Last Update: 6 Jun 2020 14:15 GMT+0

The South Africa 10Y Government Bond has a 8.900% yield.

10 Years vs 2 Years bond spread is 383 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 3.75% (last modification in May 2020).

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

Current 5-Years Credit Default Swap quotation is 261.42 and implied probability of default is 4.36%.

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Yield Comparison Spread Curve Convexity
5Y vs 2Y 237.5 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 383 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 3.75%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 261.42 -23.66 % -35.74 % +29.38 % 4.36 %

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 3.550% -75.0 bp -245.0 bp
2 years 5.070% -32.0 bp -163.0 bp 90.58 +0.61 % +3.12 %
5 years 7.445% -51.5 bp +12.0 bp 69.83 +2.42 % -0.57 %
10 years 8.900% -88.0 bp +49.0 bp 42.63 +8.39 % -4.42 %
12 years 9.785% -62.0 bp +36.5 bp 32.62 +6.99 % -3.92 %
20 years 10.915% -49.0 bp +72.0 bp 12.59 +9.19 % -12.26 %
25 years 10.970% -50.5 bp +67.0 bp 7.41 +11.93 % -14.04 %
30 years 10.935% -53.5 bp +66.5 bp 4.45 +15.58 % -16.35 %

10Y Bond Yield Spread - South Africa vs Main Countries

The South Africa 10Y Government Bond has a 8.900% 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 918.3 bp -111.3 +48.4
France 10Y 888.6 bp -88.2 +50.5
Japan 10Y 885.9 bp -93.6 +44.4
United Kingdom 10Y 854.1 bp -100.3 +89.7
Spain 10Y 834.4 bp -51.7 +41.9
Canada 10Y 816.8 bp -99.9 +134.2
United States 10Y 800.6 bp -106.5 +143.9
Australia 10Y 777.4 bp -107.1 +51.4
Italy 10Y 748.1 bp -31.8 +51.2
China 10Y 602.4 bp -120.2 +84.4
Russia 10Y 319.0 bp -49.0 +118.0
India 10Y 307.9 bp -67.3 +133.0
Brazil 10Y 210.7 bp +6.9 +48.3

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 10.935% 4.45 13.18 30.66 48.14 65.61 83.09
25 years 10.970% 7.41 15.85 32.73 49.61 66.49 83.37
20 years 10.915% 12.59 20.60 36.62 52.63 68.65 84.67
12 years 9.785% 32.62 39.51 53.28 67.05 80.82 94.59
10 years 8.900% 42.63 49.08 61.97 74.86 87.75 100.64
5 years 7.445% 69.83 73.89 81.99 90.09 98.20 106.30
2 years 5.070% 90.58 92.44 96.15 99.87 103.59 107.30
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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