Last Update: 24 Sep 2020 2:15 GMT+0
The South Korea 10Y Government Bond has a 1.447% yield.
10 Years vs 2 Years bond spread is 60.9 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 26.04 and implied probability of default is 0.43%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 18.3 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 30.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 60.9 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 | 26.04 | +14.78 % | +19.55 % | -23.58 % | 0.43 % |
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 | 0.655% | +5.5 bp | -32.2 bp | 99.35 | -0.05 % | +0.32 % | |||
| 2 years | 0.838% | +8.6 bp | -29.7 bp | 98.34 | -0.17 % | +0.58 % | |||
| 3 years | 0.877% | +5.3 bp | -24.7 bp | 97.41 | -0.16 % | +0.73 % | |||
| 4 years | 1.037% | +1.5 bp | -38.5 bp | 95.96 | -0.05 % | +1.53 % | |||
| 5 years | 1.141% | +5.0 bp | -28.3 bp | 94.49 | -0.24 % | +1.42 % | |||
| 10 years | 1.447% | +7.0 bp | -25.4 bp | 86.62 | -0.69 % | +2.53 % | |||
| 20 years | 1.606% | +3.8 bp | -17.2 bp | 72.71 | -0.75 % | +3.44 % | |||
| 30 years | 1.602% | +2.5 bp | -16.3 bp | 62.08 | -0.74 % | +4.94 % | |||
| 50 years | 1.632% | +2.0 bp | -14.5 bp | 44.51 | -0.98 % | +7.38 % | |||
10Y Bond Yield Spread - South Korea vs Main Countries
The South Korea 10Y Government Bond has a 1.447% 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 | 195.8 bp | +8.8 | -9.5 | ||
| France 10Y | 168.8 bp | +11.8 | +14.6 | ||
| Japan 10Y | 144.2 bp | +8.5 | -20.9 | ||
| United Kingdom 10Y | 122.1 bp | +5.3 | -3.3 | ||
| Spain 10Y | 122.0 bp | +16.7 | +38.7 | ||
| Canada 10Y | 89.2 bp | +7.5 | +6.2 | ||
| United States 10Y | 77.1 bp | +4.8 | -7.2 | ||
| Italy 10Y | 60.0 bp | +23.1 | +46.5 | ||
| Australia 10Y | 57.6 bp | +8.2 | -16.6 | ||
| China 10Y | -165.8 bp | -1.7 | -64.8 | ||
| India 10Y | -454.3 bp | +30.1 | +6.0 | ||
| Russia 10Y | -483.8 bp | -3.5 | +63.1 | ||
| Brazil 10Y | -579.2 bp | -27.9 | +196.3 |
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 | 1.632% | 44.51 | 78.51 | 146.51 | 214.51 | 282.51 | 350.51 | |
| 30 years | 1.602% | 62.08 | 85.75 | 133.09 | 180.44 | 227.78 | 275.13 | |
| 20 years | 1.606% | 72.71 | 89.70 | 123.68 | 157.67 | 191.65 | 225.63 | |
| 10 years | 1.447% | 86.62 | 95.87 | 114.36 | 132.86 | 151.35 | 169.85 | |
| 5 years | 1.141% | 94.49 | 99.32 | 108.99 | 118.65 | 128.32 | 137.98 | |
| 4 years | 1.037% | 95.96 | 99.86 | 107.65 | 115.45 | 123.25 | 131.04 | |
| 3 years | 0.877% | 97.41 | 100.36 | 106.26 | 112.16 | 118.05 | 123.95 | |
| 2 years | 0.838% | 98.34 | 100.32 | 104.27 | 108.22 | 112.17 | 116.12 | |
| 1 year | 0.655% | 99.35 | 100.34 | 102.33 | 104.32 | 106.30 | 108.29 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||