Last Update: 23 Oct 2018 8:15 GMT+0
The South Korea 10Y Government Bond has a 2.307% yield.
10 Years vs 2 Years bond spread is 31.2 bp.
Central Bank Rate is 1.50%.
The South Korea rating is AA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 39.28 and implied probability of default is 0.65%.
| 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 | 1.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Implied PD | |
|---|---|---|---|---|---|
| 5 Years CDS | 39.28 | -0.36 % | +1.03 % | 0.65 % |
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 | 1.819% | -2.1 bp | -9.9 bp | 98.21 | +0.02 % | +0.09 % | |||
| 2 years | 1.995% | +1.3 bp | -17.0 bp | 96.13 | -0.02 % | +0.33 % | |||
| 3 years | 1.988% | -2.7 bp | -24.7 bp | 94.27 | +0.08 % | +0.74 % | |||
| 4 years | 2.092% | -8.1 bp | -32.5 bp | 92.05 | +0.32 % | +1.28 % | |||
| 5 years | 2.133% | -8.2 bp | -35.9 bp | 89.98 | +0.40 % | +1.76 % | |||
| 10 years | 2.307% | -10.3 bp | -41.9 bp | 79.61 | +1.02 % | +4.17 % | |||
| 20 years | 2.256% | -12.9 bp | -49.1 bp | 64.01 | +2.56 % | +10.06 % | |||
| 30 years | 2.226% | -10.9 bp | -50.8 bp | 51.66 | +3.24 % | +16.04 % | |||
| 50 years | 2.182% | -7.5 bp | -53.8 bp | 33.98 | +3.72 % | +29.99 % | |||
10Y Bond Yield Spread - South Korea vs Main Countries
The South Korea 10Y Government Bond has a 2.307% 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 | 215.8 bp | -12.3 | -50.7 | ||
| Germany 10Y | 187.6 bp | -7.3 | -21.5 | ||
| France 10Y | 150.5 bp | -12.6 | -37.8 | ||
| United Kingdom 10Y | 80.9 bp | -4.4 | -38.0 | ||
| Spain 10Y | 61.8 bp | -27.9 | -79.9 | ||
| Canada 10Y | -17.8 bp | -15.8 | -54.9 | ||
| Australia 10Y | -37.2 bp | -8.3 | -22.8 | ||
| United States 10Y | -84.9 bp | -19.2 | -59.8 | ||
| Italy 10Y | -114.7 bp | -71.8 | -208.1 | ||
| China 10Y | -129.7 bp | +0.6 | -42.0 | ||
| India 10Y | -559.4 bp | +7.2 | -58.0 | ||
| Russia 10Y | -624.3 bp | +3.7 | -162.9 | ||
| Brazil 10Y | -790.3 bp | +138.7 | -93.4 |
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 | 2.182% | 33.98 | 64.24 | 124.75 | 185.26 | 245.77 | 306.28 | |
| 30 years | 2.226% | 51.66 | 73.38 | 116.81 | 160.24 | 203.67 | 247.10 | |
| 20 years | 2.256% | 64.01 | 79.96 | 111.87 | 143.78 | 175.69 | 207.60 | |
| 10 years | 2.307% | 79.61 | 88.45 | 106.13 | 123.81 | 141.49 | 159.17 | |
| 5 years | 2.133% | 89.98 | 94.68 | 104.07 | 113.46 | 122.85 | 132.24 | |
| 4 years | 2.092% | 92.05 | 95.85 | 103.45 | 111.05 | 118.65 | 126.25 | |
| 3 years | 1.988% | 94.27 | 97.15 | 102.92 | 108.69 | 114.46 | 120.23 | |
| 2 years | 1.995% | 96.13 | 98.07 | 101.95 | 105.83 | 109.72 | 113.60 | |
| 1 year | 1.819% | 98.21 | 99.20 | 101.16 | 103.12 | 105.09 | 107.05 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||