Last Update: 4 Aug 2020 12:15 GMT+0
The Thailand 10Y Government Bond has a 1.189% yield.
10 Years vs 2 Years bond spread is 63.8 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 | 15.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 15.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 63.8 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 | 0.396% | -10.6 bp | -71.7 bp | 99.61 | +0.11 % | +0.72 % | |||
| 2 years | 0.551% | +10.0 bp | -51.6 bp | 98.91 | -0.19 % | +1.03 % | |||
| 3 years | 0.521% | -4.5 bp | -57.6 bp | 98.45 | +0.13 % | +1.73 % | |||
| 5 years | 0.706% | -8.1 bp | -41.2 bp | 96.54 | +0.40 % | +2.06 % | |||
| 7 years | 1.088% | +7.5 bp | -13.1 bp | 92.70 | -0.53 % | +0.90 % | |||
| 10 years | 1.189% | -8.0 bp | -12.0 bp | 88.85 | +0.79 % | +1.18 % | |||
| 12 years | 1.330% | -23.7 bp | -4.5 bp | 85.34 | +2.84 % | +0.54 % | |||
| 14 years | 1.360% | -21.7 bp | -13.5 bp | 82.77 | +3.04 % | +1.88 % | |||
| 15 years | 1.466% | -14.1 bp | -8.0 bp | 80.39 | +2.11 % | +1.20 % | |||
| 16 years | 1.562% | -15.6 bp | -5.5 bp | 78.04 | +2.50 % | +0.88 % | |||
| 20 years | 1.788% | -0.5 bp | +11.1 bp | 70.16 | +0.10 % | -2.15 % | |||
10Y Bond Yield Spread - Thailand vs Main Countries
The Thailand 10Y Government Bond has a 1.189% 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 | 173.1 bp | +2.6 | +1.9 | ||
| France 10Y | 142.1 bp | +3.6 | -2.9 | ||
| Japan 10Y | 118.0 bp | -5.6 | -17.6 | ||
| United Kingdom 10Y | 110.5 bp | +2.3 | +35.6 | ||
| Spain 10Y | 90.1 bp | +7.3 | -13.7 | ||
| Canada 10Y | 73.8 bp | +2.6 | +76.4 | ||
| United States 10Y | 64.8 bp | +4.8 | +94.2 | ||
| Australia 10Y | 35.4 bp | -0.9 | +4.9 | ||
| Italy 10Y | 17.6 bp | +22.8 | -19.5 | ||
| China 10Y | -177.9 bp | -11.9 | -21.4 | ||
| India 10Y | -464.4 bp | -6.8 | +55.1 | ||
| Russia 10Y | -469.1 bp | +8.0 | +25.5 | ||
| Brazil 10Y | -506.9 bp | +12.9 | +17.9 |
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 | 1.788% | 70.16 | 86.85 | 120.23 | 153.61 | 186.99 | 220.38 | |
| 16 years | 1.562% | 78.04 | 92.10 | 120.22 | 148.34 | 176.46 | 204.58 | |
| 15 years | 1.466% | 80.39 | 93.77 | 120.52 | 147.28 | 174.03 | 200.79 | |
| 14 years | 1.360% | 82.77 | 95.44 | 120.78 | 146.12 | 171.46 | 196.80 | |
| 12 years | 1.330% | 85.34 | 96.36 | 118.41 | 140.46 | 162.51 | 184.55 | |
| 10 years | 1.189% | 88.85 | 98.23 | 116.98 | 135.73 | 154.48 | 173.24 | |
| 7 years | 1.088% | 92.70 | 99.41 | 112.82 | 126.23 | 139.64 | 153.05 | |
| 5 years | 0.706% | 96.54 | 101.44 | 111.23 | 121.02 | 130.81 | 140.61 | |
| 3 years | 0.521% | 98.45 | 101.42 | 107.36 | 113.30 | 119.24 | 125.17 | |
| 2 years | 0.551% | 98.91 | 100.89 | 104.86 | 108.82 | 112.79 | 116.76 | |
| 1 year | 0.396% | 99.61 | 100.60 | 102.59 | 104.59 | 106.58 | 108.57 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||