Last Update: 3 Aug 2020 22:15 GMT+0

The South Africa 10Y Government Bond has a 9.280% yield.

10 Years vs 2 Years bond spread is 466.5 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 312.29 and implied probability of default is 5.20%.

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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 466.5 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 312.29 +8.90 % +11.26 % +68.89 % 5.20 %

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 3.850% +8.0 bp -215.0 bp
2 years 4.615% -37.0 bp -198.5 bp 91.37 +0.71 % +3.83 %
5 years 7.485% -24.5 bp -48.0 bp 69.70 +1.13 % +2.24 %
10 years 9.280% -14.5 bp +39.0 bp 41.17 +1.33 % -3.52 %
12 years 10.235% -11.0 bp +89.5 bp 31.06 +1.21 % -9.31 %
20 years 11.430% -2.5 bp +142.5 bp 11.48 +0.44 % -22.69 %
25 years 11.585% +3.5 bp +149.5 bp 6.45 -0.92 % -28.65 %
30 years 11.520% +2.5 bp +144.0 bp 3.80 -0.52 % -32.26 %

10Y Bond Yield Spread - South Africa vs Main Countries

The South Africa 10Y Government Bond has a 9.280% 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 980.8 bp -5.3 +51.5
France 10Y 948.1 bp -6.0 +45.0
Japan 10Y 926.0 bp -13.2 +32.3
United Kingdom 10Y 917.4 bp -6.4 +84.4
Spain 10Y 894.6 bp -3.8 +32.7
Canada 10Y 881.4 bp -5.4 +125.9
United States 10Y 872.6 bp -3.0 +143.9
Australia 10Y 842.0 bp -9.9 +53.4
Italy 10Y 820.8 bp +10.4 +25.6
China 10Y 630.6 bp -19.0 +29.0
India 10Y 344.3 bp -13.7 +105.7
Russia 10Y 342.0 bp +3.5 +78.5
Brazil 10Y 295.3 bp -0.5 +62.0

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 11.520% 3.80 12.15 28.85 45.55 62.25 78.96
25 years 11.585% 6.45 14.53 30.68 46.83 62.98 79.13
20 years 11.430% 11.48 19.22 34.71 50.20 65.69 81.18
12 years 10.235% 31.06 37.79 51.27 64.74 78.21 91.68
10 years 9.280% 41.17 47.51 60.19 72.87 85.55 98.22
5 years 7.485% 69.70 73.75 81.85 89.94 98.04 106.13
2 years 4.615% 91.37 93.24 96.98 100.72 104.46 108.20
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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