COUNTRY •
TAIWAN
Last Update: 29 Mar 2023 23:15 GMT+0
The Taiwan 10Y Government Bond has a 1.215% yield.
10 Years vs 2 Years bond spread is 2 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.88% (last modification in March 2023).
The Taiwan credit rating is AA+, according to Standard & Poor's agency.
If data are not all visible, swipe table left
Residual Maturity |
Yield | ZC Price | Last Change |
||||||
---|---|---|---|---|---|---|---|---|---|
Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
2 years | 1.195% | +16.0 bp | -10.5 bp | 97.65 | -0.32 % | +0.21 % | 29 Mar | ||
5 years | 1.109% | -3.1 bp | -50.1 bp | 94.63 | +0.15 % | +2.50 % | 29 Mar | ||
10 years | 1.215% | -2.5 bp | -50.5 bp | 88.62 | +0.24 % | +5.10 % | 29 Mar | ||
20 years | 1.415% | -3.0 bp | -47.5 bp | 75.50 | +0.59 % | +9.79 % | 29 Mar | ||
30 years | 1.545% | -1.0 bp | -42.5 bp | 63.13 | +0.30 % | +13.34 % | 29 Mar |
Last Update: 29 Mar 2023 23:15 GMT+0
Taiwan Yield Curve Analysis
Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases.
For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive.
If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
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Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (1.88%) |
|||
---|---|---|---|---|---|---|
2 years | 5 years | 10 years | ||||
30 years | 1.545% | -33.5 bp | ||||
10 years | 1.215% | -66.5 bp | ||||
5 years | 1.109% | -77.1 bp | ||||
2 years | 1.195% | -68.5 bp |
Focusing on 2 years Government Bond:
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5Y vs 2Y | -8.6 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
10Y vs 2Y | 2 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities |
Readings that may interest you
Taiwan Credit Ratings
A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation).
For a deeper analysis of credit ratings, click here
Taiwan Credit Ratings History
Rating Agency | Rating | Outlook |
---|---|---|
Standard & Poor's |
AA+
|
- |
Moody's Investors Service |
Aa3
|
- |
Fitch Ratings |
AA
|
- |
DBRS |
-
|
- |
Taiwan Interest Rates
A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
Interest Rates | Value | |
---|---|---|
Central Bank Rate | 1.88% |
Taiwan 10Y Bond Yield Spread
The Taiwan 10Y Government Bond has an estimated 0.000% yield.
A positive spread, marked by
, 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.
If data are not all visible, swipe table left
Taiwan 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
---|---|---|---|---|---|
Japan 10Y | 91.6 bp | +17.7 bp | -56.1 bp | Compare | |
Germany 10Y | -110.0 bp | +40.9 bp | -70.2 bp | Compare | |
France 10Y | -161.5 bp | +37.2 bp | -60.2 bp | Compare | |
China 10Y | -166.1 bp | +4.3 bp | -59.9 bp | Compare | |
Canada 10Y | -174.6 bp | +51.7 bp | -29.6 bp | Compare | |
Australia 10Y | -210.7 bp | +58.7 bp | +8.2 bp | Compare | |
Spain 10Y | -213.8 bp | +41.0 bp | -55.1 bp | Compare | |
United Kingdom 10Y | -224.8 bp | +45.6 bp | +11.5 bp | Compare | |
United States 10Y | -235.8 bp | +46.5 bp | -24.1 bp | Compare | |
Italy 10Y | -294.0 bp | +43.9 bp | -15.3 bp | Compare | |
India 10Y | -608.1 bp | +10.9 bp | -40.3 bp | Compare | |
Russia 10Y | -910.5 bp | +65.5 bp | -58.5 bp | Compare | |
Brazil 10Y | -1168.5 bp | +61.0 bp | -144.2 bp | Compare |
Taiwan 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.
Click on
for a forecast of the yield.
If data are not all visible, swipe table left
Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
---|---|---|---|---|---|---|---|---|---|
0% | 1% | 3% | 5% | 7% | 9% | ||||
30 years | 1.545% | 63.13 | 86.99 | 134.72 | 182.45 | 230.17 | 277.90 | ||
20 years | 1.415% | 75.50 | 92.81 | 127.44 | 162.07 | 196.70 | 231.32 | ||
10 years | 1.215% | 88.62 | 97.99 | 116.71 | 135.44 | 154.16 | 172.89 | ||
5 years | 1.109% | 94.63 | 99.47 | 109.15 | 118.82 | 128.50 | 138.18 | ||
2 years | 1.195% | 97.65 | 99.62 | 103.55 | 107.48 | 111.41 | 115.33 | ||
Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |