Last Update: 24 Nov 2020 23:15 GMT+0
The Singapore 10Y Government Bond has a 0.924% yield.
10 Years vs 2 Years bond spread is 65.7 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.08% (last modification in October 2020).
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 | -0.8 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 24.2 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 65.7 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 | 0.08% |
| 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
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 | 0.295% | +9.8 bp | +9.7 bp | ||||||
| 3 months | 0.276% | +6.1 bp | +21.9 bp | ||||||
| 6 months | 0.276% | +6.5 bp | +4.6 bp | ||||||
| 1 year | 0.275% | +4.0 bp | +2.5 bp | 99.73 | -0.04 % | -0.02 % | |||
| 2 years | 0.267% | +3.9 bp | +5.5 bp | 99.47 | -0.08 % | -0.11 % | |||
| 5 years | 0.509% | +4.9 bp | +16.1 bp | 97.49 | -0.25 % | -0.80 % | |||
| 10 years | 0.924% | +8.2 bp | +23.2 bp | 91.21 | -0.82 % | -2.28 % | |||
| 15 years | 1.182% | +5.9 bp | +28.5 bp | 83.84 | -0.87 % | -4.14 % | |||
| 20 years | 1.244% | +8.0 bp | +16.9 bp | 78.09 | -1.58 % | -3.29 % | |||
| 30 years | 1.149% | +4.2 bp | +5.5 bp | 70.98 | -1.24 % | -1.62 % | |||
10Y Bond Yield Spread - Singapore vs Main Countries
The Singapore 10Y Government Bond has a 0.924% 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 | 148.5 bp | +6.5 | +30.0 | ||
| France 10Y | 125.3 bp | +10.5 | +52.5 | ||
| Japan 10Y | 90.4 bp | +9.9 | +20.1 | ||
| Spain 10Y | 85.0 bp | +20.0 | +85.4 | ||
| United Kingdom 10Y | 59.8 bp | +2.5 | +7.6 | ||
| Italy 10Y | 35.2 bp | +26.7 | +125.5 | ||
| Canada 10Y | 20.6 bp | +0.6 | +1.9 | ||
| United States 10Y | 3.9 bp | +3.8 | +0.4 | ||
| Australia 10Y | -1.1 bp | -1.7 | +17.1 | ||
| China 10Y | -240.6 bp | -4.6 | -48.9 | ||
| Russia 10Y | -487.6 bp | +26.2 | -9.8 | ||
| India 10Y | -495.6 bp | +4.6 | +31.3 | ||
| Brazil 10Y | -680.2 bp | -9.7 | -14.1 |
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 | 1.149% | 70.98 | 96.24 | 146.75 | 197.25 | 247.76 | 298.27 | |
| 20 years | 1.244% | 78.09 | 95.70 | 130.92 | 166.14 | 201.36 | 236.58 | |
| 15 years | 1.182% | 83.84 | 97.51 | 124.86 | 152.20 | 179.54 | 206.89 | |
| 10 years | 0.924% | 91.21 | 100.72 | 119.74 | 138.76 | 157.78 | 176.80 | |
| 5 years | 0.509% | 97.49 | 102.42 | 112.27 | 122.12 | 131.97 | 141.81 | |
| 2 years | 0.267% | 99.47 | 101.46 | 105.44 | 109.43 | 113.41 | 117.40 | |
| 1 year | 0.275% | 99.73 | 100.72 | 102.72 | 104.71 | 106.71 | 108.70 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||