Last Update: 8 Mar 2021 3:15 GMT+0
The Singapore 10Y Government Bond has a 1.541% yield.
10 Years vs 2 Years bond spread is 106.6 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.18% (last modification in December 2020).
The Singapore credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 25.56 and implied probability of default is 0.43%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 13 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 31.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 106.6 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
| Singapore Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.18% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 25.56 | +40.13 % | +38.31 % | +18.39 % | 0.43 % |
Singapore 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 | 0.314% | +3.9 bp | +9.3 bp | ||||||
| 3 months | 0.328% | +5.1 bp | +9.7 bp | ||||||
| 6 months | 0.325% | +6.0 bp | +9.4 bp | ||||||
| 1 year | 0.345% | +2.0 bp | +10.4 bp | 99.66 | -0.02 % | -0.10 % | |||
| 2 years | 0.475% | +16.9 bp | +25.0 bp | 99.06 | -0.33 % | -0.49 % | |||
| 5 years | 0.789% | +21.3 bp | +32.5 bp | 96.15 | -1.05 % | -1.60 % | |||
| 10 years | 1.541% | +45.5 bp | +59.9 bp | 85.82 | -4.39 % | -5.74 % | |||
| 15 years | 1.823% | +46.6 bp | +62.2 bp | 76.26 | -6.65 % | -8.78 % | |||
| 20 years | 1.898% | +44.2 bp | +54.9 bp | 68.66 | -8.32 % | -10.24 % | |||
| 30 years | 1.946% | +46.4 bp | +69.9 bp | 56.09 | -12.80 % | -18.65 % | |||
10Y Bond Yield Spread - Singapore vs Main Countries
The Singapore 10Y Government Bond has a 1.541% 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.
| Singapore 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 185.1 bp | +32.4 | +41.3 | ||
| France 10Y | 159.6 bp | +28.9 | +46.0 | ||
| Japan 10Y | 143.9 bp | +41.7 | +53.1 | ||
| Spain 10Y | 114.6 bp | +19.3 | +53.6 | ||
| Italy 10Y | 79.7 bp | +21.7 | +95.0 | ||
| United Kingdom 10Y | 78.5 bp | +17.6 | +3.0 | ||
| Canada 10Y | 3.5 bp | -3.7 | -34.2 | ||
| United States 10Y | -4.3 bp | +4.7 | -30.3 | ||
| Australia 10Y | -23.9 bp | -8.0 | -26.0 | ||
| China 10Y | -173.5 bp | +43.6 | +47.9 | ||
| India 10Y | -469.1 bp | +26.3 | +42.3 | ||
| Russia 10Y | -511.9 bp | 0.0 | +18.9 | ||
| Brazil 10Y | -696.1 bp | -58.2 | -112.3 |
Singapore 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% | |||
| 30 years | 1.946% | 56.09 | 78.65 | 123.78 | 168.91 | 214.04 | 259.16 | |
| 20 years | 1.898% | 68.66 | 85.17 | 118.20 | 151.22 | 184.25 | 217.28 | |
| 15 years | 1.823% | 76.26 | 89.28 | 115.33 | 141.37 | 167.41 | 193.45 | |
| 10 years | 1.541% | 85.82 | 95.02 | 113.43 | 131.83 | 150.23 | 168.64 | |
| 5 years | 0.789% | 96.15 | 101.03 | 110.80 | 120.57 | 130.33 | 140.10 | |
| 2 years | 0.475% | 99.06 | 101.04 | 105.01 | 108.99 | 112.96 | 116.93 | |
| 1 year | 0.345% | 99.66 | 100.65 | 102.65 | 104.64 | 106.63 | 108.63 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||