Last Update: 23 Aug 2019 4:15 GMT+0
The Singapore 10Y Government Bond has a 1.830% yield.
10 Years vs 2 Years bond spread is 13.2 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities
Central Bank Rate is 1.94%.
The Singapore rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 19.56 and implied probability of default is 0.33%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -13.2 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 4.2 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 13.2 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 | 1.94% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 19.56 | -0.56 % | +5.44 % | -6.50 % | 0.33 % |
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 | 1.841% | +1.3 bp | -0.1 bp | ||||||
| 3 months | 1.859% | +3.1 bp | -15.1 bp | ||||||
| 6 months | 1.829% | -7.2 bp | -15.1 bp | ||||||
| 1 year | 1.830% | -7.1 bp | -21.0 bp | 98.20 | +0.07 % | +0.20 % | |||
| 2 years | 1.698% | 0.0 bp | -24.9 bp | 96.69 | 0.00 % | +0.49 % | |||
| 5 years | 1.740% | -2.9 bp | -26.0 bp | 91.74 | +0.14 % | +1.29 % | |||
| 10 years | 1.830% | -12.1 bp | -33.6 bp | 83.41 | +1.19 % | +3.35 % | |||
| 15 years | 1.973% | -20.3 bp | -42.0 bp | 74.60 | +3.04 % | +6.36 % | |||
| 20 years | 1.980% | -28.3 bp | -45.9 bp | 67.56 | +5.69 % | +9.39 % | |||
| 30 years | 2.043% | -41.1 bp | -53.9 bp | 54.51 | +12.81 % | +17.13 % | |||
10Y Bond Yield Spread - Singapore vs Main Countries
The Singapore 10Y Government Bond has a 1.830% 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 | 247.1 bp | +17.2 | +39.4 | ||
| France 10Y | 218.7 bp | +14.8 | +53.9 | ||
| Japan 10Y | 206.8 bp | -2.9 | -13.8 | ||
| Spain 10Y | 166.8 bp | +12.5 | +68.6 | ||
| United Kingdom 10Y | 131.1 bp | +4.8 | +30.5 | ||
| Australia 10Y | 85.2 bp | +22.1 | +76.7 | ||
| Canada 10Y | 54.0 bp | +8.0 | +26.5 | ||
| Italy 10Y | 52.5 bp | +17.7 | +123.4 | ||
| United States 10Y | 19.3 bp | +31.4 | +68.1 | ||
| China 10Y | -124.2 bp | -3.1 | -26.0 | ||
| India 10Y | -474.0 bp | -22.7 | +69.9 | ||
| Russia 10Y | -537.0 bp | -4.1 | +89.4 | ||
| Brazil 10Y | -538.5 bp | -10.6 | +137.9 |
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 | 2.043% | 54.51 | 76.78 | 121.31 | 165.84 | 210.37 | 254.89 | |
| 20 years | 1.980% | 67.56 | 83.94 | 116.71 | 149.48 | 182.24 | 215.01 | |
| 15 years | 1.973% | 74.60 | 87.47 | 113.22 | 138.97 | 164.72 | 190.47 | |
| 10 years | 1.830% | 83.41 | 92.48 | 110.60 | 128.73 | 146.86 | 164.98 | |
| 5 years | 1.740% | 91.74 | 96.49 | 105.98 | 115.48 | 124.98 | 134.48 | |
| 2 years | 1.698% | 96.69 | 98.64 | 102.54 | 106.44 | 110.34 | 114.24 | |
| 1 year | 1.830% | 98.20 | 99.18 | 101.15 | 103.11 | 105.08 | 107.04 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||