Last Update: 6 Apr 2020 2:15 GMT+0
The South Korea 10Y Government Bond has a 1.569% yield.
10 Years vs 2 Years bond spread is 52.9 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.75% (last modification in March 2020).
The South Korea credit rating is AA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 43.67 and implied probability of default is 0.73%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 11.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 29.8 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 52.9 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 | 0.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 43.67 | +4.31 % | +20.05 % | +28.60 % | 0.73 % |
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 | 0.925% | -10.5 bp | -31.9 bp | 99.08 | +0.10 % | +0.31 % | |||
| 2 years | 1.040% | -2.5 bp | -18.9 bp | 97.95 | +0.05 % | +0.37 % | |||
| 3 years | 1.073% | -0.7 bp | -13.4 bp | 96.85 | +0.02 % | +0.40 % | |||
| 4 years | 1.265% | +10.5 bp | -0.2 bp | 95.10 | -0.41 % | +0.01 % | |||
| 5 years | 1.338% | +15.5 bp | +9.1 bp | 93.57 | -0.76 % | -0.45 % | |||
| 10 years | 1.569% | +19.9 bp | +19.7 bp | 85.58 | -1.95 % | -1.93 % | |||
| 20 years | 1.651% | +21.4 bp | +28.4 bp | 72.07 | -4.12 % | -5.44 % | |||
| 30 years | 1.664% | +20.4 bp | +30.4 bp | 60.95 | -5.85 % | -8.59 % | |||
| 50 years | 1.662% | +21.5 bp | +30.5 bp | 43.86 | -10.05 % | -13.95 % | |||
10Y Bond Yield Spread - South Korea vs Main Countries
The South Korea 10Y Government Bond has a 1.569% 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 | 200.4 bp | -8.0 | +4.7 | ||
| Japan 10Y | 156.6 bp | +6.5 | -0.6 | ||
| France 10Y | 149.4 bp | -21.5 | -15.9 | ||
| United Kingdom 10Y | 125.3 bp | +11.0 | +33.1 | ||
| United States 10Y | 94.0 bp | +34.3 | +109.7 | ||
| Canada 10Y | 85.7 bp | +21.0 | +71.9 | ||
| Spain 10Y | 82.9 bp | -31.5 | -39.9 | ||
| Australia 10Y | 80.8 bp | +11.8 | +33.8 | ||
| Italy 10Y | 2.3 bp | -27.6 | -51.1 | ||
| China 10Y | -115.1 bp | +16.9 | +63.2 | ||
| India 10Y | -473.7 bp | +7.8 | +57.1 | ||
| Russia 10Y | -524.6 bp | -18.1 | +32.2 | ||
| Brazil 10Y | -659.7 bp | -124.1 | -99.9 |
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 | 1.662% | 43.86 | 77.64 | 145.20 | 212.75 | 280.31 | 347.87 | |
| 30 years | 1.664% | 60.95 | 84.42 | 131.35 | 178.28 | 225.22 | 272.15 | |
| 20 years | 1.651% | 72.07 | 88.99 | 122.82 | 156.65 | 190.48 | 224.31 | |
| 10 years | 1.569% | 85.58 | 94.77 | 113.15 | 131.53 | 149.90 | 168.28 | |
| 5 years | 1.338% | 93.57 | 98.38 | 107.99 | 117.60 | 127.21 | 136.82 | |
| 4 years | 1.265% | 95.10 | 98.97 | 106.73 | 114.48 | 122.23 | 129.99 | |
| 3 years | 1.073% | 96.85 | 99.79 | 105.66 | 111.53 | 117.41 | 123.28 | |
| 2 years | 1.040% | 97.95 | 99.92 | 103.86 | 107.80 | 111.74 | 115.68 | |
| 1 year | 0.925% | 99.08 | 100.07 | 102.06 | 104.04 | 106.02 | 108.00 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||