Last Update: 24 Nov 2020 23:15 GMT+0
The South Korea 10Y Government Bond has a 1.598% yield.
10 Years vs 2 Years bond spread is 72.6 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 21.11 and implied probability of default is 0.35%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 23.6 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 41.6 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 72.6 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 | 21.11 | -5.18 % | -50.10 % | -25.59 % | 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 | 0.636% | -3.4 bp | -9.9 bp | 99.37 | +0.04 % | +0.10 % | |||
| 2 years | 0.872% | +3.0 bp | +7.1 bp | 98.28 | -0.06 % | -0.14 % | |||
| 3 years | 0.965% | +5.5 bp | +15.0 bp | 97.16 | -0.16 % | -0.44 % | |||
| 4 years | 1.158% | +7.8 bp | +19.1 bp | 95.50 | -0.30 % | -0.75 % | |||
| 5 years | 1.288% | +9.1 bp | +23.8 bp | 93.80 | -0.45 % | -1.17 % | |||
| 10 years | 1.598% | +10.3 bp | +28.2 bp | 85.34 | -1.01 % | -2.74 % | |||
| 20 years | 1.705% | +7.3 bp | +25.2 bp | 71.31 | -1.42 % | -4.84 % | |||
| 30 years | 1.697% | +5.2 bp | +21.6 bp | 60.36 | -1.52 % | -6.19 % | |||
| 50 years | 1.728% | +5.5 bp | +23.2 bp | 42.46 | -2.66 % | -10.78 % | |||
10Y Bond Yield Spread - South Korea vs Main Countries
The South Korea 10Y Government Bond has a 1.598% 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 | 215.9 bp | +8.6 | +34.5 | ||
| France 10Y | 192.7 bp | +12.6 | +56.5 | ||
| Japan 10Y | 157.8 bp | +12.0 | +26.4 | ||
| Spain 10Y | 152.4 bp | +22.1 | +89.3 | ||
| United Kingdom 10Y | 127.2 bp | +5.3 | +13.0 | ||
| Italy 10Y | 102.6 bp | +28.8 | +129.6 | ||
| Canada 10Y | 88.0 bp | +2.7 | +5.1 | ||
| United States 10Y | 71.3 bp | +5.9 | +5.4 | ||
| Australia 10Y | 66.3 bp | -0.0 | +21.2 | ||
| China 10Y | -173.2 bp | -2.5 | -40.0 | ||
| Russia 10Y | -420.2 bp | +28.3 | -2.8 | ||
| India 10Y | -428.2 bp | +6.7 | +36.3 | ||
| Brazil 10Y | -612.8 bp | -7.6 | -4.6 |
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 | 1.728% | 42.46 | 75.76 | 142.36 | 208.95 | 275.55 | 342.15 | |
| 30 years | 1.697% | 60.36 | 83.72 | 130.44 | 177.15 | 223.87 | 270.59 | |
| 20 years | 1.705% | 71.31 | 88.14 | 121.79 | 155.44 | 189.10 | 222.75 | |
| 10 years | 1.598% | 85.34 | 94.51 | 112.86 | 131.21 | 149.56 | 167.91 | |
| 5 years | 1.288% | 93.80 | 98.61 | 108.24 | 117.86 | 127.49 | 137.11 | |
| 4 years | 1.158% | 95.50 | 99.39 | 107.16 | 114.93 | 122.71 | 130.48 | |
| 3 years | 0.965% | 97.16 | 100.10 | 105.99 | 111.88 | 117.76 | 123.65 | |
| 2 years | 0.872% | 98.28 | 100.25 | 104.20 | 108.15 | 112.10 | 116.05 | |
| 1 year | 0.636% | 99.37 | 100.36 | 102.35 | 104.34 | 106.32 | 108.31 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||