Last Update: 6 Apr 2020 0:15 GMT+0
The Taiwan 10Y Government Bond has a 0.450% yield.
10 Years vs 2 Years bond spread is 16 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.13% (last modification in March 2020).
The Taiwan credit rating is AA-, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 5Y vs 2Y | 3.5 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 16 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA-
|
- |
| Moody's Investors Service |
Aa3
|
- |
| Fitch Ratings |
AA-
|
- |
| DBRS |
-
|
- |
| Taiwan Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.13% |
Taiwan 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 | ||||
| 2 years | 0.290% | -7.5 bp | -26.0 bp | 99.42 | +0.15 % | +0.52 % | |||
| 5 years | 0.325% | -8.0 bp | -28.5 bp | 98.39 | +0.40 % | +1.42 % | |||
| 10 years | 0.450% | -2.5 bp | -28.0 bp | 95.61 | +0.25 % | +2.83 % | |||
| 20 years | 0.645% | +9.0 bp | -27.5 bp | 87.93 | -1.78 % | +5.61 % | |||
| 30 years | 0.675% | +2.0 bp | -40.5 bp | 81.72 | -0.60 % | +12.80 % | |||
10Y Bond Yield Spread - Taiwan vs Main Countries
The Taiwan 10Y Government Bond has a 0.450% 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.
| Taiwan 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 88.5 bp | -30.4 | -43.0 | ||
| Japan 10Y | 45.4 bp | -15.2 | -47.6 | ||
| France 10Y | 37.5 bp | -43.9 | -63.6 | ||
| United Kingdom 10Y | 13.4 bp | -11.4 | -14.6 | ||
| United States 10Y | -17.0 bp | +12.8 | +62.9 | ||
| Canada 10Y | -26.2 bp | -1.4 | +24.2 | ||
| Spain 10Y | -29.0 bp | -53.9 | -87.6 | ||
| Australia 10Y | -30.7 bp | -10.2 | -13.5 | ||
| Italy 10Y | -109.6 bp | -50.0 | -98.8 | ||
| China 10Y | -216.0 bp | +5.5 | +26.5 | ||
| India 10Y | -585.6 bp | -14.6 | +9.4 | ||
| Russia 10Y | -636.5 bp | -40.5 | -15.5 | ||
| Brazil 10Y | -771.6 bp | -146.5 | -147.6 |
Taiwan 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% | |||
| 30 years | 0.675% | 81.72 | 108.80 | 162.95 | 217.10 | 271.25 | 325.40 | |
| 20 years | 0.645% | 87.93 | 106.64 | 144.06 | 181.47 | 218.88 | 256.30 | |
| 10 years | 0.450% | 95.61 | 105.37 | 124.88 | 144.39 | 163.91 | 183.42 | |
| 5 years | 0.325% | 98.39 | 103.34 | 113.25 | 123.15 | 133.05 | 142.96 | |
| 2 years | 0.290% | 99.42 | 101.41 | 105.40 | 109.38 | 113.36 | 117.34 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||