Last Update: 24 Sep 2020 0:15 GMT+0
The Taiwan 10Y Government Bond has a 0.390% yield.
10 Years vs 2 Years bond spread is 26 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 | 18.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 26 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 | 0.130% | +1.0 bp | -22.5 bp | 99.74 | -0.02 % | +0.45 % | |||
| 5 years | 0.315% | +1.0 bp | -11.5 bp | 98.44 | -0.05 % | +0.57 % | |||
| 10 years | 0.390% | +2.5 bp | -11.5 bp | 96.18 | -0.25 % | +1.15 % | |||
| 20 years | 0.490% | -4.0 bp | -13.0 bp | 90.69 | +0.80 % | +2.63 % | |||
| 30 years | 0.590% | -6.0 bp | -9.5 bp | 83.82 | +1.80 % | +2.87 % | |||
10Y Bond Yield Spread - Taiwan vs Main Countries
The Taiwan 10Y Government Bond has a 0.390% 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 | 90.1 bp | +4.3 | +4.4 | ||
| France 10Y | 63.1 bp | +7.3 | +28.5 | ||
| Japan 10Y | 38.4 bp | +3.9 | -7.1 | ||
| United Kingdom 10Y | 16.4 bp | +0.8 | +10.6 | ||
| Spain 10Y | 16.3 bp | +12.2 | +52.6 | ||
| Canada 10Y | -16.5 bp | +3.0 | +20.1 | ||
| United States 10Y | -28.2 bp | +0.7 | +7.1 | ||
| Italy 10Y | -45.7 bp | +18.6 | +60.4 | ||
| Australia 10Y | -47.5 bp | +4.3 | -2.1 | ||
| China 10Y | -272.1 bp | -6.8 | -51.5 | ||
| India 10Y | -560.0 bp | +25.6 | +19.9 | ||
| Russia 10Y | -589.5 bp | -8.0 | +77.0 | ||
| Brazil 10Y | -684.9 bp | -32.4 | +210.2 |
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 | 0.590% | 83.82 | 111.24 | 166.08 | 220.93 | 275.77 | 330.61 | |
| 20 years | 0.490% | 90.69 | 109.69 | 147.71 | 185.72 | 223.74 | 261.75 | |
| 10 years | 0.390% | 96.18 | 105.97 | 125.55 | 145.13 | 164.70 | 184.28 | |
| 5 years | 0.315% | 98.44 | 103.39 | 113.30 | 123.21 | 133.11 | 143.02 | |
| 2 years | 0.130% | 99.74 | 101.74 | 105.73 | 109.72 | 113.71 | 117.71 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||