Last Update: 23 Oct 2018 8:15 GMT+0

The South Africa 10Y Government Bond has a 9.165% yield.

10 Years vs 2 Years bond spread is 234.5 bp.

Central Bank Rate is 6.50%.

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

Current 5-Years Credit Default Swap quotation is 215.67 and implied probability of default is 3.59%.

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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 6.50%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 215.67 -2.16 % +2.84 % +25.00 % 3.59 %

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 6.560% -54.0 bp -34.0 bp
2 years 6.820% -89.5 bp -24.0 bp 87.64 +1.68 % +0.45 %
3 years 7.710% -33.0 bp +42.0 bp 80.03 +0.92 % -1.16 %
5 years 8.515% -1.0 bp +86.5 bp 66.46 +0.05 % -3.92 %
6 years 8.715% 0.0 bp 0.0 bp 60.57 0.00 % 0.00 %
10 years 9.165% +6.5 bp +101.0 bp 41.61 -0.60 % -8.87 %
15 years 9.960% 0.0 bp 0.0 bp 24.07 0.00 % 0.00 %
20 years 9.990% +8.5 bp +102.5 bp 14.89 -1.52 % -17.09 %
25 years 10.080% +6.0 bp +100.5 bp 9.06 -1.41 % -20.53 %
30 years 10.050% +4.0 bp +99.5 bp 5.65 -1.22 % -23.85 %

10Y Bond Yield Spread - South Africa vs Main Countries

The South Africa 10Y Government Bond has a 9.165% 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 901.6 bp +4.5 +92.2
Germany 10Y 873.4 bp +9.5 +121.4
France 10Y 836.3 bp +4.2 +105.1
United Kingdom 10Y 766.7 bp +12.4 +104.9
Spain 10Y 747.6 bp -11.1 +63.0
Canada 10Y 668.0 bp +1.0 +88.0
Australia 10Y 648.6 bp +8.5 +120.1
United States 10Y 600.9 bp -2.4 +83.1
Italy 10Y 571.1 bp -55.0 -65.2
China 10Y 556.1 bp +17.4 +100.9
India 10Y 126.4 bp +24.0 +84.9
Russia 10Y 61.5 bp +20.5 -20.0
Brazil 10Y -104.5 bp +155.5 +49.5

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 10.050% 5.65 15.04 33.82 52.59 71.37 90.14
25 years 10.080% 9.06 18.08 36.13 54.17 72.21 90.26
20 years 9.990% 14.89 23.41 40.45 57.49 74.53 91.57
15 years 9.960% 24.07 31.69 46.94 62.19 77.43 92.68
10 years 9.165% 41.61 47.98 60.72 73.46 86.21 98.95
6 years 8.715% 60.57 65.10 74.14 83.19 92.24 101.29
5 years 8.515% 66.46 70.40 78.28 86.15 94.03 101.91
3 years 7.710% 80.03 82.62 87.80 92.98 98.16 103.34
2 years 6.820% 87.64 89.45 93.08 96.70 100.33 103.95
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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