Last Update: 2 Sep 2021 5:15 GMT+0

The South Africa 10Y Government Bond has a 8.780% yield.

10 Years vs 2 Years bond spread is 389 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 3.50% (last modification in July 2020).

The South Africa credit rating is BB-, according to Standard & Poors agency.

Current 5-Years Credit Default Swap quotation is 313.76 and implied probability of default is 5.23%.

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Yield Comparison Spread Curve Convexity
5Y vs 2Y 241.5 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 389 bp Normal Convexity in Long-Term vs Short-Term Maturities

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Interest Rates
Central Bank Rate 3.50%

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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 313.76 +2.33 % +10.04 % +64.72 % 5.23 %

South Africa 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.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
3 months 4.740% +88.0 bp -7.0 bp
2 years 4.890% -7.0 bp -33.0 bp 90.89 +0.13 % +0.63 %
5 years 7.305% +3.0 bp -0.5 bp 70.29 -0.14 % +0.03 %
10 years 8.780% +1.0 bp -24.0 bp 43.10 -0.09 % +2.23 %
12 years 9.440% -6.0 bp -30.5 bp 33.88 +0.68 % +3.42 %
20 years 10.385% -9.0 bp -35.5 bp 13.86 +1.61 % +6.62 %
25 years 10.460% -7.5 bp -37.0 bp 8.32 +1.71 % +8.76 %
30 years 10.385% -8.0 bp -37.5 bp 5.16 +2.18 % +10.73 %

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South Africa 10Y Bond Yield Spread

The South Africa 10Y Government Bond has a 8.780% 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. Instead, a negative spread is marked by a green circle.

Click on the values in Current Spread column, for the historical series of the spread.

Click on the Compare button, for a report with the full comparison between the two countries, with all the available data.

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South Africa Government Bonds Prices

Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.

For each maturity, the current market yield is shown.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
30 years 10.385% 5.16 14.29 32.56 50.82 69.09 87.35
25 years 10.460% 8.32 17.08 34.61 52.14 69.67 87.20
20 years 10.385% 13.86 22.16 38.74 55.33 71.92 88.51
12 years 9.440% 33.88 40.88 54.89 68.90 82.91 96.92
10 years 8.780% 43.10 49.58 62.54 75.50 88.47 101.43
5 years 7.305% 70.29 74.36 82.49 90.63 98.76 106.89
2 years 4.890% 90.89 92.76 96.48 100.20 103.93 107.65
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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