Risk and sentiment
Korea Treasury 5Y
The five-year Korea Treasury yield, the belly of the curve between the 3-year and 10-year points. It frames medium-term funding conditions and helps read changes in the shape of the yield curve.
Korea Treasury 5Y latest observations
- Observed
- 2026-11-06
- Latest
- 3.72 %
- Change from previous
- ▼ -0.05 pp
Check the observation dates in both the summary and chart; release and refresh times can differ.
At a glance
Korea Treasury 5Y: latest value and prior change
As of 2026-11-06, Korea Treasury 5Y is 3.72 %. It is 0.05 pp lower than 3.77 % on 2026-11-05.
Within the default comparison window of 1,000 observations from 2022-10-11 to 2026-11-06, the latest value is at the tie-adjusted 75th percentile. Available history covers 2000-01-04 to 2026-11-06 with 6,644 observations.
- Observed on
- Default comparison window
- 2022-10-11–2026-11-06
- Observations · observed cadence
- 1,000 · Daily
- Data source
- Bank of Korea ECOS
A high or low percentile does not by itself make the indicator positive, negative, or a buy or sell signal.
2026-08-10 → 2026-11-06 · %
- First
- 3.99 %
- 2026-08-10
- Latest
- 3.72 %
- 2026-11-06
- Window low
- 3.72 %
- 2026-11-06
- Window high
- 4.34 %
- 2026-09-15
The horizontal axis follows observation order; calendar intervals may differ. High and low refer to observed values within this window, not intraday or all-time extremes. Ties show the first observation date.
Time-series chart
Korea Treasury 5Y
2000-01-04–2026-11-06
Long-history series are stored as real provider observations. Index, FX, VIX, and ratio charts use historical backfill where providers expose it; Korean investor flow and margin-credit feeds expand as stable historical endpoints become available.
Recent observations and calculated changes
The ten latest chart observations. Change subtracts the previous observation; intervals vary with holidays, release schedules and missing data. A difference in rates or ratios is not an investment return.
| Observed | Value | Previous date | Difference (current − previous) |
|---|---|---|---|
| 2026-11-06 | 3.72 % | 2026-11-05 | -0.05 %p |
| 2026-11-05 | 3.77 % | 2026-11-04 | -0.07 %p |
| 2026-11-04 | 3.84 % | 2026-11-03 | -0.03 %p |
| 2026-11-03 | 3.87 % | 2026-11-02 | -0.02 %p |
| 2026-11-02 | 3.89 % | 2026-10-30 | 0.03 %p |
| 2026-10-30 | 3.87 % | 2026-10-29 | -0.06 %p |
| 2026-10-29 | 3.92 % | 2026-10-28 | -0.03 %p |
| 2026-10-28 | 3.95 % | 2026-10-27 | 0.05 %p |
| 2026-10-27 | 3.90 % | 2026-10-26 | -0.03 %p |
| 2026-10-26 | 3.93 % | 2026-10-23 | -0.02 %p |
Source: Bank of Korea ECOS
Interpretation guide
The 5-year Korea Treasury: the belly of the curve
The five-year Korea Treasury yield anchors the middle of the curve. Where the 3-year mostly prices monetary policy expectations and the 10-year carries long-run growth and inflation views, the 5-year sits where the two meet — often revealing policy-cycle turns relatively early.
Where the 5-year sits on the curve
Early in easing cycles, policy-sensitive short maturities fall first and the 5-year follows, steepening the curve. Late in tightening cycles the 5-year can invert above the 10-year.
- A narrowing 3-year-to-5-year gap means cut expectations have spread into the belly.
- The 5-year yielding more than the 10-year signals medium-term recession pricing.
- Shifts in the 5-year share of issuance plans move the yield through supply.
What it means for markets and the real economy
The 5-year is the standard reference for corporate and bank bond issuance, so it transmits directly into medium-term corporate funding costs, and it serves as a benchmark yield for insurers and pension funds.
- A rising 5-year raises corporate issuance costs and cools funding activity.
- Read with TapeFlow's 3-year and 10-year to see the whole curve shape.
- Its gap to corporate bond yields is the credit spread — a risk-appetite gauge.
Uses and misreads
The 5-year alone rarely settles a policy question. It carries signal through its relationship to shorter and longer maturities — read the curve's changing shape.
- Curve slope explains the cycle better than the level of any single yield.
- Foreign net buying of won bonds is a major swing factor in 5-year supply and demand.
- The spread to US 5-year yields is a background driver of FX and capital flows.