Last Update: 21 Jan 2020 21:15 GMT+0
The Taiwan 10Y Government Bond has a 0.598% yield.
10 Years vs 2 Years bond spread is 15.8 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 | 5 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 15.8 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 | 0.440% | -1.5 bp | -10.0 bp | 99.13 | +0.03 % | +0.20 % | |||
| 5 years | 0.490% | -8.0 bp | -8.0 bp | 97.59 | +0.40 % | +0.40 % | |||
| 10 years | 0.598% | -4.5 bp | -6.2 bp | 94.21 | +0.45 % | +0.62 % | |||
| 20 years | 0.745% | -4.5 bp | -10.5 bp | 86.20 | +0.89 % | +2.10 % | |||
| 30 years | 0.880% | -1.5 bp | -7.0 bp | 76.89 | +0.46 % | +2.11 % | |||
10Y Bond Yield Spread - Taiwan vs Main Countries
The Taiwan 10Y Government Bond has a 0.598% 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 | 84.6 bp | -5.0 | -13.8 | ||
| Japan 10Y | 59.9 bp | -2.4 | -18.6 | ||
| France 10Y | 59.3 bp | +0.1 | -13.8 | ||
| Spain 10Y | 17.8 bp | -2.5 | -9.5 | ||
| United Kingdom 10Y | -3.7 bp | +9.1 | +4.0 | ||
| Australia 10Y | -54.6 bp | +12.2 | +14.8 | ||
| Italy 10Y | -77.6 bp | -0.6 | +17.2 | ||
| Canada 10Y | -91.5 bp | +6.0 | -6.6 | ||
| United States 10Y | -117.1 bp | +10.5 | +22.6 | ||
| China 10Y | -250.1 bp | +9.3 | +1.2 | ||
| Russia 10Y | -560.7 bp | +9.5 | +108.3 | ||
| India 10Y | -603.5 bp | -8.0 | -33.4 | ||
| Brazil 10Y | -621.1 bp | +18.3 | +45.4 |
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 | 0.880% | 76.89 | 103.15 | 155.68 | 208.22 | 260.75 | 313.28 | |
| 20 years | 0.745% | 86.20 | 104.72 | 141.76 | 178.79 | 215.83 | 252.86 | |
| 10 years | 0.598% | 94.21 | 103.89 | 123.25 | 142.61 | 161.96 | 181.32 | |
| 5 years | 0.490% | 97.59 | 102.51 | 112.37 | 122.22 | 132.08 | 141.93 | |
| 2 years | 0.440% | 99.13 | 101.11 | 105.09 | 109.06 | 113.03 | 117.01 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||