Last Update: 10 Dec 2019 1:15 GMT+0
The Singapore 10Y Government Bond has a 1.756% yield.
10 Years vs 2 Years bond spread is 21.8 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.63% (last modification in December 2019).
The Singapore credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 19.83 and implied probability of default is 0.33%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -6.3 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 6.9 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 21.8 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 | 1.63% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 19.83 | 0.00 % | -8.15 % | -7.47 % | 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 | 1.758% | +21.9 bp | -22.2 bp | ||||||
| 3 months | 1.676% | +9.9 bp | -31.3 bp | ||||||
| 6 months | 1.607% | 0.0 bp | -37.3 bp | ||||||
| 1 year | 1.601% | +2.1 bp | -38.9 bp | 98.42 | -0.02 % | +0.38 % | |||
| 2 years | 1.538% | +3.5 bp | -19.6 bp | 96.99 | -0.07 % | +0.38 % | |||
| 5 years | 1.607% | -2.2 bp | -21.7 bp | 92.34 | +0.11 % | +1.07 % | |||
| 10 years | 1.756% | -4.2 bp | -29.5 bp | 84.02 | +0.41 % | +2.93 % | |||
| 15 years | 1.837% | -6.9 bp | -44.6 bp | 76.11 | +1.02 % | +6.78 % | |||
| 20 years | 1.933% | -7.3 bp | -42.4 bp | 68.19 | +1.44 % | +8.65 % | |||
| 30 years | 2.082% | -5.4 bp | -46.2 bp | 53.89 | +1.60 % | +14.51 % | |||
10Y Bond Yield Spread - Singapore vs Main Countries
The Singapore 10Y Government Bond has a 1.756% 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 | 206.1 bp | -0.5 | -20.7 | ||
| Japan 10Y | 175.7 bp | -10.1 | -41.4 | ||
| France 10Y | 174.8 bp | -2.2 | -16.9 | ||
| Spain 10Y | 130.9 bp | -10.1 | -13.5 | ||
| United Kingdom 10Y | 99.2 bp | -1.6 | -22.4 | ||
| Australia 10Y | 63.2 bp | +15.4 | +6.3 | ||
| Italy 10Y | 38.2 bp | -13.9 | +69.9 | ||
| Canada 10Y | 16.7 bp | -4.6 | -36.7 | ||
| United States 10Y | -6.5 bp | +8.2 | +2.9 | ||
| China 10Y | -146.9 bp | +2.8 | -24.7 | ||
| Russia 10Y | -463.4 bp | -2.2 | +100.5 | ||
| India 10Y | -490.3 bp | -14.7 | +12.3 | ||
| Brazil 10Y | -499.5 bp | -14.9 | +105.4 |
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 | 2.082% | 53.89 | 76.04 | 120.33 | 164.62 | 208.91 | 253.21 | |
| 20 years | 1.933% | 68.19 | 84.65 | 117.56 | 150.48 | 183.39 | 216.31 | |
| 15 years | 1.837% | 76.11 | 89.11 | 115.13 | 141.14 | 167.16 | 193.17 | |
| 10 years | 1.756% | 84.02 | 93.12 | 111.32 | 129.52 | 147.71 | 165.91 | |
| 5 years | 1.607% | 92.34 | 97.11 | 106.64 | 116.18 | 125.71 | 135.25 | |
| 2 years | 1.538% | 96.99 | 98.95 | 102.86 | 106.77 | 110.68 | 114.59 | |
| 1 year | 1.601% | 98.42 | 99.41 | 101.38 | 103.35 | 105.31 | 107.28 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||