Last Update: 4 Jun 2020 10:15 GMT+0
The Thailand 10Y Government Bond has a 1.299% yield.
10 Years vs 2 Years bond spread is 73.3 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.50% (last modification in May 2020).
The Thailand credit rating is BBB+, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 0.4 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 30.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 73.3 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB+
|
- |
| Moody's Investors Service |
Baa1
|
- |
| Fitch Ratings |
BBB+
|
- |
| DBRS |
-
|
- |
| Thailand Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.50% |
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 | 0.562% | -11.0 bp | -83.3 bp | 99.44 | +0.11 % | +0.83 % | |||
| 2 years | 0.566% | -8.0 bp | -69.8 bp | 98.88 | +0.16 % | +1.39 % | |||
| 3 years | 0.736% | -7.7 bp | -61.7 bp | 97.82 | +0.23 % | +1.84 % | |||
| 5 years | 0.867% | 0.0 bp | -50.8 bp | 95.78 | 0.00 % | +2.55 % | |||
| 7 years | 1.108% | +4.0 bp | -32.2 bp | 92.58 | -0.27 % | +2.25 % | |||
| 10 years | 1.299% | +16.1 bp | -26.2 bp | 87.89 | -1.58 % | +2.62 % | |||
| 12 years | 1.546% | +16.1 bp | -14.6 bp | 83.19 | -1.88 % | +1.75 % | |||
| 14 years | 1.556% | +17.1 bp | -20.7 bp | 80.56 | -2.33 % | +2.89 % | |||
| 15 years | 1.617% | +26.7 bp | -18.6 bp | 78.61 | -3.88 % | +2.77 % | |||
| 16 years | 1.803% | +27.7 bp | -6.1 bp | 75.13 | -4.27 % | +0.95 % | |||
| 20 years | 1.829% | +27.8 bp | -7.0 bp | 69.59 | -5.32 % | +1.38 % | |||
10Y Bond Yield Spread - Thailand vs Main Countries
The Thailand 10Y Government Bond has a 1.299% 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 | 165.3 bp | -5.3 | -23.2 | ||
| France 10Y | 129.3 bp | +9.1 | -28.3 | ||
| Japan 10Y | 126.9 bp | +11.6 | -33.2 | ||
| United Kingdom 10Y | 103.0 bp | +11.6 | +20.0 | ||
| Canada 10Y | 68.3 bp | +11.6 | +67.0 | ||
| Spain 10Y | 67.6 bp | +36.1 | -44.8 | ||
| United States 10Y | 55.3 bp | +4.6 | +77.0 | ||
| Australia 10Y | 28.3 bp | -1.6 | -18.8 | ||
| Italy 10Y | -26.8 bp | +37.3 | -45.2 | ||
| China 10Y | -155.3 bp | -16.6 | +10.0 | ||
| Russia 10Y | -431.6 bp | +65.6 | +51.8 | ||
| India 10Y | -450.1 bp | +44.5 | +40.0 | ||
| Brazil 10Y | -535.2 bp | +125.7 | -13.5 |
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 | 1.829% | 69.59 | 86.22 | 119.47 | 152.72 | 185.97 | 219.21 | |
| 16 years | 1.803% | 75.13 | 88.93 | 116.51 | 144.09 | 171.68 | 199.26 | |
| 15 years | 1.617% | 78.61 | 91.84 | 118.29 | 144.74 | 171.19 | 197.64 | |
| 14 years | 1.556% | 80.56 | 93.05 | 118.04 | 143.03 | 168.01 | 193.00 | |
| 12 years | 1.546% | 83.19 | 94.06 | 115.81 | 137.57 | 159.32 | 181.07 | |
| 10 years | 1.299% | 87.89 | 97.21 | 115.86 | 134.50 | 153.14 | 171.78 | |
| 7 years | 1.108% | 92.58 | 99.28 | 112.68 | 126.08 | 139.48 | 152.87 | |
| 5 years | 0.867% | 95.78 | 100.65 | 110.39 | 120.14 | 129.88 | 139.63 | |
| 3 years | 0.736% | 97.82 | 100.78 | 106.69 | 112.61 | 118.52 | 124.43 | |
| 2 years | 0.566% | 98.88 | 100.86 | 104.83 | 108.79 | 112.76 | 116.73 | |
| 1 year | 0.562% | 99.44 | 100.44 | 102.42 | 104.41 | 106.40 | 108.39 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||