Last Update: 24 Nov 2020 21:15 GMT+0
The Taiwan 10Y Government Bond has a 0.265% yield.
10 Years vs 2 Years bond spread is 12.5 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 | 12.5 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 | 0.140% | +5.5 bp | -7.5 bp | 99.72 | -0.11 % | +0.15 % | |||
| 5 years | 0.175% | -3.5 bp | -11.0 bp | 99.13 | +0.17 % | +0.55 % | |||
| 10 years | 0.265% | -3.5 bp | -20.0 bp | 97.39 | +0.35 % | +2.01 % | |||
| 20 years | 0.345% | -5.5 bp | -29.5 bp | 93.34 | +1.09 % | +6.04 % | |||
| 30 years | 0.400% | -10.5 bp | -31.5 bp | 88.71 | +3.19 % | +9.84 % | |||
10Y Bond Yield Spread - Taiwan vs Main Countries
The Taiwan 10Y Government Bond has a 0.265% 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 | 82.6 bp | -5.2 | -13.2 | ||
| France 10Y | 59.4 bp | -1.2 | +9.3 | ||
| Japan 10Y | 24.5 bp | -1.8 | -23.1 | ||
| Spain 10Y | 19.1 bp | +8.3 | +42.2 | ||
| United Kingdom 10Y | -6.1 bp | -9.2 | -35.6 | ||
| Italy 10Y | -30.7 bp | +15.0 | +82.3 | ||
| Canada 10Y | -45.0 bp | -10.8 | -41.0 | ||
| United States 10Y | -61.7 bp | -7.6 | -42.5 | ||
| Australia 10Y | -66.4 bp | -12.8 | -25.5 | ||
| China 10Y | -306.5 bp | -16.3 | -92.1 | ||
| Russia 10Y | -553.5 bp | +14.5 | -53.0 | ||
| India 10Y | -561.5 bp | -7.1 | -11.9 | ||
| Brazil 10Y | -744.1 bp | -19.4 | -55.3 |
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 | 0.400% | 88.71 | 116.93 | 173.36 | 229.80 | 286.23 | 342.66 | |
| 20 years | 0.345% | 93.34 | 112.64 | 151.22 | 189.81 | 228.40 | 266.99 | |
| 10 years | 0.265% | 97.39 | 107.24 | 126.96 | 146.67 | 166.38 | 186.09 | |
| 5 years | 0.175% | 99.13 | 104.10 | 114.05 | 124.00 | 133.95 | 143.89 | |
| 2 years | 0.140% | 99.72 | 101.72 | 105.71 | 109.70 | 113.69 | 117.68 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||