Last Update: 10 Dec 2019 1:15 GMT+0
The Taiwan 10Y Government Bond has a 0.663% yield.
10 Years vs 2 Years bond spread is 18.3 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.38% (last modification in June 2016).
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 | 18.3 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 | 1.38% |
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 | 0.480% | +0.5 bp | -8.5 bp | 99.05 | -0.01 % | +0.17 % | |||
| 5 years | 0.580% | -2.5 bp | -1.8 bp | 97.15 | +0.12 % | +0.09 % | |||
| 10 years | 0.663% | -2.0 bp | -3.2 bp | 93.61 | +0.20 % | +0.32 % | |||
| 20 years | 0.840% | -1.0 bp | -16.0 bp | 84.59 | +0.19 % | +3.22 % | |||
| 30 years | 0.895% | -9.5 bp | -21.5 bp | 76.54 | +2.86 % | +6.59 % | |||
10Y Bond Yield Spread - Taiwan vs Main Countries
The Taiwan 10Y Government Bond has a 0.663% 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 | 96.8 bp | +1.7 | +5.6 | ||
| Japan 10Y | 66.4 bp | -7.9 | -15.1 | ||
| France 10Y | 65.5 bp | 0.0 | +9.4 | ||
| Spain 10Y | 21.6 bp | -7.9 | +12.8 | ||
| United Kingdom 10Y | -10.1 bp | +0.6 | +3.9 | ||
| Australia 10Y | -46.1 bp | +17.6 | +32.6 | ||
| Italy 10Y | -71.1 bp | -11.7 | +96.2 | ||
| Canada 10Y | -92.6 bp | -2.4 | -10.4 | ||
| United States 10Y | -115.8 bp | +10.4 | +29.2 | ||
| China 10Y | -256.2 bp | +5.0 | +1.6 | ||
| Russia 10Y | -572.7 bp | +0.0 | +126.8 | ||
| India 10Y | -599.6 bp | -12.5 | +38.6 | ||
| Brazil 10Y | -608.8 bp | -12.7 | +131.7 |
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 | 0.895% | 76.54 | 102.75 | 155.17 | 207.58 | 260.00 | 312.42 | |
| 20 years | 0.840% | 84.59 | 102.93 | 139.61 | 176.29 | 212.97 | 249.65 | |
| 10 years | 0.663% | 93.61 | 103.25 | 122.54 | 141.83 | 161.12 | 180.41 | |
| 5 years | 0.580% | 97.15 | 102.06 | 111.89 | 121.72 | 131.55 | 141.38 | |
| 2 years | 0.480% | 99.05 | 101.03 | 105.00 | 108.98 | 112.95 | 116.92 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||