COUNTRY • TAIWAN
Last Update: 26 Sep 2023 14:15 GMT+0

The Taiwan 10Y Government Bond has a 1.245% 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 1.88% (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 0.985% +4.0 bp -6.0 bp 98.06 -0.08 % +0.12 % 26 Sep
5 years 1.130% +3.6 bp +7.5 bp 94.54 -0.18 % -0.37 % 26 Sep
10 years 1.245% +6.9 bp +7.1 bp 88.36 -0.69 % -0.70 % 26 Sep
20 years 1.405% +3.0 bp -1.0 bp 75.65 -0.59 % +0.20 % 26 Sep
30 years 1.525% -3.0 bp +2.0 bp 63.51 +0.91 % -0.58 % 26 Sep
Last Update: 26 Sep 2023 14:15 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).
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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 1.525% -35.5 bp
10 years 1.245%
-63.5 bp
5 years 1.130%
-75.0 bp
2 years 0.985%
-89.5 bp
Focusing on 2 years Government Bond:
If data are not all visible, swipe table left
5Y vs 2Y 14.5 bp Yield Curve is flat in Mid-Term vs Short-Term Maturities
10Y vs 2Y 26 bp Yield Curve is flat in Long-Term vs Short-Term Maturities

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 a 1.245% yield. Click on Spread value for the historical serie.

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 51.6 bp -0.9 bp -39.9 bp Compare
China 10Y -148.5 bp -7.9 bp +23.3 bp Compare
Germany 10Y -153.4 bp -15.4 bp -58.5 bp Compare
France 10Y -209.0 bp -17.7 bp -59.5 bp Compare
Spain 10Y -262.4 bp -22.1 bp -58.0 bp Compare
Canada 10Y -279.2 bp -23.1 bp -120.0 bp Compare
United Kingdom 10Y -309.0 bp +16.9 bp -95.2 bp Compare
Australia 10Y -314.8 bp -18.8 bp -112.6 bp Compare
United States 10Y -327.5 bp -22.0 bp -107.7 bp Compare
Italy 10Y -344.9 bp -39.3 bp -62.0 bp Compare
India 10Y -590.1 bp +12.9 bp +24.3 bp Compare
Brazil 10Y -1034.2 bp -40.6 bp +147.0 bp Compare
Russia 10Y -1146.5 bp -70.1 bp -147.9 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 1.525% 63.51 87.44 135.30 183.16 231.02 278.88
20 years 1.405% 75.65 92.98 127.64 162.30 196.96 231.63
10 years 1.245% 88.36 97.71 116.41 135.10 153.80 172.49
5 years 1.130% 94.54 99.37 109.04 118.71 128.38 138.05
2 years 0.985% 98.06 100.03 103.97 107.91 111.85 115.80
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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