Last Update: 19 Apr 2019 8:15 GMT+0

The South Africa 10Y Government Bond has a 8.465% yield.

10 Years vs 2 Years bond spread is 165.5 bp.
Normal Convexity in Long-Term vs Short-Term Maturities

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 179.87 and implied probability of default is 3.00%.

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Yield Comparison Spread Curve Convexity
5Y vs 2Y 84.5 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 165.5 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
Baa3
-
Fitch Ratings
BB+
-
DBRS
-
-
South Africa Credit Ratings History
Interest Rates
Central Bank Rate 6.75%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 179.87 -2.11 % +3.10 % +22.44 % 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 6.780% -7.0 bp -28.0 bp
2 years 6.810% -31.5 bp -4.5 bp 87.65 +0.59 % +0.08 %
3 years 7.045% 0.0 bp -69.0 bp 81.53 0.00 % +1.95 %
5 years 7.655% -24.5 bp -90.5 bp 69.16 +1.16 % +4.28 %
6 years 8.715% 0.0 bp 0.0 bp 60.57 0.00 % 0.00 %
10 years 8.465% -29.5 bp -73.5 bp 44.37 +2.76 % +6.99 %
15 years 9.960% 0.0 bp 0.0 bp 24.07 0.00 % 0.00 %
20 years 9.595% -32.0 bp -44.0 bp 16.00 +5.96 % +8.33 %
25 years 9.615% -30.0 bp -52.0 bp 10.08 +7.12 % +12.63 %
30 years 9.565% -31.5 bp -55.0 bp 6.45 +8.95 % +16.22 %

10Y Bond Yield Spread - South Africa vs Main Countries

The South Africa 10Y Government Bond has a 8.465% 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 849.2 bp -31.2 -55.9
Germany 10Y 844.2 bp -21.3 -30.5
France 10Y 809.5 bp -18.8 -27.0
Spain 10Y 740.4 bp -17.0 -3.6
United Kingdom 10Y 727.6 bp -29.5 -33.8
Canada 10Y 669.9 bp -33.3 -0.6
Australia 10Y 654.0 bp -29.4 +4.5
United States 10Y 590.5 bp -23.7 -9.9
Italy 10Y 585.3 bp -41.8 +22.2
China 10Y 507.5 bp -52.7 -54.2
India 10Y 104.5 bp -17.9 -23.4
Russia 10Y 22.5 bp -25.5 -38.5
Brazil 10Y -49.5 bp -49.5 +68.5

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 9.565% 6.45 16.23 35.79 55.35 74.91 94.47
25 years 9.615% 10.08 19.43 38.13 56.84 75.54 94.25
20 years 9.595% 16.00 24.76 42.27 59.77 77.28 94.79
15 years 9.960% 24.07 31.69 46.94 62.19 77.43 92.68
10 years 8.465% 44.37 50.94 64.09 77.23 90.37 103.52
6 years 8.715% 60.57 65.10 74.14 83.19 92.24 101.29
5 years 7.655% 69.16 73.19 81.24 89.30 97.36 105.42
3 years 7.045% 81.53 84.15 89.39 94.64 99.88 105.13
2 years 6.810% 87.65 89.47 93.09 96.72 100.34 103.97
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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