Last Update: 13 Dec 2018 5:15 GMT+0
The South Korea 10Y Government Bond has a 2.018% yield.
10 Years vs 2 Years bond spread is 19.2 bp. Yield Curve is flat
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 37.28 and implied probability of default is 0.62%.
| 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 | 37.28 | -4.97 % | -9.55 % | 0.62 % |
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 | 1.724% | -5.9 bp | -10.1 bp | 98.31 | +0.06 % | +0.10 % | |||
| 2 years | 1.826% | -9.2 bp | -26.1 bp | 96.45 | +0.19 % | +0.52 % | |||
| 3 years | 1.795% | -15.2 bp | -42.0 bp | 94.80 | +0.45 % | +1.24 % | |||
| 4 years | 1.900% | -13.0 bp | -55.5 bp | 92.75 | +0.51 % | +2.20 % | |||
| 5 years | 1.908% | -15.3 bp | -58.2 bp | 90.98 | +0.75 % | +2.88 % | |||
| 10 years | 2.018% | -20.0 bp | -69.7 bp | 81.89 | +1.98 % | +7.05 % | |||
| 20 years | 1.980% | -17.6 bp | -72.4 bp | 67.56 | +3.51 % | +15.19 % | |||
| 30 years | 1.936% | -15.0 bp | -73.8 bp | 56.26 | +4.51 % | +24.17 % | |||
| 50 years | 1.929% | -6.9 bp | -73.2 bp | 38.47 | +3.44 % | +43.01 % | |||
10Y Bond Yield Spread - South Korea vs Main Countries
The South Korea 10Y Government Bond has a 2.018% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 196.1 bp | -14.3 | -70.5 | ||
| Germany 10Y | 173.0 bp | -8.7 | -50.6 | ||
| France 10Y | 127.6 bp | -16.3 | -59.3 | ||
| United Kingdom 10Y | 73.8 bp | +1.7 | -60.5 | ||
| Spain 10Y | 58.3 bp | -1.1 | -71.5 | ||
| Canada 10Y | -11.6 bp | +12.5 | -50.9 | ||
| Australia 10Y | -45.6 bp | +4.1 | -39.5 | ||
| United States 10Y | -89.3 bp | +3.2 | -63.2 | ||
| Italy 10Y | -98.1 bp | +25.5 | -88.1 | ||
| China 10Y | -131.5 bp | -3.1 | -31.8 | ||
| India 10Y | -537.6 bp | +16.8 | -16.1 | ||
| Russia 10Y | -666.2 bp | +15.0 | -179.7 | ||
| Brazil 10Y | -802.2 bp | +31.0 | +89.3 |
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 | 1.929% | 38.47 | 70.37 | 134.16 | 197.96 | 261.75 | 325.55 | |
| 30 years | 1.936% | 56.26 | 78.85 | 124.04 | 169.23 | 214.42 | 259.61 | |
| 20 years | 1.980% | 67.56 | 83.94 | 116.71 | 149.48 | 182.24 | 215.01 | |
| 10 years | 2.018% | 81.89 | 90.86 | 108.81 | 126.76 | 144.71 | 162.66 | |
| 5 years | 1.908% | 90.98 | 95.71 | 105.16 | 114.61 | 124.07 | 133.52 | |
| 4 years | 1.900% | 92.75 | 96.56 | 104.20 | 111.83 | 119.47 | 127.10 | |
| 3 years | 1.795% | 94.80 | 97.70 | 103.49 | 109.28 | 115.07 | 120.86 | |
| 2 years | 1.826% | 96.45 | 98.39 | 102.29 | 106.18 | 110.07 | 113.96 | |
| 1 year | 1.724% | 98.31 | 99.29 | 101.25 | 103.22 | 105.19 | 107.15 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||