Last Update: 25 Jan 2020 3:15 GMT+0
The Thailand 10Y Government Bond has a 1.365% yield.
10 Years vs 2 Years bond spread is 24.2 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.25% (last modification in November 2019).
The Thailand credit rating is BBB+, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -5.1 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 8 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 24.2 bp | Yield Curve is flat 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+
|
positive |
| DBRS |
-
|
- |
| Thailand Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.25% |
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 | 1.174% | -15.1 bp | -59.1 bp | 98.84 | +0.15 % | +0.58 % | |||
| 2 years | 1.123% | -0.5 bp | -68.7 bp | 97.79 | +0.01 % | +1.36 % | |||
| 3 years | 1.163% | -11.0 bp | -58.7 bp | 96.59 | +0.32 % | +1.75 % | |||
| 5 years | 1.203% | -6.1 bp | -56.2 bp | 94.20 | +0.31 % | +2.82 % | |||
| 7 years | 1.254% | -8.5 bp | -55.6 bp | 91.65 | +0.59 % | +3.91 % | |||
| 10 years | 1.365% | -9.5 bp | -55.5 bp | 87.32 | +0.94 % | +5.61 % | |||
| 12 years | 1.481% | -12.1 bp | -46.9 bp | 83.83 | +1.44 % | +5.70 % | |||
| 14 years | 1.581% | -8.1 bp | -39.9 bp | 80.28 | +1.12 % | +5.63 % | |||
| 15 years | 1.622% | -7.0 bp | -42.8 bp | 78.56 | +1.04 % | +6.51 % | |||
| 16 years | 1.682% | -10.6 bp | -43.8 bp | 76.58 | +1.69 % | +7.12 % | |||
| 20 years | 1.763% | -7.6 bp | -40.2 bp | 70.50 | +1.50 % | +8.20 % | |||
10Y Bond Yield Spread - Thailand vs Main Countries
The Thailand 10Y Government Bond has a 1.365% 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 | 170.4 bp | -0.1 | -58.6 | ||
| France 10Y | 144.6 bp | +4.5 | -57.8 | ||
| Japan 10Y | 137.5 bp | -10.8 | -69.7 | ||
| Spain 10Y | 102.2 bp | -1.6 | -52.2 | ||
| United Kingdom 10Y | 79.8 bp | +10.8 | -42.4 | ||
| Australia 10Y | 30.4 bp | +15.0 | -37.6 | ||
| Italy 10Y | 14.0 bp | +11.0 | -26.8 | ||
| Canada 10Y | 0.0 bp | +15.7 | -45.6 | ||
| United States 10Y | -32.1 bp | +12.2 | -16.3 | ||
| China 10Y | -166.9 bp | +6.0 | -40.7 | ||
| Russia 10Y | -484.0 bp | +2.5 | +46.0 | ||
| India 10Y | -521.3 bp | -10.2 | -61.9 | ||
| Brazil 10Y | -533.2 bp | +14.5 | +0.8 |
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 | 1.763% | 70.50 | 87.23 | 120.70 | 154.16 | 187.62 | 221.09 | |
| 16 years | 1.682% | 76.58 | 90.50 | 118.35 | 146.21 | 174.06 | 201.91 | |
| 15 years | 1.622% | 78.56 | 91.78 | 118.22 | 144.66 | 171.10 | 197.54 | |
| 14 years | 1.581% | 80.28 | 92.75 | 117.70 | 142.64 | 167.58 | 192.52 | |
| 12 years | 1.481% | 83.83 | 94.75 | 116.59 | 138.43 | 160.27 | 182.11 | |
| 10 years | 1.365% | 87.32 | 96.61 | 115.19 | 133.76 | 152.34 | 170.92 | |
| 7 years | 1.254% | 91.65 | 98.31 | 111.63 | 124.95 | 138.28 | 151.60 | |
| 5 years | 1.203% | 94.20 | 99.02 | 108.67 | 118.32 | 127.97 | 137.62 | |
| 3 years | 1.163% | 96.59 | 99.52 | 105.39 | 111.25 | 117.11 | 122.97 | |
| 2 years | 1.123% | 97.79 | 99.76 | 103.69 | 107.63 | 111.56 | 115.49 | |
| 1 year | 1.174% | 98.84 | 99.83 | 101.80 | 103.78 | 105.76 | 107.74 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||