Last Update: 10 Dec 2019 1:15 GMT+0
The South Korea 10Y Government Bond has a 1.669% yield.
10 Years vs 2 Years bond spread is 27.2 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 25.99 and implied probability of default is 0.43%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 5.4 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 9.5 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 27.2 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 | 25.99 | -5.30 % | -3.99 % | -35.82 % | 0.43 % |
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 | 1.343% | -4.7 bp | -16.8 bp | 98.67 | +0.04 % | +0.16 % | |||
| 2 years | 1.397% | -10.5 bp | -14.3 bp | 97.26 | +0.21 % | +0.28 % | |||
| 3 years | 1.414% | -10.1 bp | -11.6 bp | 95.88 | +0.30 % | +0.35 % | |||
| 4 years | 1.476% | -14.4 bp | -10.7 bp | 94.31 | +0.58 % | +0.43 % | |||
| 5 years | 1.492% | -14.8 bp | -8.5 bp | 92.86 | +0.73 % | +0.42 % | |||
| 10 years | 1.669% | -13.1 bp | +1.2 bp | 84.75 | +1.30 % | -0.12 % | |||
| 20 years | 1.611% | -16.4 bp | -10.2 bp | 72.64 | +3.27 % | +2.02 % | |||
| 30 years | 1.568% | -17.9 bp | -15.2 bp | 62.70 | +5.41 % | +4.59 % | |||
| 50 years | 1.518% | -23.7 bp | -20.0 bp | 47.08 | +12.36 % | +10.34 % | |||
10Y Bond Yield Spread - South Korea vs Main Countries
The South Korea 10Y Government Bond has a 1.669% 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 | 197.4 bp | -9.4 | +10.0 | ||
| Japan 10Y | 167.0 bp | -19.0 | -10.7 | ||
| France 10Y | 166.1 bp | -11.1 | +13.8 | ||
| Spain 10Y | 122.2 bp | -19.0 | +17.2 | ||
| United Kingdom 10Y | 90.5 bp | -10.5 | +8.3 | ||
| Australia 10Y | 54.5 bp | +6.5 | +37.0 | ||
| Italy 10Y | 29.5 bp | -22.8 | +100.6 | ||
| Canada 10Y | 8.0 bp | -13.5 | -6.0 | ||
| United States 10Y | -15.2 bp | -0.7 | +33.6 | ||
| China 10Y | -155.6 bp | -6.1 | +6.0 | ||
| Russia 10Y | -472.1 bp | -11.1 | +131.2 | ||
| India 10Y | -499.0 bp | -23.6 | +43.0 | ||
| Brazil 10Y | -508.2 bp | -23.8 | +136.1 |
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 | 1.518% | 47.08 | 81.94 | 151.66 | 221.39 | 291.11 | 360.83 | |
| 30 years | 1.568% | 62.70 | 86.49 | 134.06 | 181.63 | 229.21 | 276.78 | |
| 20 years | 1.611% | 72.64 | 89.62 | 123.59 | 157.55 | 191.52 | 225.48 | |
| 10 years | 1.669% | 84.75 | 93.89 | 112.17 | 130.45 | 148.73 | 167.01 | |
| 5 years | 1.492% | 92.86 | 97.65 | 107.21 | 116.78 | 126.35 | 135.92 | |
| 4 years | 1.476% | 94.31 | 98.16 | 105.88 | 113.59 | 121.30 | 129.02 | |
| 3 years | 1.414% | 95.88 | 98.79 | 104.63 | 110.46 | 116.30 | 122.13 | |
| 2 years | 1.397% | 97.26 | 99.22 | 103.14 | 107.06 | 110.98 | 114.89 | |
| 1 year | 1.343% | 98.67 | 99.66 | 101.64 | 103.61 | 105.58 | 107.56 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||