Last Update: 22 Oct 2019 20:15 GMT+0
The South Korea 10Y Government Bond has a 1.659% yield.
10 Years vs 2 Years bond spread is 27.8 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 30.52 and implied probability of default is 0.51%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 6.7 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 11.3 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 27.8 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 | 30.52 | -5.79 % | -7.85 % | -22.31 % | 0.51 % |
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 | 1.314% | -0.8 bp | -44.5 bp | 98.70 | 0.00 % | +0.44 % | |||
| 2 years | 1.381% | +1.6 bp | -40.1 bp | 97.29 | -0.03 % | +0.79 % | |||
| 3 years | 1.383% | +5.8 bp | -38.6 bp | 95.96 | -0.18 % | +1.14 % | |||
| 4 years | 1.471% | +5.6 bp | -35.7 bp | 94.33 | -0.21 % | +1.42 % | |||
| 5 years | 1.494% | +9.9 bp | -32.1 bp | 92.85 | -0.49 % | +1.59 % | |||
| 10 years | 1.659% | +20.2 bp | -27.0 bp | 84.83 | -1.96 % | +2.69 % | |||
| 20 years | 1.658% | +24.0 bp | -29.1 bp | 71.97 | -4.62 % | +5.88 % | |||
| 30 years | 1.646% | +22.1 bp | -28.7 bp | 61.28 | -6.31 % | +8.83 % | |||
| 50 years | 1.648% | +20.3 bp | -28.7 bp | 44.16 | -9.53 % | +15.12 % | |||
10Y Bond Yield Spread - South Korea vs Main Countries
The South Korea 10Y Government Bond has a 1.659% 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 | 202.5 bp | +4.3 | +12.0 | ||
| Japan 10Y | 178.5 bp | +11.3 | -17.3 | ||
| France 10Y | 172.7 bp | +4.9 | +16.8 | ||
| Spain 10Y | 139.9 bp | +19.4 | +53.3 | ||
| United Kingdom 10Y | 94.7 bp | +11.4 | +20.9 | ||
| Italy 10Y | 63.9 bp | +11.3 | +130.7 | ||
| Australia 10Y | 50.9 bp | +7.0 | +53.0 | ||
| Canada 10Y | 13.3 bp | +6.3 | -0.8 | ||
| United States 10Y | -11.1 bp | +15.4 | +54.5 | ||
| China 10Y | -159.0 bp | +7.1 | -10.0 | ||
| Russia 10Y | -482.1 bp | +73.2 | +150.0 | ||
| Brazil 10Y | -490.6 bp | +71.7 | +210.5 | ||
| India 10Y | -515.6 bp | +16.9 | +38.9 |
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 | 1.648% | 44.16 | 78.04 | 145.81 | 213.57 | 281.33 | 349.10 | |
| 30 years | 1.646% | 61.28 | 84.80 | 131.85 | 178.91 | 225.96 | 273.01 | |
| 20 years | 1.658% | 71.97 | 88.88 | 122.69 | 156.49 | 190.30 | 224.11 | |
| 10 years | 1.659% | 84.83 | 93.97 | 112.26 | 130.55 | 148.84 | 167.13 | |
| 5 years | 1.494% | 92.85 | 97.64 | 107.20 | 116.77 | 126.34 | 135.90 | |
| 4 years | 1.471% | 94.33 | 98.18 | 105.90 | 113.61 | 121.33 | 129.04 | |
| 3 years | 1.383% | 95.96 | 98.88 | 104.72 | 110.56 | 116.40 | 122.23 | |
| 2 years | 1.381% | 97.29 | 99.25 | 103.17 | 107.09 | 111.01 | 114.93 | |
| 1 year | 1.314% | 98.70 | 99.69 | 101.66 | 103.64 | 105.61 | 107.59 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||