Australian Treasury 10-year bond
Australia Treasury 10-Year bond decreases [Implied Yield 2.388%] 23 June, 2017
NEWS BITES - BONDS
Australia Treasury 10-Year bond has decreased 0.60c (or 0.01%) from its last trading session of June 22, 2017 to close at $A120.57, ending a two-day streak of rises. The bond matures in 9 years and 10 months; its yield to maturity has (YTM) decreased by 0.2 basis point from 2.39% to 2.388%.
|Price Change %||0.01||0.3||0.4||2.63||2.68|
|YTM change (%)||0.08||1.49||3.36||13.38||4.74|
|Maturity Date||April 21, 2027|
AUSTRALIA 10-YEAR BULLISH SIGNALS
+ The price increased 0.3% in the last week and 0.4% in the last month.
+ The present value of AUD1,000 (PV1000) invested three years ago in Australia Treasury 10-Year is $A1,305, for a capital gain of $A305.
+ 3 years Multiplier in AUD = 1.305x
+ Compound Annual Growth Rate (CAGR) in AUD = 9.2%
Present Value of USD1,000 invested 3 years ago:
+ The present value of USD1,000 (PV1000) invested three years ago in Australia Treasury 10-Year is $US1,053, for a capital gain of $US53.
+ 3 years ago AUD 1 equalled USD 0.9388
+ 3 years Multiplier in USD = 1.053x
+ Compound Annual Growth Rate (CAGR) in USD = 1.7%
Jun 23, 2017: AUD 1 equals USD 0.7575
2.2 High Performance Indicator:
|Description||Value||Rank In Market|
|Price/MAP50||1.01||In Top Quartile|
PRICE VOLUME DYNAMICS
+ The Australia 10-Year is at a discount of 5.6% to its 12-month high of $A127.69 traded on August 31, 2016.
+ It is at a premium of 4.7% to its 12-month low of $A115.21 traded on March 10.
+ The present value of $A1,000 (PV1000) invested one year ago in Australia 10-Year is $A1,027, for a capital gain of $A27.
+ The 10-Year bond yield is ranked 20 out of 42 countries in the global sovereign bond index.
The table below shows today's 10-Year Bond Yield in %, current inflation rate in % and real rate of interest(%).
|Rank||Country||10-Yr Bond||Inflation||Real Rate|
|Indicator||Value||G20 Rank||Global Rank|
|GDP (USD Billion)||1,340||13||13|
|GDP growth yoy (%)||2.4||7||32|
|Interest rate (%)||1.5||10||29|
|Inflation rate (%)||2.1||10||32|
|Public debt (USD) (billion)||400.9||7||50|
|Public debt per person (USD)||16,819||12||40|
|Total annual debt change (%)||0.5||3||9|
|Debt to GDP (%)||41.1||6||24|
|Budget Deficit to GDP (%)||2.4||5||26|
|CAD to GDP (%)||2.7||14||44|
|Unemployment rate (%)||5.88||12||27|
CREDIT RATING SUMMARY
|Rating Agency||Long Term||Foreign Currency||Description|
|S&P||AAA||Extremely strong capacity to meet financial commitments. Highest Rating.|
|FITCH||AAA||Highest credit quality: 'AAA' ratings denote the lowest expectation of default risk. This capacity is highly unlikely to be adversely affected by foreseeable events.|
|DAGONG||AA+||"AA" ratings denote expectations of very low default risk. It indicates that the issuer has a very strong capacity for payment of financial commitments. Although due to its relatively higher long-term risk, this capacity is not significantly vulnerable to any foreseeable event. The plus (+) sign shows relative standing within the major rating category.|