Last Update: 8 Mar 2021 15:15 GMT+0
The South Korea 10Y Government Bond has a 2.024% yield.
10 Years vs 2 Years bond spread is 107.7 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 22.84 and implied probability of default is 0.38%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 34.4 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 54.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 107.7 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 | 22.84 | +1.67 % | -0.84 % | -39.25 % | 0.38 % |
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 | 0.603% | -2.5 bp | -4.2 bp | 99.40 | +0.02 % | +0.04 % | |||
| 2 years | 0.947% | +11.2 bp | +8.0 bp | 98.13 | -0.22 % | -0.16 % | |||
| 3 years | 1.136% | +13.5 bp | +18.6 bp | 96.67 | -0.40 % | -0.55 % | |||
| 4 years | 1.409% | +17.4 bp | +25.5 bp | 94.56 | -0.68 % | -0.99 % | |||
| 5 years | 1.492% | +16.5 bp | +25.8 bp | 92.86 | -0.81 % | -1.27 % | |||
| 10 years | 2.024% | +20.2 bp | +46.8 bp | 81.84 | -1.96 % | -4.49 % | |||
| 20 years | 2.112% | +13.3 bp | +43.6 bp | 65.84 | -2.56 % | -8.20 % | |||
| 30 years | 2.119% | +13.4 bp | +45.6 bp | 53.31 | -3.86 % | -12.56 % | |||
| 50 years | 2.165% | +16.1 bp | +48.0 bp | 34.27 | -7.58 % | -20.98 % | |||
10Y Bond Yield Spread - South Korea vs Main Countries
The South Korea 10Y Government Bond has a 2.024% 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 | 231.0 bp | +4.7 | +25.8 | ||
| France 10Y | 206.8 bp | +2.5 | +31.8 | ||
| Japan 10Y | 191.5 bp | +15.7 | +39.3 | ||
| Spain 10Y | 163.7 bp | -5.2 | +41.3 | ||
| Italy 10Y | 128.5 bp | -3.1 | +82.4 | ||
| United Kingdom 10Y | 127.4 bp | -7.1 | -9.5 | ||
| Canada 10Y | 50.2 bp | -30.6 | -48.9 | ||
| United States 10Y | 43.2 bp | -21.4 | -44.2 | ||
| Australia 10Y | 22.6 bp | -35.1 | -40.9 | ||
| China 10Y | -124.5 bp | +19.0 | +35.5 | ||
| India 10Y | -419.9 bp | +1.9 | +30.1 | ||
| Russia 10Y | -463.6 bp | -25.3 | +5.8 | ||
| Brazil 10Y | -647.8 bp | -83.5 | -125.4 |
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 | 2.165% | 34.27 | 64.63 | 125.35 | 186.07 | 246.80 | 307.52 | |
| 30 years | 2.119% | 53.31 | 75.34 | 119.41 | 163.48 | 207.55 | 251.62 | |
| 20 years | 2.112% | 65.84 | 82.01 | 114.36 | 146.72 | 179.07 | 211.42 | |
| 10 years | 2.024% | 81.84 | 90.81 | 108.76 | 126.70 | 144.64 | 162.58 | |
| 5 years | 1.492% | 92.86 | 97.65 | 107.21 | 116.78 | 126.35 | 135.92 | |
| 4 years | 1.409% | 94.56 | 98.42 | 106.15 | 113.87 | 121.60 | 129.32 | |
| 3 years | 1.136% | 96.67 | 99.60 | 105.47 | 111.33 | 117.20 | 123.07 | |
| 2 years | 0.947% | 98.13 | 100.10 | 104.05 | 107.99 | 111.94 | 115.88 | |
| 1 year | 0.603% | 99.40 | 100.39 | 102.38 | 104.37 | 106.36 | 108.35 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||