% | +0.6 bp | +30.0 bp | 88.86 | -0.02 % | -1.45 % | |||
| 7 years | 2.418% | -0.3 bp | +27.2 bp | 84.60 | +0.02 % | -1.84 % | |||
| 10 years | 2.467% | +0.9 bp | +25.3 bp | 78.37 | -0.09 % | -2.44 % | |||
| 15 years | 2.486% | -1.7 bp | +19.1 bp | 69.19 | +0.25 % | -2.75 % | |||
10Y Bond Yield Spread - Hong Kong vs Main Countries
The Hong Kong 10Y Government Bond has a 2.467% 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 | 231.8 bp | -1.1 | +16.5 | ||
| Germany 10Y | 203.6 bp | +3.9 | +45.7 | ||
| France 10Y | 166.5 bp | -1.4 | +29.4 | ||
| United Kingdom 10Y | 96.9 bp | +6.8 | +29.2 | ||
| Spain 10Y | 77.8 bp | -16.7 | -12.7 | ||
| Canada 10Y | -1.8 bp | -4.6 | +12.3 | ||
| Australia 10Y | -21.2 bp | +2.9 | +44.4 | ||
| United States 10Y | -68.9 bp | -8.0 | +7.4 | ||
| Italy 10Y | -98.7 bp | -60.6 | -140.9 | ||
| China 10Y | -113.7 bp | +11.8 | +25.2 | ||
| India 10Y | -543.4 bp | +18.4 | +9.2 | ||
| Russia 10Y | -608.3 bp | +14.9 | -95.7 | ||
| Brazil 10Y | -774.3 bp | +149.9 | -26.2 |
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 | 2.486% | 69.19 | 81.58 | 106.37 | 131.16 | 155.95 | 180.74 | |
| 10 years | 2.467% | 78.37 | 87.14 | 104.67 | 122.21 | 139.74 | 157.27 | |
| 7 years | 2.418% | 84.60 | 90.97 | 103.71 | 116.45 | 129.18 | 141.92 | |
| 5 years | 2.391% | 88.86 | 93.52 | 102.84 | 112.16 | 121.48 | 130.80 | |
| 3 years | 2.308% | 93.38 | 96.25 | 101.98 | 107.72 | 113.45 | 119.18 | |
| 2 years | 2.144% | 95.85 | 97.78 | 101.66 | 105.53 | 109.41 | 113.28 | |
| 1 year | 1.850% | 98.18 | 99.17 | 101.13 | 103.09 | 105.06 | 107.02 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||