Last Update: 25 Jan 2022 3:15 GMT+0
The Singapore 10Y Government Bond has a 1.762% yield.
10 Years vs 2 Years bond spread is 77.9 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.31% (last modification in January 2022).
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 | 33.7 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 57 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 77.9 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 | 0.31% |
| 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
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 | 0.373% | -15.4 bp | +11.7 bp | ||||||
| 3 months | 0.417% | -3.5 bp | +14.1 bp | ||||||
| 6 months | 0.456% | +1.5 bp | +16.2 bp | ||||||
| 1 year | 0.646% | +23.1 bp | +33.1 bp | 99.36 | -0.23 % | -0.33 % | |||
| 2 years | 0.983% | +12.4 bp | +63.6 bp | 98.06 | -0.24 % | -1.26 % | |||
| 5 years | 1.553% | +24.8 bp | +73.5 bp | 92.58 | -1.22 % | -3.57 % | |||
| 10 years | 1.762% | +16.4 bp | +40.7 bp | 83.97 | -1.61 % | -3.94 % | |||
| 15 years | 1.988% | +13.3 bp | +32.7 bp | 74.43 | -1.94 % | -4.71 % | |||
| 20 years | 2.049% | +8.0 bp | +31.1 bp | 66.65 | -1.57 % | -5.93 % | |||
| 30 years | 2.071% | +6.9 bp | +32.4 bp | 54.07 | -1.99 % | -9.10 % | |||
Singapore 10Y Bond Yield Spread
The Singapore 10Y Government Bond has a 1.762% 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. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Singapore 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 187.3 bp | +2.1 bp | +9.8 bp | Compare | |
| Japan 10Y | 163.1 bp | +9.2 bp | +29.6 bp | Compare | |
| France 10Y | 146.1 bp | -1.9 bp | +1.9 bp | Compare | |
| Spain 10Y | 113.1 bp | +5.0 bp | +4.1 bp | Compare | |
| United Kingdom 10Y | 63.3 bp | -4.3 bp | -13.3 bp | Compare | |
| Italy 10Y | 41.0 bp | -6.7 bp | -32.3 bp | Compare | |
| United States 10Y | -0.9 bp | -11.4 bp | -8.3 bp | Compare | |
| Canada 10Y | -5.6 bp | -17.8 bp | -20.3 bp | Compare | |
| Australia 10Y | -19.6 bp | -20.0 bp | -34.9 bp | Compare | |
| China 10Y | -94.0 bp | +30.6 bp | +64.3 bp | Compare | |
| India 10Y | -489.0 bp | -2.6 bp | -8.0 bp | Compare | |
| Russia 10Y | -795.3 bp | -113.1 bp | -231.8 bp | Compare | |
| Brazil 10Y | -935.0 bp | -70.7 bp | -153.7 bp | Compare |
Singapore Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 2.071% | 54.07 | 76.25 | 120.60 | 164.96 | 209.32 | 253.68 | |
| 20 years | 2.049% | 66.65 | 82.93 | 115.48 | 148.03 | 180.57 | 213.12 | |
| 15 years | 1.988% | 74.43 | 87.29 | 113.02 | 138.74 | 164.46 | 190.18 | |
| 10 years | 1.762% | 83.97 | 93.07 | 111.26 | 129.45 | 147.64 | 165.83 | |
| 5 years | 1.553% | 92.58 | 97.36 | 106.91 | 116.46 | 126.01 | 135.56 | |
| 2 years | 0.983% | 98.06 | 100.03 | 103.98 | 107.92 | 111.86 | 115.80 | |
| 1 year | 0.646% | 99.36 | 100.35 | 102.34 | 104.33 | 106.31 | 108.30 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||