Last Update: 13 Dec 2018 5:15 GMT+0
The South Africa 10Y Government Bond has a 9.100% yield.
10 Years vs 2 Years bond spread is 294.5 bp.
Central Bank Rate is 6.75%.
The South Africa rating is BB, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 224.06 and implied probability of default is 3.73%.
| 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 | 6.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 224.06 | +1.82 % | +0.43 % | +25.83 % | 3.73 % |
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 | 7.070% | +14.0 bp | +22.0 bp | ||||||
| 2 years | 6.155% | -32.5 bp | -150.5 bp | 88.74 | +0.61 % | +2.85 % | |||
| 3 years | 7.265% | -36.0 bp | -70.0 bp | 81.03 | +1.01 % | +1.98 % | |||
| 5 years | 8.340% | -22.5 bp | -1.5 bp | 67.00 | +1.04 % | +0.07 % | |||
| 6 years | 8.715% | 0.0 bp | 0.0 bp | 60.57 | 0.00 % | 0.00 % | |||
| 10 years | 9.100% | -14.5 bp | +10.5 bp | 41.86 | +1.36 % | -0.95 % | |||
| 15 years | 9.960% | 0.0 bp | 0.0 bp | 24.07 | 0.00 % | 0.00 % | |||
| 20 years | 10.035% | -0.5 bp | +29.5 bp | 14.77 | +0.07 % | -5.20 % | |||
| 25 years | 10.130% | +3.0 bp | +27.5 bp | 8.96 | -0.67 % | -6.08 % | |||
| 30 years | 10.110% | +3.5 bp | +25.5 bp | 5.56 | -0.89 % | -6.71 % | |||
10Y Bond Yield Spread - South Africa vs Main Countries
The South Africa 10Y Government Bond has a 9.100% 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 | 904.3 bp | -8.8 | +9.7 | ||
| Germany 10Y | 881.2 bp | -3.2 | +29.6 | ||
| France 10Y | 835.8 bp | -10.8 | +20.9 | ||
| United Kingdom 10Y | 782.0 bp | +7.2 | +19.7 | ||
| Spain 10Y | 766.5 bp | +4.4 | +8.7 | ||
| Canada 10Y | 696.6 bp | +18.0 | +29.3 | ||
| Australia 10Y | 662.6 bp | +9.6 | +40.7 | ||
| United States 10Y | 618.9 bp | +8.7 | +17.0 | ||
| Italy 10Y | 610.1 bp | +31.0 | -7.9 | ||
| China 10Y | 576.7 bp | +2.4 | +48.4 | ||
| India 10Y | 170.6 bp | +22.3 | +64.1 | ||
| Russia 10Y | 42.0 bp | +20.5 | -99.5 | ||
| Brazil 10Y | -94.0 bp | +36.5 | +169.5 |
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 | 10.110% | 5.56 | 14.90 | 33.58 | 52.27 | 70.95 | 89.63 | |
| 25 years | 10.130% | 8.96 | 17.95 | 35.92 | 53.90 | 71.87 | 89.84 | |
| 20 years | 10.035% | 14.77 | 23.26 | 40.25 | 57.24 | 74.22 | 91.21 | |
| 15 years | 9.960% | 24.07 | 31.69 | 46.94 | 62.19 | 77.43 | 92.68 | |
| 10 years | 9.100% | 41.86 | 48.25 | 61.02 | 73.80 | 86.58 | 99.36 | |
| 6 years | 8.715% | 60.57 | 65.10 | 74.14 | 83.19 | 92.24 | 101.29 | |
| 5 years | 8.340% | 67.00 | 70.95 | 78.87 | 86.78 | 94.70 | 102.61 | |
| 3 years | 7.265% | 81.03 | 83.64 | 88.86 | 94.08 | 99.31 | 104.53 | |
| 2 years | 6.155% | 88.74 | 90.57 | 94.23 | 97.89 | 101.55 | 105.20 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||