Last Update: 13 Dec 2018 5:15 GMT+0

The South Africa 10Y Government Bond has a 9.100% yield.

10 Years vs 2 Years bond spread is 294.5 bp.

Central Bank Rate is 6.75%.

The South Africa rating is BB, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 224.06 and implied probability of default is 3.73%.

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Rating Agency Rating Outlook
Standard & Poor's
BB
-
Moody's Investors Service
Baa3
-
Fitch Ratings
BB+
-
DBRS
-
-
South Africa Credit Ratings History
Interest Rates
Central Bank Rate 6.75%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 224.06 +1.82 % +0.43 % +25.83 % 3.73 %

South Africa 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.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 7.070% +14.0 bp +22.0 bp
2 years 6.155% -32.5 bp -150.5 bp 88.74 +0.61 % +2.85 %
3 years 7.265% -36.0 bp -70.0 bp 81.03 +1.01 % +1.98 %
5 years 8.340% -22.5 bp -1.5 bp 67.00 +1.04 % +0.07 %
6 years 8.715% 0.0 bp 0.0 bp 60.57 0.00 % 0.00 %
10 years 9.100% -14.5 bp +10.5 bp 41.86 +1.36 % -0.95 %
15 years 9.960% 0.0 bp 0.0 bp 24.07 0.00 % 0.00 %
20 years 10.035% -0.5 bp +29.5 bp 14.77 +0.07 % -5.20 %
25 years 10.130% +3.0 bp +27.5 bp 8.96 -0.67 % -6.08 %
30 years 10.110% +3.5 bp +25.5 bp 5.56 -0.89 % -6.71 %

10Y Bond Yield Spread - South Africa vs Main Countries

The South Africa 10Y Government Bond has a 9.100% 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.

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South Africa 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Japan 10Y 904.3 bp -8.8 +9.7
Germany 10Y 881.2 bp -3.2 +29.6
France 10Y 835.8 bp -10.8 +20.9
United Kingdom 10Y 782.0 bp +7.2 +19.7
Spain 10Y 766.5 bp +4.4 +8.7
Canada 10Y 696.6 bp +18.0 +29.3
Australia 10Y 662.6 bp +9.6 +40.7
United States 10Y 618.9 bp +8.7 +17.0
Italy 10Y 610.1 bp +31.0 -7.9
China 10Y 576.7 bp +2.4 +48.4
India 10Y 170.6 bp +22.3 +64.1
Russia 10Y 42.0 bp +20.5 -99.5
Brazil 10Y -94.0 bp +36.5 +169.5

South Africa 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.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
30 years 10.110% 5.56 14.90 33.58 52.27 70.95 89.63
25 years 10.130% 8.96 17.95 35.92 53.90 71.87 89.84
20 years 10.035% 14.77 23.26 40.25 57.24 74.22 91.21
15 years 9.960% 24.07 31.69 46.94 62.19 77.43 92.68
10 years 9.100% 41.86 48.25 61.02 73.80 86.58 99.36
6 years 8.715% 60.57 65.10 74.14 83.19 92.24 101.29
5 years 8.340% 67.00 70.95 78.87 86.78 94.70 102.61
3 years 7.265% 81.03 83.64 88.86 94.08 99.31 104.53
2 years 6.155% 88.74 90.57 94.23 97.89 101.55 105.20
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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