Last Update: 25 Jan 2022 3:15 GMT+0
The South Korea 10Y Government Bond has a 2.580% yield.
10 Years vs 2 Years bond spread is 63.2 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.25% (last modification in January 2022).
The South Korea credit rating is AA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 19.11 and implied probability of default is 0.32%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 50.8 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 43.7 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 63.2 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 | 1.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 19.11 | +1.11 % | +1.28 % | -9.23 % | 0.32 % |
South Korea 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 | 1.440% | +10.2 bp | +51.4 bp | 98.58 | -0.10 % | -0.50 % | |||
| 2 years | 1.948% | +28.0 bp | +69.9 bp | 96.21 | -0.56 % | -1.37 % | |||
| 3 years | 2.165% | +37.0 bp | +77.8 bp | 93.78 | -1.08 % | -2.26 % | |||
| 4 years | 2.255% | +34.6 bp | +67.0 bp | 91.47 | -1.34 % | -2.59 % | |||
| 5 years | 2.385% | +39.5 bp | +75.0 bp | 88.88 | -1.92 % | -3.61 % | |||
| 10 years | 2.580% | +37.8 bp | +69.8 bp | 77.51 | -3.63 % | -6.60 % | |||
| 20 years | 2.581% | +32.1 bp | +61.9 bp | 60.07 | -6.08 % | -11.40 % | |||
| 30 years | 2.510% | +27.5 bp | +55.5 bp | 47.53 | -7.74 % | -15.03 % | |||
| 50 years | 2.417% | +18.6 bp | +48.2 bp | 30.30 | -8.68 % | -21.01 % | |||
South Korea 10Y Bond Yield Spread
The South Korea 10Y Government Bond has a 2.580% 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. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| South Korea 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 269.1 bp | +23.5 bp | +38.9 bp | Compare | |
| Japan 10Y | 244.9 bp | +30.6 bp | +58.7 bp | Compare | |
| France 10Y | 227.9 bp | +19.5 bp | +31.0 bp | Compare | |
| Spain 10Y | 194.9 bp | +26.4 bp | +33.2 bp | Compare | |
| United Kingdom 10Y | 145.1 bp | +17.1 bp | +15.8 bp | Compare | |
| Italy 10Y | 122.8 bp | +14.7 bp | -3.2 bp | Compare | |
| United States 10Y | 80.9 bp | +10.0 bp | +20.8 bp | Compare | |
| Canada 10Y | 76.2 bp | +3.6 bp | +8.8 bp | Compare | |
| Australia 10Y | 62.2 bp | +1.4 bp | -5.8 bp | Compare | |
| China 10Y | -12.2 bp | +52.0 bp | +93.4 bp | Compare | |
| India 10Y | -407.2 bp | +18.8 bp | +21.1 bp | Compare | |
| Russia 10Y | -713.5 bp | -91.7 bp | -202.7 bp | Compare | |
| Brazil 10Y | -853.2 bp | -49.3 bp | -124.6 bp | Compare |
South Korea Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 50 years | 2.417% | 30.30 | 59.14 | 116.81 | 174.49 | 232.17 | 289.85 | |
| 30 years | 2.510% | 47.53 | 68.44 | 110.24 | 152.05 | 193.85 | 235.66 | |
| 20 years | 2.581% | 60.07 | 75.54 | 106.48 | 137.42 | 168.36 | 199.31 | |
| 10 years | 2.580% | 77.51 | 86.23 | 103.66 | 121.09 | 138.52 | 155.96 | |
| 5 years | 2.385% | 88.88 | 93.54 | 102.87 | 112.19 | 121.51 | 130.83 | |
| 4 years | 2.255% | 91.47 | 95.25 | 102.82 | 110.39 | 117.96 | 125.52 | |
| 3 years | 2.165% | 93.78 | 96.65 | 102.40 | 108.15 | 113.90 | 119.65 | |
| 2 years | 1.948% | 96.21 | 98.16 | 102.04 | 105.93 | 109.82 | 113.70 | |
| 1 year | 1.440% | 98.58 | 99.57 | 101.54 | 103.51 | 105.48 | 107.45 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||