Last Update: 21 Jan 2020 3:15 GMT+0
The South Korea 10Y Government Bond has a 1.703% yield.
10 Years vs 2 Years bond spread is 26.3 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.25% (last modification in October 2019).
The South Korea credit rating is AA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 20.83 and implied probability of default is 0.35%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 10.1 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 9.7 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 26.3 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 | 1.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 20.83 | -2.62 % | -4.38 % | -39.47 % | 0.35 % |
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 | 1.339% | +0.1 bp | -1.6 bp | 98.68 | 0.00 % | +0.02 % | |||
| 2 years | 1.440% | +3.7 bp | +10.1 bp | 97.18 | -0.07 % | -0.20 % | |||
| 3 years | 1.426% | +4.1 bp | +9.8 bp | 95.84 | -0.13 % | -0.29 % | |||
| 4 years | 1.577% | +9.1 bp | +20.1 bp | 93.93 | -0.36 % | -0.79 % | |||
| 5 years | 1.537% | +6.2 bp | +16.5 bp | 92.66 | -0.30 % | -0.80 % | |||
| 10 years | 1.703% | +3.8 bp | +23.8 bp | 84.46 | -0.38 % | -2.31 % | |||
| 20 years | 1.712% | +5.7 bp | +23.1 bp | 71.21 | -1.12 % | -4.45 % | |||
| 30 years | 1.683% | +5.6 bp | +20.3 bp | 60.61 | -1.64 % | -5.83 % | |||
| 50 years | 1.670% | +9.2 bp | +19.0 bp | 43.69 | -4.42 % | -8.92 % | |||
10Y Bond Yield Spread - South Korea vs Main Countries
The South Korea 10Y Government Bond has a 1.703% 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 | 192.0 bp | +0.2 | +13.1 | ||
| Japan 10Y | 170.7 bp | +6.2 | +11.7 | ||
| France 10Y | 166.7 bp | +5.3 | +13.1 | ||
| Spain 10Y | 126.1 bp | +3.6 | +18.3 | ||
| United Kingdom 10Y | 105.9 bp | +16.5 | +33.1 | ||
| Australia 10Y | 53.8 bp | +18.4 | +42.7 | ||
| Italy 10Y | 34.8 bp | +9.6 | +49.1 | ||
| Canada 10Y | 13.3 bp | +8.6 | +17.7 | ||
| United States 10Y | -9.1 bp | +16.3 | +50.1 | ||
| China 10Y | -138.0 bp | +19.2 | +32.8 | ||
| Russia 10Y | -449.2 bp | +18.8 | +139.3 | ||
| India 10Y | -493.6 bp | -0.3 | -4.0 | ||
| Brazil 10Y | -510.7 bp | +26.5 | +75.3 |
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 | 1.670% | 43.69 | 77.41 | 144.85 | 212.29 | 279.73 | 347.17 | |
| 30 years | 1.683% | 60.61 | 84.01 | 130.82 | 177.63 | 224.44 | 271.25 | |
| 20 years | 1.712% | 71.21 | 88.03 | 121.66 | 155.29 | 188.92 | 222.55 | |
| 10 years | 1.703% | 84.46 | 93.59 | 111.83 | 130.08 | 148.33 | 166.58 | |
| 5 years | 1.537% | 92.66 | 97.43 | 106.99 | 116.54 | 126.10 | 135.65 | |
| 4 years | 1.577% | 93.93 | 97.78 | 105.47 | 113.17 | 120.86 | 128.56 | |
| 3 years | 1.426% | 95.84 | 98.76 | 104.59 | 110.42 | 116.26 | 122.09 | |
| 2 years | 1.440% | 97.18 | 99.14 | 103.05 | 106.97 | 110.88 | 114.80 | |
| 1 year | 1.339% | 98.68 | 99.67 | 101.64 | 103.61 | 105.59 | 107.56 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||