Last Update: 4 Jul 2020 10:15 GMT+0
The Taiwan 10Y Government Bond has a 0.395% yield.
10 Years vs 2 Years bond spread is 20 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 | 10 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 20 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 | 0.195% | +2.5 bp | -26.0 bp | 99.61 | -0.05 % | +0.51 % | |||
| 5 years | 0.295% | -1.0 bp | -25.5 bp | 98.54 | +0.05 % | +1.28 % | |||
| 10 years | 0.395% | -8.5 bp | -23.8 bp | 96.13 | +0.85 % | +2.40 % | |||
| 20 years | 0.610% | -2.0 bp | -18.0 bp | 88.55 | +0.40 % | +3.64 % | |||
| 30 years | 0.690% | +0.5 bp | -21.0 bp | 81.36 | -0.15 % | +6.45 % | |||
10Y Bond Yield Spread - Taiwan vs Main Countries
The Taiwan 10Y Government Bond has a 0.395% 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 | 83.1 bp | +3.2 | -9.2 | ||
| France 10Y | 51.1 bp | +2.0 | -9.9 | ||
| Japan 10Y | 36.2 bp | -8.3 | -28.3 | ||
| United Kingdom 10Y | 20.8 bp | +3.9 | +31.2 | ||
| Spain 10Y | -4.6 bp | +2.5 | -29.5 | ||
| Canada 10Y | -16.2 bp | +3.6 | +74.4 | ||
| United States 10Y | -27.4 bp | +7.1 | +88.6 | ||
| Australia 10Y | -51.1 bp | +8.9 | +7.8 | ||
| Italy 10Y | -92.6 bp | +0.4 | -21.7 | ||
| China 10Y | -253.4 bp | -16.2 | +2.7 | ||
| India 10Y | -545.0 bp | -13.4 | +42.7 | ||
| Russia 10Y | -564.5 bp | -50.5 | -4.3 | ||
| Brazil 10Y | -607.2 bp | +17.3 | +2.1 |
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 | 0.690% | 81.36 | 108.37 | 162.40 | 216.43 | 270.46 | 324.49 | |
| 20 years | 0.610% | 88.55 | 107.32 | 144.87 | 182.42 | 219.97 | 257.52 | |
| 10 years | 0.395% | 96.13 | 105.92 | 125.49 | 145.07 | 164.64 | 184.21 | |
| 5 years | 0.295% | 98.54 | 103.49 | 113.41 | 123.32 | 133.23 | 143.14 | |
| 2 years | 0.195% | 99.61 | 101.61 | 105.59 | 109.58 | 113.57 | 117.56 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||