Last Update: 16 Nov 2019 21:15 GMT+0

The South Africa 10Y Government Bond has a 8.550% yield.

10 Years vs 2 Years bond spread is 190 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 6.50% (last modification in July 2019).

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

Current 5-Years Credit Default Swap quotation is 179.72 and implied probability of default is 3.00%.

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Yield Comparison Spread Curve Convexity
5Y vs 2Y 83.5 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 190 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
Baa3
negative
Fitch Ratings
BB+
negative
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 179.72 +0.86 % -3.58 % -19.57 % 3.00 %

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 6.000% 0.0 bp -83.0 bp
2 years 6.650% +1.5 bp +6.0 bp 87.92 -0.02 % -0.11 %
5 years 7.485% +1.4 bp -10.5 bp 69.70 -0.07 % +0.48 %
10 years 8.550% +10.9 bp +10.5 bp 44.03 -0.99 % -0.94 %
12 years 9.502% +13.5 bp n.a. 33.65 -1.46 % n.a.
20 years 10.255% +17.3 bp +52.0 bp 14.19 -3.07 % -9.04 %
25 years 10.329% +19.0 bp +56.9 bp 8.57 -4.14 % -12.10 %
30 years 10.308% +18.8 bp +60.3 bp 5.27 -5.05 % -15.14 %

10Y Bond Yield Spread - South Africa vs Main Countries

The South Africa 10Y Government Bond has a 8.550% 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 888.5 bp +5.4 +33.9
Japan 10Y 861.0 bp +0.9 +10.3
France 10Y 857.5 bp -0.6 +42.5
Spain 10Y 811.2 bp -7.8 +57.2
United Kingdom 10Y 782.4 bp +8.9 +45.3
Australia 10Y 738.8 bp +0.8 +59.1
Italy 10Y 722.4 bp -19.0 +146.6
Canada 10Y 706.4 bp +17.5 +29.8
United States 10Y 671.4 bp +1.8 +66.9
China 10Y 528.0 bp +2.6 +12.4
Russia 10Y 210.0 bp +32.4 +176.5
India 10Y 203.1 bp +36.0 +96.3
Brazil 10Y 189.1 bp +5.5 +238.6

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 10.308% 5.27 14.46 32.84 51.22 69.60 87.98
25 years 10.329% 8.57 17.42 35.12 52.83 70.53 88.24
20 years 10.255% 14.19 22.56 39.29 56.03 72.76 89.50
12 years 9.502% 33.65 40.63 54.60 68.56 82.53 96.49
10 years 8.550% 44.03 50.57 63.67 76.76 89.85 102.95
5 years 7.485% 69.70 73.75 81.85 89.94 98.04 106.13
2 years 6.650% 87.92 89.73 93.37 97.00 100.64 104.27
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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