Last Update: 6 Apr 2020 0:15 GMT+0
The Singapore 10Y Government Bond has a 1.025% yield.
10 Years vs 2 Years bond spread is 46.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.26% (last modification in March 2020).
The Singapore credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 24.60 and implied probability of default is 0.41%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -21.1 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 9.9 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 46.5 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 | 1.26% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 24.60 | -0.12 % | +26.61 % | -2.46 % | 0.41 % |
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 | 0.694% | -63.9 bp | -119.2 bp | ||||||
| 3 months | 0.722% | -60.5 bp | -119.7 bp | ||||||
| 6 months | 0.741% | -25.7 bp | -105.0 bp | ||||||
| 1 year | 0.771% | -62.0 bp | -101.8 bp | 99.23 | +0.61 % | +1.01 % | |||
| 2 years | 0.560% | -34.3 bp | -104.5 bp | 98.89 | +0.68 % | +2.09 % | |||
| 5 years | 0.659% | -35.1 bp | -93.3 bp | 96.77 | +1.76 % | +4.72 % | |||
| 10 years | 1.025% | -18.1 bp | -60.6 bp | 90.30 | +1.80 % | +6.16 % | |||
| 15 years | 1.283% | -11.7 bp | -45.0 bp | 82.59 | +1.74 % | +6.87 % | |||
| 20 years | 1.423% | -6.2 bp | -44.4 bp | 75.38 | +1.22 % | +9.12 % | |||
| 30 years | 1.455% | -32.0 bp | -48.6 bp | 64.83 | +9.90 % | +15.42 % | |||
10Y Bond Yield Spread - Singapore vs Main Countries
The Singapore 10Y Government Bond has a 1.025% 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 | 146.0 bp | -46.0 | -75.6 | ||
| Japan 10Y | 102.9 bp | -30.8 | -80.2 | ||
| France 10Y | 95.0 bp | -59.5 | -96.2 | ||
| United Kingdom 10Y | 70.9 bp | -27.0 | -47.2 | ||
| United States 10Y | 40.5 bp | -2.8 | +30.3 | ||
| Canada 10Y | 31.3 bp | -17.0 | -8.4 | ||
| Spain 10Y | 28.5 bp | -69.5 | -120.2 | ||
| Australia 10Y | 26.8 bp | -25.8 | -46.1 | ||
| Italy 10Y | -52.1 bp | -65.6 | -131.4 | ||
| China 10Y | -158.5 bp | -10.1 | -6.1 | ||
| India 10Y | -528.1 bp | -30.2 | -23.2 | ||
| Russia 10Y | -579.0 bp | -56.1 | -48.1 | ||
| Brazil 10Y | -714.1 bp | -162.1 | -180.2 |
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 | 1.455% | 64.83 | 89.00 | 137.34 | 185.68 | 234.02 | 282.36 | |
| 20 years | 1.423% | 75.38 | 92.68 | 127.28 | 161.88 | 196.48 | 231.08 | |
| 15 years | 1.283% | 82.59 | 96.16 | 123.29 | 150.43 | 177.56 | 204.69 | |
| 10 years | 1.025% | 90.30 | 99.76 | 118.68 | 137.60 | 156.52 | 175.43 | |
| 5 years | 0.659% | 96.77 | 101.67 | 111.48 | 121.28 | 131.09 | 140.89 | |
| 2 years | 0.560% | 98.89 | 100.87 | 104.84 | 108.81 | 112.77 | 116.74 | |
| 1 year | 0.771% | 99.23 | 100.23 | 102.21 | 104.20 | 106.18 | 108.17 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||