Last Update: 22 Oct 2019 20:15 GMT+0
The Singapore 10Y Government Bond has a 1.730% yield.
10 Years vs 2 Years bond spread is 15.3 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.72% (last modification in October 2019).
The Singapore credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 21.59 and implied probability of default is 0.36%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -11.1 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 3.1 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 15.3 bp | Yield Curve is flat 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 | 1.72% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 21.59 | 0.00 % | 0.00 % | +4.60 % | 0.36 % |
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 | 1.673% | -19.8 bp | -20.0 bp | ||||||
| 3 months | 1.676% | -23.4 bp | -27.6 bp | ||||||
| 6 months | 1.687% | -15.3 bp | -29.3 bp | ||||||
| 1 year | 1.688% | -13.2 bp | -31.2 bp | 98.34 | +0.13 % | +0.31 % | |||
| 2 years | 1.577% | -9.2 bp | -29.9 bp | 96.92 | +0.19 % | +0.59 % | |||
| 5 years | 1.608% | -4.8 bp | -37.9 bp | 92.33 | +0.23 % | +1.88 % | |||
| 10 years | 1.730% | -0.3 bp | -44.1 bp | 84.24 | +0.04 % | +4.43 % | |||
| 15 years | 1.809% | -0.5 bp | -55.6 bp | 76.42 | +0.08 % | +8.50 % | |||
| 20 years | 1.911% | -1.2 bp | -50.3 bp | 68.48 | +0.23 % | +10.34 % | |||
| 30 years | 2.047% | -3.2 bp | -56.0 bp | 54.45 | +0.95 % | +17.83 % | |||
10Y Bond Yield Spread - Singapore vs Main Countries
The Singapore 10Y Government Bond has a 1.730% 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 | 209.6 bp | -16.2 | -5.1 | ||
| Japan 10Y | 185.6 bp | -9.2 | -34.4 | ||
| France 10Y | 179.8 bp | -15.6 | -0.3 | ||
| Spain 10Y | 147.0 bp | -1.1 | +36.2 | ||
| United Kingdom 10Y | 101.8 bp | -9.1 | +3.8 | ||
| Italy 10Y | 71.0 bp | -9.2 | +113.6 | ||
| Australia 10Y | 58.0 bp | -13.5 | +35.9 | ||
| Canada 10Y | 20.4 bp | -14.2 | -17.9 | ||
| United States 10Y | -4.0 bp | -5.1 | +37.4 | ||
| China 10Y | -151.9 bp | -13.4 | -27.1 | ||
| Russia 10Y | -475.0 bp | +52.7 | +132.9 | ||
| Brazil 10Y | -483.5 bp | +51.2 | +193.4 | ||
| India 10Y | -508.5 bp | -3.6 | +21.8 |
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 | 2.047% | 54.45 | 76.70 | 121.21 | 165.71 | 210.22 | 254.72 | |
| 20 years | 1.911% | 68.48 | 84.98 | 117.96 | 150.95 | 183.93 | 216.92 | |
| 15 years | 1.809% | 76.42 | 89.45 | 115.52 | 141.59 | 167.66 | 193.73 | |
| 10 years | 1.730% | 84.24 | 93.35 | 111.57 | 129.79 | 148.01 | 166.24 | |
| 5 years | 1.608% | 92.33 | 97.10 | 106.64 | 116.17 | 125.71 | 135.24 | |
| 2 years | 1.577% | 96.92 | 98.87 | 102.78 | 106.69 | 110.59 | 114.50 | |
| 1 year | 1.688% | 98.34 | 99.32 | 101.29 | 103.26 | 105.22 | 107.19 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||