Last Update: 4 Jul 2020 12:15 GMT+0
The South Korea 10Y Government Bond has a 1.388% yield.
10 Years vs 2 Years bond spread is 62.1 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.50% (last modification in May 2020).
The South Korea credit rating is AA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 25.08 and implied probability of default is 0.42%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 20.9 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 35 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 62.1 bp | Normal Convexity 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 | 0.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 25.08 | -12.36 % | +5.54 % | -18.70 % | 0.42 % |
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 | 0.558% | -6.6 bp | -74.1 bp | 99.45 | +0.07 % | +0.74 % | |||
| 2 years | 0.767% | -5.5 bp | -52.3 bp | 98.48 | +0.10 % | +1.04 % | |||
| 3 years | 0.839% | -4.7 bp | -43.2 bp | 97.52 | +0.13 % | +1.29 % | |||
| 4 years | 0.987% | -6.8 bp | -40.0 bp | 96.15 | +0.27 % | +1.60 % | |||
| 5 years | 1.117% | -6.2 bp | -24.4 bp | 94.60 | +0.31 % | +1.22 % | |||
| 10 years | 1.388% | -4.4 bp | -17.2 bp | 87.12 | +0.43 % | +1.70 % | |||
| 20 years | 1.576% | +3.4 bp | -3.4 bp | 73.14 | -0.68 % | +0.66 % | |||
| 30 years | 1.594% | +1.7 bp | -0.1 bp | 62.22 | -0.51 % | +0.02 % | |||
| 50 years | 1.608% | +2.4 bp | +6.3 bp | 45.04 | -1.18 % | -3.06 % | |||
10Y Bond Yield Spread - South Korea vs Main Countries
The South Korea 10Y Government Bond has a 1.388% 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 |
|
|---|---|---|---|---|---|
| Germany 10Y | 182.4 bp | +7.3 | -2.6 | ||
| France 10Y | 150.4 bp | +6.1 | -3.3 | ||
| Japan 10Y | 135.5 bp | -4.2 | -21.7 | ||
| United Kingdom 10Y | 120.1 bp | +8.0 | +37.8 | ||
| Spain 10Y | 94.7 bp | +6.6 | -22.9 | ||
| Canada 10Y | 83.1 bp | +7.7 | +81.0 | ||
| United States 10Y | 71.9 bp | +11.2 | +95.2 | ||
| Australia 10Y | 48.2 bp | +13.0 | +14.4 | ||
| Italy 10Y | 6.7 bp | +4.5 | -15.1 | ||
| China 10Y | -154.1 bp | -12.1 | +9.3 | ||
| India 10Y | -445.7 bp | -9.3 | +49.3 | ||
| Russia 10Y | -465.2 bp | -46.4 | +2.3 | ||
| Brazil 10Y | -507.9 bp | +21.4 | +8.7 |
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 | 1.608% | 45.04 | 79.22 | 147.58 | 215.93 | 284.29 | 352.65 | |
| 30 years | 1.594% | 62.22 | 85.92 | 133.32 | 180.72 | 228.12 | 275.51 | |
| 20 years | 1.576% | 73.14 | 90.18 | 124.27 | 158.35 | 192.43 | 226.51 | |
| 10 years | 1.388% | 87.12 | 96.40 | 114.95 | 133.51 | 152.06 | 170.62 | |
| 5 years | 1.117% | 94.60 | 99.43 | 109.11 | 118.78 | 128.45 | 138.13 | |
| 4 years | 0.987% | 96.15 | 100.05 | 107.86 | 115.66 | 123.47 | 131.28 | |
| 3 years | 0.839% | 97.52 | 100.48 | 106.38 | 112.28 | 118.18 | 124.08 | |
| 2 years | 0.767% | 98.48 | 100.46 | 104.42 | 108.37 | 112.32 | 116.28 | |
| 1 year | 0.558% | 99.45 | 100.44 | 102.43 | 104.42 | 106.41 | 108.40 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||