Last Update: 20 Sep 2021 8:15 GMT+0
The Singapore 10Y Government Bond has a 1.434% yield.
10 Years vs 2 Years bond spread is 109.2 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.27% (last modification in August 2021).
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 | 2.7 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 44.2 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 109.2 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 | 0.27% |
| 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 | 0.256% | 0.0 bp | -11.0 bp | ||||||
| 3 months | 0.276% | 0.0 bp | -9.0 bp | ||||||
| 6 months | 0.275% | 0.0 bp | -9.0 bp | ||||||
| 1 year | 0.315% | 0.0 bp | -1.0 bp | 99.69 | 0.00 % | +0.01 % | |||
| 2 years | 0.342% | 0.0 bp | -17.8 bp | 99.32 | 0.00 % | +0.35 % | |||
| 5 years | 0.784% | -0.6 bp | -9.5 bp | 96.17 | +0.03 % | +0.47 % | |||
| 10 years | 1.434% | +6.4 bp | -15.4 bp | 86.73 | -0.63 % | +1.53 % | |||
| 15 years | 1.734% | +9.1 bp | -19.4 bp | 77.27 | -1.33 % | +2.90 % | |||
| 20 years | 1.875% | +13.6 bp | -9.2 bp | 68.97 | -2.64 % | +1.83 % | |||
| 30 years | 1.883% | +5.6 bp | -12.5 bp | 57.14 | -1.64 % | +3.74 % | |||
Singapore 10Y Bond Yield Spread
The Singapore 10Y Government Bond has a 1.434% 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 | 174.7 bp | -11.8 bp | -12.9 bp | Compare | |
| France 10Y | 140.9 bp | -10.9 bp | -22.0 bp | Compare | |
| Japan 10Y | 138.9 bp | +2.5 bp | -9.0 bp | Compare | |
| Spain 10Y | 109.8 bp | -6.0 bp | -14.5 bp | Compare | |
| Italy 10Y | 71.8 bp | -10.5 bp | -20.3 bp | Compare | |
| United Kingdom 10Y | 61.9 bp | -22.4 bp | -12.3 bp | Compare | |
| Canada 10Y | 15.1 bp | -7.6 bp | +15.5 bp | Compare | |
| Australia 10Y | 14.4 bp | -15.3 bp | +40.5 bp | Compare | |
| United States 10Y | 9.1 bp | -2.4 bp | +23.3 bp | Compare | |
| China 10Y | -145.7 bp | +4.1 bp | +22.3 bp | Compare | |
| India 10Y | -471.2 bp | +15.2 bp | -10.7 bp | Compare | |
| Russia 10Y | -565.6 bp | -7.6 bp | -20.9 bp | Compare | |
| Brazil 10Y | -965.6 bp | -37.9 bp | -260.3 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 | 1.883% | 57.14 | 79.90 | 125.42 | 170.95 | 216.47 | 261.99 | |
| 20 years | 1.875% | 68.97 | 85.52 | 118.62 | 151.72 | 184.82 | 217.92 | |
| 15 years | 1.734% | 77.27 | 90.38 | 116.60 | 142.81 | 169.03 | 195.25 | |
| 10 years | 1.434% | 86.73 | 95.98 | 114.49 | 133.00 | 151.51 | 170.02 | |
| 5 years | 0.784% | 96.17 | 101.06 | 110.82 | 120.59 | 130.36 | 140.13 | |
| 2 years | 0.342% | 99.32 | 101.31 | 105.29 | 109.27 | 113.25 | 117.23 | |
| 1 year | 0.315% | 99.69 | 100.68 | 102.68 | 104.67 | 106.66 | 108.66 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||