Last Update: 23 Aug 2019 4:15 GMT+0
The South Korea 10Y Government Bond has a 1.264% yield.
10 Years vs 2 Years bond spread is 11.4 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities
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 31.88 and implied probability of default is 0.53%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 4 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 6.5 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 11.4 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 | 1.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Implied PD | |
|---|---|---|---|---|---|
| 5 Years CDS | 31.88 | -0.78 % | +5.20 % | 0.53 % |
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 | 1.110% | -24.3 bp | -65.0 bp | 98.90 | +0.23 % | +0.64 % | |||
| 2 years | 1.150% | -18.7 bp | -68.0 bp | 97.74 | +0.37 % | +1.35 % | |||
| 3 years | 1.164% | -17.6 bp | -64.6 bp | 96.59 | +0.52 % | +1.93 % | |||
| 4 years | 1.185% | -19.4 bp | -70.5 bp | 95.40 | +0.77 % | +2.82 % | |||
| 5 years | 1.215% | -16.7 bp | -66.5 bp | 94.14 | +0.82 % | +3.33 % | |||
| 10 years | 1.264% | -20.6 bp | -73.8 bp | 88.20 | +2.06 % | +7.53 % | |||
| 20 years | 1.276% | -20.1 bp | -80.0 bp | 77.60 | +4.05 % | +17.04 % | |||
| 30 years | 1.280% | -19.4 bp | -77.2 bp | 68.28 | +5.91 % | +25.58 % | |||
| 50 years | 1.263% | -20.9 bp | -76.0 bp | 53.39 | +10.86 % | +45.32 % | |||
10Y Bond Yield Spread - South Korea vs Main Countries
The South Korea 10Y Government Bond has a 1.264% 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 | 190.5 bp | +8.7 | -0.8 | ||
| France 10Y | 162.1 bp | +6.3 | +13.7 | ||
| Japan 10Y | 150.2 bp | -11.4 | -54.0 | ||
| Spain 10Y | 110.2 bp | +4.0 | +28.4 | ||
| United Kingdom 10Y | 74.5 bp | -3.7 | -9.7 | ||
| Australia 10Y | 28.6 bp | +13.6 | +36.5 | ||
| Canada 10Y | -2.6 bp | -0.5 | -13.7 | ||
| Italy 10Y | -4.1 bp | +9.2 | +83.2 | ||
| United States 10Y | -37.3 bp | +22.9 | +27.9 | ||
| China 10Y | -180.8 bp | -11.6 | -66.2 | ||
| India 10Y | -530.6 bp | -31.2 | +29.7 | ||
| Russia 10Y | -593.6 bp | -12.6 | +49.2 | ||
| Brazil 10Y | -595.1 bp | -19.1 | +97.7 |
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 | 1.263% | 53.39 | 90.29 | 164.10 | 237.91 | 311.72 | 385.53 | |
| 30 years | 1.280% | 68.28 | 93.06 | 142.62 | 192.19 | 241.75 | 291.32 | |
| 20 years | 1.276% | 77.60 | 95.16 | 130.26 | 165.37 | 200.48 | 235.59 | |
| 10 years | 1.264% | 88.20 | 97.53 | 116.21 | 134.89 | 153.57 | 172.24 | |
| 5 years | 1.215% | 94.14 | 98.96 | 108.61 | 118.25 | 127.90 | 137.55 | |
| 4 years | 1.185% | 95.40 | 99.28 | 107.05 | 114.82 | 122.59 | 130.36 | |
| 3 years | 1.164% | 96.59 | 99.52 | 105.38 | 111.25 | 117.11 | 122.97 | |
| 2 years | 1.150% | 97.74 | 99.71 | 103.64 | 107.57 | 111.50 | 115.43 | |
| 1 year | 1.110% | 98.90 | 99.89 | 101.87 | 103.85 | 105.83 | 107.80 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||