Last Update: 27 Oct 2020 5:15 GMT+0
The Thailand 10Y Government Bond has a 1.340% yield.
10 Years vs 2 Years bond spread is 68.9 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 | 11.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 13.3 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 68.9 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 | 0.536% | +2.0 bp | -17.7 bp | 99.47 | -0.02 % | +0.18 % | |||
| 2 years | 0.651% | -1.0 bp | -4.5 bp | 98.71 | +0.02 % | +0.09 % | |||
| 3 years | 0.606% | -4.1 bp | -24.7 bp | 98.20 | +0.12 % | +0.74 % | |||
| 5 years | 0.784% | +0.7 bp | -11.3 bp | 96.17 | -0.03 % | +0.56 % | |||
| 7 years | 1.179% | 0.0 bp | +5.1 bp | 92.12 | 0.00 % | -0.36 % | |||
| 10 years | 1.340% | +1.0 bp | +10.6 bp | 87.54 | -0.09 % | -1.04 % | |||
| 12 years | 1.451% | +2.1 bp | +5.1 bp | 84.12 | -0.25 % | -0.60 % | |||
| 14 years | 1.496% | +4.0 bp | +12.6 bp | 81.23 | -0.55 % | -1.72 % | |||
| 15 years | 1.562% | +1.6 bp | +21.7 bp | 79.26 | -0.23 % | -3.15 % | |||
| 16 years | 1.682% | -3.1 bp | +15.1 bp | 76.58 | +0.50 % | -2.35 % | |||
| 20 years | 1.894% | +2.5 bp | +33.3 bp | 68.71 | -0.49 % | -6.34 % | |||
10Y Bond Yield Spread - Thailand vs Main Countries
The Thailand 10Y Government Bond has a 1.340% 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 | 192.0 bp | +6.4 | +24.0 | ||
| France 10Y | 164.2 bp | +6.0 | +42.6 | ||
| Japan 10Y | 131.5 bp | -1.0 | +5.0 | ||
| Spain 10Y | 116.2 bp | +7.9 | +81.5 | ||
| United Kingdom 10Y | 106.2 bp | -8.0 | +13.4 | ||
| Canada 10Y | 71.3 bp | -7.5 | +10.2 | ||
| Italy 10Y | 60.9 bp | +17.0 | +113.1 | ||
| United States 10Y | 54.1 bp | -13.3 | -2.9 | ||
| Australia 10Y | 53.0 bp | +3.3 | +26.2 | ||
| China 10Y | -187.1 bp | -4.5 | -58.1 | ||
| India 10Y | -449.4 bp | +21.4 | +42.5 | ||
| Russia 10Y | -465.0 bp | +30.0 | +23.6 | ||
| Brazil 10Y | -619.7 bp | -45.3 | +107.8 |
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 | 1.894% | 68.71 | 85.23 | 118.27 | 151.31 | 184.35 | 217.39 | |
| 16 years | 1.682% | 76.58 | 90.50 | 118.35 | 146.21 | 174.06 | 201.91 | |
| 15 years | 1.562% | 79.26 | 92.54 | 119.10 | 145.66 | 172.22 | 198.78 | |
| 14 years | 1.496% | 81.23 | 93.78 | 118.87 | 143.96 | 169.06 | 194.15 | |
| 12 years | 1.451% | 84.12 | 95.07 | 116.95 | 138.83 | 160.71 | 182.59 | |
| 10 years | 1.340% | 87.54 | 96.84 | 115.44 | 134.04 | 152.64 | 171.24 | |
| 7 years | 1.179% | 92.12 | 98.80 | 112.17 | 125.53 | 138.89 | 152.25 | |
| 5 years | 0.784% | 96.17 | 101.06 | 110.82 | 120.59 | 130.36 | 140.13 | |
| 3 years | 0.606% | 98.20 | 101.17 | 107.10 | 113.02 | 118.95 | 124.88 | |
| 2 years | 0.651% | 98.71 | 100.69 | 104.65 | 108.61 | 112.58 | 116.54 | |
| 1 year | 0.536% | 99.47 | 100.46 | 102.45 | 104.44 | 106.43 | 108.42 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||