Last Update: 18 Jun 2019 18:15 GMT+0
The Singapore 10Y Government Bond has a 1.984% yield.
10 Years vs 2 Years bond spread is 24.1 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities
Central Bank Rate is 1.88%.
The Singapore rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 22.78 and implied probability of default is 0.38%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -26.7 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 5.5 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 24.1 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 | 1.88% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 22.78 | +1.20 % | +6.15 % | +15.17 % | 0.38 % |
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 | 1.880% | -10.0 bp | -10.4 bp | ||||||
| 3 months | 1.920% | -10.1 bp | -8.8 bp | ||||||
| 6 months | 1.929% | -12.2 bp | -12.0 bp | ||||||
| 1 year | 2.010% | 0.0 bp | -2.0 bp | 98.03 | 0.00 % | +0.02 % | |||
| 2 years | 1.743% | -18.6 bp | -18.3 bp | 96.60 | +0.36 % | +0.35 % | |||
| 5 years | 1.798% | -17.5 bp | -19.4 bp | 91.48 | +0.87 % | +0.96 % | |||
| 10 years | 1.984% | -17.3 bp | -17.9 bp | 82.16 | +1.71 % | +1.76 % | |||
| 15 years | 2.226% | -19.7 bp | -20.2 bp | 71.88 | +2.94 % | +3.01 % | |||
| 20 years | 2.293% | -20.0 bp | -19.3 bp | 63.55 | +3.99 % | +3.86 % | |||
| 30 years | 2.506% | -15.7 bp | -9.3 bp | 47.59 | +4.71 % | +2.76 % | |||
10Y Bond Yield Spread - Singapore vs Main Countries
The Singapore 10Y Government Bond has a 1.984% 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 | 230.3 bp | +4.0 | +38.0 | ||
| Japan 10Y | 211.8 bp | -9.5 | -2.2 | ||
| France 10Y | 197.0 bp | +9.9 | +51.6 | ||
| Spain 10Y | 158.6 bp | +31.2 | +80.8 | ||
| United Kingdom 10Y | 117.6 bp | +5.7 | +29.3 | ||
| Australia 10Y | 62.7 bp | +10.9 | +86.1 | ||
| Canada 10Y | 55.8 bp | +9.0 | +41.0 | ||
| United States 10Y | -7.4 bp | +16.2 | +58.9 | ||
| Italy 10Y | -13.7 bp | +38.6 | +62.7 | ||
| China 10Y | -127.5 bp | -14.9 | -2.9 | ||
| India 10Y | -482.4 bp | +38.1 | +35.8 | ||
| Russia 10Y | -557.6 bp | +30.7 | +104.1 | ||
| Brazil 10Y | -590.6 bp | +103.7 | +165.1 |
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 | 2.506% | 47.59 | 68.50 | 110.33 | 152.16 | 193.99 | 235.81 | |
| 20 years | 2.293% | 63.55 | 79.44 | 111.24 | 143.04 | 174.83 | 206.63 | |
| 15 years | 2.226% | 71.88 | 84.51 | 109.78 | 135.05 | 160.32 | 185.59 | |
| 10 years | 1.984% | 82.16 | 91.15 | 109.13 | 127.11 | 145.09 | 163.07 | |
| 5 years | 1.798% | 91.48 | 96.22 | 105.70 | 115.18 | 124.66 | 134.15 | |
| 2 years | 1.743% | 96.60 | 98.55 | 102.45 | 106.35 | 110.25 | 114.14 | |
| 1 year | 2.010% | 98.03 | 99.01 | 100.97 | 102.93 | 104.89 | 106.85 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||