Last Update: 18 Jun 2019 18:15 GMT+0
The South Korea 10Y Government Bond has a 1.614% yield.
10 Years vs 2 Years bond spread is 10.7 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 32.88 and implied probability of default is 0.55%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -0.7 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 1.8 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 10.7 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 | 32.88 | -0.30 % | -5.98 % | 0.55 % |
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 | 1.514% | -15.6 bp | -20.5 bp | 98.51 | +0.15 % | +0.20 % | |||
| 2 years | 1.507% | -17.0 bp | -33.5 bp | 97.05 | +0.33 % | +0.65 % | |||
| 3 years | 1.493% | -17.5 bp | -30.2 bp | 95.65 | +0.51 % | +0.90 % | |||
| 4 years | 1.545% | -18.0 bp | -32.5 bp | 94.05 | +0.71 % | +1.28 % | |||
| 5 years | 1.525% | -18.0 bp | -34.0 bp | 92.71 | +0.89 % | +1.69 % | |||
| 10 years | 1.614% | -21.1 bp | -36.9 bp | 85.20 | +2.08 % | +3.69 % | |||
| 20 years | 1.661% | -19.4 bp | -29.7 bp | 71.93 | +3.89 % | +6.01 % | |||
| 30 years | 1.660% | -18.5 bp | -26.2 bp | 61.02 | +5.61 % | +8.02 % | |||
| 50 years | 1.660% | -18.3 bp | -25.6 bp | 43.90 | +9.39 % | +13.38 % | |||
10Y Bond Yield Spread - South Korea vs Main Countries
The South Korea 10Y Government Bond has a 1.614% 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 | 193.3 bp | +0.2 | +19.0 | ||
| Japan 10Y | 174.8 bp | -13.3 | -21.2 | ||
| France 10Y | 160.0 bp | +6.1 | +32.6 | ||
| Spain 10Y | 121.6 bp | +27.4 | +61.8 | ||
| United Kingdom 10Y | 80.6 bp | +1.9 | +10.3 | ||
| Australia 10Y | 25.7 bp | +7.1 | +67.1 | ||
| Canada 10Y | 18.8 bp | +5.2 | +22.0 | ||
| United States 10Y | -44.4 bp | +12.4 | +39.9 | ||
| Italy 10Y | -50.7 bp | +34.8 | +43.7 | ||
| China 10Y | -164.5 bp | -18.7 | -21.9 | ||
| India 10Y | -519.4 bp | +34.3 | +16.8 | ||
| Russia 10Y | -594.6 bp | +26.9 | +85.1 | ||
| Brazil 10Y | -627.6 bp | +99.9 | +146.1 |
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 | 1.660% | 43.90 | 77.70 | 145.28 | 212.87 | 280.46 | 348.04 | |
| 30 years | 1.660% | 61.02 | 84.50 | 131.46 | 178.42 | 225.38 | 272.34 | |
| 20 years | 1.661% | 71.93 | 88.83 | 122.63 | 156.43 | 190.22 | 224.02 | |
| 10 years | 1.614% | 85.20 | 94.37 | 112.71 | 131.04 | 149.37 | 167.71 | |
| 5 years | 1.525% | 92.71 | 97.49 | 107.05 | 116.61 | 126.17 | 135.72 | |
| 4 years | 1.545% | 94.05 | 97.90 | 105.60 | 113.30 | 121.00 | 128.70 | |
| 3 years | 1.493% | 95.65 | 98.56 | 104.39 | 110.21 | 116.04 | 121.86 | |
| 2 years | 1.507% | 97.05 | 99.01 | 102.92 | 106.83 | 110.74 | 114.65 | |
| 1 year | 1.514% | 98.51 | 99.49 | 101.46 | 103.43 | 105.40 | 107.37 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||