Last Update: 4 Jul 2020 6:15 GMT+0
The Singapore 10Y Government Bond has a 0.876% yield.
10 Years vs 2 Years bond spread is 59.8 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.09% (last modification in May 2020).
The Singapore credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 23.16 and implied probability of default is 0.39%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 5.3 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 22.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 59.8 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 | 0.09% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 23.16 | +12.54 % | +17.56 % | +23.52 % | 0.39 % |
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 | 0.222% | +3.3 bp | -154.7 bp | ||||||
| 3 months | 0.237% | +4.5 bp | -142.7 bp | ||||||
| 6 months | 0.256% | +3.6 bp | -144.2 bp | ||||||
| 1 year | 0.225% | -0.5 bp | -144.8 bp | 99.78 | +0.01 % | +1.45 % | |||
| 2 years | 0.278% | -10.5 bp | -120.6 bp | 99.45 | +0.21 % | +2.42 % | |||
| 5 years | 0.501% | -2.5 bp | -105.7 bp | 97.53 | +0.12 % | +5.37 % | |||
| 10 years | 0.876% | -6.9 bp | -87.7 bp | 91.65 | +0.69 % | +9.04 % | |||
| 15 years | 1.190% | -5.0 bp | -67.2 bp | 83.74 | +0.75 % | +10.43 % | |||
| 20 years | 1.257% | -5.7 bp | -65.9 bp | 77.89 | +1.13 % | +13.84 % | |||
| 30 years | 1.234% | -10.2 bp | -85.9 bp | 69.22 | +3.07 % | +28.85 % | |||
10Y Bond Yield Spread - Singapore vs Main Countries
The Singapore 10Y Government Bond has a 0.876% 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 | 131.2 bp | +4.8 | -73.1 | ||
| France 10Y | 99.2 bp | +3.6 | -73.8 | ||
| Japan 10Y | 84.3 bp | -6.7 | -92.2 | ||
| United Kingdom 10Y | 68.9 bp | +5.5 | -32.7 | ||
| Spain 10Y | 43.5 bp | +4.1 | -93.4 | ||
| Canada 10Y | 31.9 bp | +5.2 | +10.5 | ||
| United States 10Y | 20.7 bp | +8.7 | +24.7 | ||
| Australia 10Y | -3.0 bp | +10.5 | -56.1 | ||
| Italy 10Y | -44.5 bp | +2.0 | -85.6 | ||
| China 10Y | -205.3 bp | -14.6 | -61.2 | ||
| India 10Y | -496.9 bp | -11.8 | -21.2 | ||
| Russia 10Y | -516.4 bp | -48.9 | -68.2 | ||
| Brazil 10Y | -559.1 bp | +18.9 | -61.8 |
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 | 1.234% | 69.22 | 94.16 | 144.06 | 193.95 | 243.84 | 293.73 | |
| 20 years | 1.257% | 77.89 | 95.48 | 130.65 | 165.83 | 201.00 | 236.18 | |
| 15 years | 1.190% | 83.74 | 97.40 | 124.73 | 152.06 | 179.38 | 206.71 | |
| 10 years | 0.876% | 91.65 | 101.18 | 120.25 | 139.32 | 158.39 | 177.46 | |
| 5 years | 0.501% | 97.53 | 102.46 | 112.31 | 122.16 | 132.01 | 141.86 | |
| 2 years | 0.278% | 99.45 | 101.44 | 105.42 | 109.40 | 113.39 | 117.37 | |
| 1 year | 0.225% | 99.78 | 100.77 | 102.77 | 104.76 | 106.76 | 108.76 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||