Last Update: 24 Sep 2020 0:15 GMT+0
The Singapore 10Y Government Bond has a 0.843% yield.
10 Years vs 2 Years bond spread is 62.8 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.16% (last modification in July 2020).
The Singapore credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 18.87 and implied probability of default is 0.31%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -2.5 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 18.8 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 62.8 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 | 0.16% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 18.87 | +22.22 % | +3.28 % | -12.60 % | 0.31 % |
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 | 0.261% | +10.1 bp | -72.2 bp | ||||||
| 3 months | 0.215% | -1.1 bp | -71.4 bp | ||||||
| 6 months | 0.231% | -0.4 bp | -89.8 bp | ||||||
| 1 year | 0.240% | +0.5 bp | -86.6 bp | 99.76 | -0.01 % | +0.86 % | |||
| 2 years | 0.215% | -12.4 bp | -79.2 bp | 99.57 | +0.24 % | +1.58 % | |||
| 5 years | 0.403% | -9.6 bp | -84.6 bp | 98.01 | +0.48 % | +4.29 % | |||
| 10 years | 0.843% | -5.8 bp | -70.8 bp | 91.95 | +0.58 % | +7.26 % | |||
| 15 years | 1.128% | -5.6 bp | -54.9 bp | 84.51 | +0.82 % | +8.46 % | |||
| 20 years | 1.217% | -2.6 bp | -47.0 bp | 78.51 | +0.51 % | +9.71 % | |||
| 30 years | 1.191% | +3.5 bp | -46.6 bp | 70.10 | -1.04 % | +14.77 % | |||
10Y Bond Yield Spread - Singapore vs Main Countries
The Singapore 10Y Government Bond has a 0.843% 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 | 135.4 bp | -4.0 | -54.9 | ||
| France 10Y | 108.4 bp | -1.0 | -30.8 | ||
| Japan 10Y | 83.7 bp | -4.4 | -66.4 | ||
| United Kingdom 10Y | 61.7 bp | -7.5 | -48.7 | ||
| Spain 10Y | 61.6 bp | +3.9 | -6.7 | ||
| Canada 10Y | 28.8 bp | -5.3 | -39.2 | ||
| United States 10Y | 17.1 bp | -7.6 | -52.2 | ||
| Italy 10Y | -0.4 bp | +10.3 | +1.1 | ||
| Australia 10Y | -2.2 bp | -4.0 | -61.4 | ||
| China 10Y | -226.8 bp | -15.1 | -110.8 | ||
| India 10Y | -514.7 bp | +17.3 | -39.4 | ||
| Russia 10Y | -544.2 bp | -16.3 | +17.7 | ||
| Brazil 10Y | -639.6 bp | -40.7 | +150.9 |
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 | 1.191% | 70.10 | 95.21 | 145.41 | 195.61 | 245.81 | 296.02 | |
| 20 years | 1.217% | 78.51 | 96.17 | 131.48 | 166.80 | 202.11 | 237.43 | |
| 15 years | 1.128% | 84.51 | 98.24 | 125.70 | 153.16 | 180.61 | 208.07 | |
| 10 years | 0.843% | 91.95 | 101.50 | 120.60 | 139.71 | 158.81 | 177.91 | |
| 5 years | 0.403% | 98.01 | 102.95 | 112.83 | 122.71 | 132.59 | 142.47 | |
| 2 years | 0.215% | 99.57 | 101.56 | 105.55 | 109.54 | 113.53 | 117.51 | |
| 1 year | 0.240% | 99.76 | 100.76 | 102.75 | 104.75 | 106.74 | 108.74 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||