Last Update: 1 Apr 2020 4:15 GMT+0
The Thailand 10Y Government Bond has a 1.506% yield.
10 Years vs 2 Years bond spread is 67 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.75% (last modification in March 2020).
The Thailand credit rating is BBB+, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -3.7 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 23.7 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 67 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB+
|
positive |
| Moody's Investors Service |
Baa1
|
positive |
| Fitch Ratings |
BBB+
|
- |
| DBRS |
-
|
- |
| Thailand Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.75% |
Thailand 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 | ||||
| 1 year | 0.873% | -5.9 bp | -58.7 bp | 99.13 | +0.05 % | +0.58 % | |||
| 2 years | 0.836% | +2.5 bp | -56.4 bp | 98.35 | -0.05 % | +1.12 % | |||
| 3 years | 1.095% | +26.4 bp | -43.5 bp | 96.79 | -0.78 % | +1.30 % | |||
| 5 years | 1.073% | +22.6 bp | -36.7 bp | 94.80 | -1.12 % | +1.83 % | |||
| 7 years | 1.355% | +41.8 bp | -17.5 bp | 91.01 | -2.85 % | +1.21 % | |||
| 10 years | 1.506% | +46.3 bp | -1.4 bp | 86.12 | -4.46 % | +0.14 % | |||
| 12 years | 1.808% | +70.9 bp | +28.8 bp | 80.65 | -8.05 % | -3.34 % | |||
| 14 years | 1.783% | +57.4 bp | +23.8 bp | 78.08 | -7.61 % | -3.22 % | |||
| 15 years | 1.783% | +47.9 bp | +21.3 bp | 76.71 | -6.84 % | -3.09 % | |||
| 16 years | 2.061% | +68.1 bp | +50.1 bp | 72.15 | -10.16 % | -7.57 % | |||
| 20 years | 2.061% | +63.1 bp | +47.1 bp | 66.50 | -11.66 % | -8.83 % | |||
10Y Bond Yield Spread - Thailand vs Main Countries
The Thailand 10Y Government Bond has a 1.506% 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.
| Thailand 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 198.8 bp | +33.6 | -7.7 | ||
| France 10Y | 152.9 bp | +19.3 | -25.3 | ||
| Japan 10Y | 149.6 bp | +30.4 | -17.7 | ||
| United Kingdom 10Y | 114.4 bp | +54.9 | +13.6 | ||
| United States 10Y | 86.8 bp | +98.8 | +98.8 | ||
| Spain 10Y | 84.7 bp | +8.6 | -48.6 | ||
| Australia 10Y | 82.0 bp | +47.3 | +25.7 | ||
| Canada 10Y | 81.2 bp | +89.9 | +64.0 | ||
| Italy 10Y | -0.5 bp | +3.8 | -66.0 | ||
| China 10Y | -113.7 bp | +61.5 | +49.8 | ||
| India 10Y | -463.2 bp | +69.6 | +50.5 | ||
| Russia 10Y | -524.9 bp | +17.8 | +26.1 | ||
| Brazil 10Y | -611.2 bp | -40.4 | -53.7 |
Thailand 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% | |||
| 20 years | 2.061% | 66.50 | 82.75 | 115.26 | 147.78 | 180.29 | 212.80 | |
| 16 years | 2.061% | 72.15 | 85.66 | 112.69 | 139.71 | 166.74 | 193.76 | |
| 15 years | 1.783% | 76.71 | 89.77 | 115.89 | 142.02 | 168.14 | 194.26 | |
| 14 years | 1.783% | 78.08 | 90.37 | 114.96 | 139.55 | 164.13 | 188.72 | |
| 12 years | 1.808% | 80.65 | 91.35 | 112.76 | 134.16 | 155.56 | 176.96 | |
| 10 years | 1.506% | 86.12 | 95.34 | 113.77 | 132.21 | 150.65 | 169.09 | |
| 7 years | 1.355% | 91.01 | 97.64 | 110.92 | 124.19 | 137.46 | 150.73 | |
| 5 years | 1.073% | 94.80 | 99.65 | 109.33 | 119.02 | 128.70 | 138.39 | |
| 3 years | 1.095% | 96.79 | 99.72 | 105.59 | 111.46 | 117.33 | 123.20 | |
| 2 years | 0.836% | 98.35 | 100.32 | 104.27 | 108.22 | 112.18 | 116.13 | |
| 1 year | 0.873% | 99.13 | 100.13 | 102.11 | 104.09 | 106.07 | 108.06 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||