Last Update: 19 Apr 2019 8:15 GMT+0
The South Korea 10Y Government Bond has a 1.899% yield.
10 Years vs 2 Years bond spread is 14.1 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities
Central Bank Rate is 1.75%.
The South Korea rating is AA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 31.61 and implied probability of default is 0.53%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 0.5 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 2.9 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 14.1 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA
|
- |
| Moody's Investors Service |
Aa2
|
- |
| Fitch Ratings |
AA-
|
- |
| DBRS |
-
|
- |
| South Korea Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Implied PD | |
|---|---|---|---|---|---|
| 5 Years CDS | 31.61 | -2.12 % | +11.56 % | 0.53 % |
South Korea 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 | ||||
| 1 year | 1.753% | -4.2 bp | -8.4 bp | 98.28 | +0.04 % | +0.08 % | |||
| 2 years | 1.758% | -8.0 bp | -19.8 bp | 96.57 | +0.16 % | +0.38 % | |||
| 3 years | 1.755% | -5.5 bp | -23.7 bp | 94.91 | +0.16 % | +0.70 % | |||
| 4 years | 1.783% | -9.3 bp | -30.7 bp | 93.17 | +0.36 % | +1.21 % | |||
| 5 years | 1.787% | -7.6 bp | -35.6 bp | 91.52 | +0.37 % | +1.76 % | |||
| 10 years | 1.899% | -8.0 bp | -42.0 bp | 82.85 | +0.79 % | +4.20 % | |||
| 20 years | 1.911% | -11.8 bp | -34.3 bp | 68.48 | +2.33 % | +6.95 % | |||
| 30 years | 1.901% | -12.5 bp | -33.4 bp | 56.84 | +3.74 % | +10.33 % | |||
| 50 years | 1.905% | -6.6 bp | -25.7 bp | 38.92 | +3.29 % | +13.40 % | |||
10Y Bond Yield Spread - South Korea vs Main Countries
The South Korea 10Y Government Bond has a 1.899% 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 Korea 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Japan 10Y | 192.6 bp | -9.7 | -24.4 | ||
| Germany 10Y | 187.6 bp | +0.2 | +1.0 | ||
| France 10Y | 152.9 bp | +2.7 | +4.5 | ||
| Spain 10Y | 83.8 bp | +4.5 | +27.9 | ||
| United Kingdom 10Y | 71.0 bp | -8.0 | -2.3 | ||
| Canada 10Y | 13.3 bp | -11.8 | +30.9 | ||
| Australia 10Y | -2.6 bp | -7.9 | +36.0 | ||
| United States 10Y | -66.1 bp | -2.2 | +21.6 | ||
| Italy 10Y | -71.3 bp | -20.3 | +53.7 | ||
| China 10Y | -149.1 bp | -31.2 | -22.7 | ||
| India 10Y | -552.1 bp | +3.6 | +8.1 | ||
| Russia 10Y | -634.1 bp | -4.0 | -7.0 | ||
| Brazil 10Y | -706.1 bp | -28.0 | +100.0 |
South Korea 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% | |||
| 50 years | 1.905% | 38.92 | 70.99 | 135.11 | 199.23 | 263.35 | 327.47 | |
| 30 years | 1.901% | 56.84 | 79.54 | 124.95 | 170.36 | 215.77 | 261.18 | |
| 20 years | 1.911% | 68.48 | 84.98 | 117.96 | 150.95 | 183.93 | 216.92 | |
| 10 years | 1.899% | 82.85 | 91.88 | 109.94 | 128.00 | 146.06 | 164.12 | |
| 5 years | 1.787% | 91.52 | 96.27 | 105.75 | 115.24 | 124.72 | 134.21 | |
| 4 years | 1.783% | 93.17 | 97.00 | 104.66 | 112.31 | 119.97 | 127.63 | |
| 3 years | 1.755% | 94.91 | 97.81 | 103.61 | 109.40 | 115.20 | 120.99 | |
| 2 years | 1.758% | 96.57 | 98.52 | 102.42 | 106.32 | 110.21 | 114.11 | |
| 1 year | 1.753% | 98.28 | 99.26 | 101.23 | 103.19 | 105.16 | 107.12 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||