Last Update: 31 Oct 2020 1:15 GMT+0

The South Africa 10Y Government Bond has a 9.315% yield.

10 Years vs 2 Years bond spread is 509.5 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 3.50% (last modification in July 2020).

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

Current 5-Years Credit Default Swap quotation is 313.76 and implied probability of default is 5.23%.

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Yield Comparison Spread Curve Convexity
5Y vs 2Y 287 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 509.5 bp Normal Convexity in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
BB-
-
Moody's Investors Service
Ba1
negative
Fitch Ratings
BB
negative
DBRS
-
-
South Africa Credit Ratings History
Interest Rates
Central Bank Rate 3.50%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 313.76 +2.33 % +10.04 % +64.72 % 5.23 %

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 4.240% -11.0 bp +59.0 bp
2 years 4.220% -30.5 bp -135.5 bp 92.07 +0.59 % +2.62 %
5 years 7.090% -12.5 bp -137.0 bp 71.00 +0.58 % +6.56 %
10 years 9.315% -9.0 bp -99.0 bp 41.04 +0.84 % +9.44 %
12 years 10.395% -1.0 bp -41.0 bp 30.52 +0.10 % +4.56 %
20 years 11.650% +5.5 bp -8.0 bp 11.04 -0.99 % +1.47 %
25 years 11.770% +14.0 bp -5.0 bp 6.19 -3.13 % +1.14 %
30 years 11.730% +12.5 bp -9.0 bp 3.59 -3.23 % +2.57 %

10Y Bond Yield Spread - South Africa vs Main Countries

The South Africa 10Y Government Bond has a 9.315% 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
Germany 10Y 994.3 bp +0.3 -94.8
France 10Y 966.3 bp +0.6 -75.0
Japan 10Y 927.8 bp -10.8 -104.2
Spain 10Y 918.6 bp +1.7 -39.5
United Kingdom 10Y 904.9 bp -10.9 -101.5
Canada 10Y 865.0 bp -20.4 -113.1
Italy 10Y 859.4 bp +1.1 +4.4
Australia 10Y 847.0 bp -6.5 -97.4
United States 10Y 844.1 bp -28.5 -124.6
China 10Y 610.5 bp -14.3 -168.5
India 10Y 343.4 bp +2.5 -76.1
Russia 10Y 315.0 bp -4.5 -105.0
Brazil 10Y 174.8 bp -32.9 -101.1

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 11.730% 3.59 11.81 28.25 44.68 61.12 77.56
25 years 11.770% 6.19 14.16 30.10 46.04 61.98 77.92
20 years 11.650% 11.04 18.67 33.95 49.22 64.49 79.76
12 years 10.395% 30.52 37.21 50.57 63.94 77.31 90.68
10 years 9.315% 41.04 47.37 60.03 72.69 85.35 98.01
5 years 7.090% 71.00 75.09 83.27 91.45 99.63 107.81
2 years 4.220% 92.07 93.95 97.71 101.47 105.23 108.99
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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