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%.
| 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% |
| 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.
| 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.
| 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.
| 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 | ||