Wednesday, 19 June 2013

SGS Yield Statistics

Cumulative Interest Rate Distribution

This chart plots the cumulative distribution of the historical yields of each Singapore Government Securities (SGS) benchmark bond since Jan 1988. The charts for the 20- and 30-year benchmark bonds are steeper than the other benchmark bonds because they were only introduced in Feb 2007 and Mar 2012 respectively and therefore do not have such a long and variable history. The triangles represent the current yield of each SGS benchmark bond. This chart provides an indication of the current interest rate yields relative to the historical yields.

Cumulative Interest Rate Distribution (Mar 13)

Interest Rate Movement

This chart plots the movement of the historical yields of the shortest (currently 6-month) and longest (currently 30-year) SGS benchmark bonds as well as the spread between these 2 benchmark bonds. The chart also plots the movement of share prices as represented by the Straits Times Index. This chart provides an indication of the current yields/ spreads relative to historical yields/ spreads.
Interest Rate Movement (Mar 13)

For an understanding of how you can use these charts, you can read the Government Bond - The Tools post.

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