Last Update: 22 Sep 2021 20:15 GMT+0
The South Korea 10Y Government Bond has a 2.072% yield.
10 Years vs 2 Years bond spread is 66.7 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.75% (last modification in August 2021).
The South Korea credit rating is AA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 19.25 and implied probability of default is 0.32%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 36.3 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 38.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 66.7 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 | 19.25 | +10.46 % | +7.64 % | -25.67 % | 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 | 1.042% | +3.9 bp | +44.1 bp | 98.97 | -0.04 % | -0.43 % | |||
| 2 years | 1.405% | +16.4 bp | +48.3 bp | 97.25 | -0.32 % | -0.95 % | |||
| 3 years | 1.527% | +12.5 bp | +39.7 bp | 95.56 | -0.36 % | -1.17 % | |||
| 4 years | 1.722% | +10.7 bp | +27.2 bp | 93.40 | -0.42 % | -1.06 % | |||
| 5 years | 1.789% | +12.9 bp | +17.4 bp | 91.52 | -0.63 % | -0.85 % | |||
| 10 years | 2.072% | +15.2 bp | +1.4 bp | 81.46 | -1.48 % | -0.13 % | |||
| 20 years | 2.080% | +10.8 bp | 0.0 bp | 66.25 | -2.10 % | 0.00 % | |||
| 30 years | 2.072% | +10.3 bp | +1.6 bp | 54.05 | -2.98 % | -0.48 % | |||
| 50 years | 2.062% | +10.1 bp | -2.5 bp | 36.04 | -4.83 % | +1.24 % | |||
South Korea 10Y Bond Yield Spread
The South Korea 10Y Government Bond has a 2.072% 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 | 239.9 bp | -1.6 bp | +3.2 bp | Compare | |
| France 10Y | 206.5 bp | -0.3 bp | -5.0 bp | Compare | |
| Japan 10Y | 204.0 bp | +12.6 bp | +5.9 bp | Compare | |
| Spain 10Y | 176.0 bp | +5.2 bp | +3.9 bp | Compare | |
| Italy 10Y | 140.8 bp | +3.5 bp | -0.5 bp | Compare | |
| United Kingdom 10Y | 127.3 bp | -12.1 bp | +3.2 bp | Compare | |
| Canada 10Y | 85.6 bp | +7.9 bp | +35.9 bp | Compare | |
| Australia 10Y | 82.6 bp | -2.5 bp | +52.7 bp | Compare | |
| United States 10Y | 76.5 bp | +10.0 bp | +40.2 bp | Compare | |
| China 10Y | -81.0 bp | +13.8 bp | +38.8 bp | Compare | |
| India 10Y | -406.6 bp | +24.8 bp | +5.6 bp | Compare | |
| Russia 10Y | -508.8 bp | -5.8 bp | -3.1 bp | Compare | |
| Brazil 10Y | -869.9 bp | -3.7 bp | -208.2 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 | 2.062% | 36.04 | 67.06 | 129.09 | 191.13 | 253.17 | 315.20 | |
| 30 years | 2.072% | 54.05 | 76.23 | 120.58 | 164.93 | 209.28 | 253.64 | |
| 20 years | 2.080% | 66.25 | 82.48 | 114.93 | 147.38 | 179.83 | 212.28 | |
| 10 years | 2.072% | 81.46 | 90.41 | 108.30 | 126.20 | 144.10 | 162.00 | |
| 5 years | 1.789% | 91.52 | 96.26 | 105.74 | 115.23 | 124.71 | 134.20 | |
| 4 years | 1.722% | 93.40 | 97.23 | 104.90 | 112.57 | 120.23 | 127.90 | |
| 3 years | 1.527% | 95.56 | 98.47 | 104.29 | 110.11 | 115.93 | 121.75 | |
| 2 years | 1.405% | 97.25 | 99.21 | 103.12 | 107.04 | 110.96 | 114.88 | |
| 1 year | 1.042% | 98.97 | 99.96 | 101.94 | 103.92 | 105.90 | 107.88 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||