BondTerminal

South Africa — Sovereign Signal

BT-SFS 53.6/100 · BB · 123 bps over Treasuries

Score and market snapshot

South Africa trades 18 bps tight of its fundamentals fit (fitted spread 141 bps).

BT-SFS release bt-sfs-v0-4-imf-interest-2026-06-27 · market data 2026-06-25
FieldValue
BT-SFS score53.6 / 100
Rank21 of 51
Composite ratingBB
Agency ratingsMoody's Ba2 · S&P BB · Fitch BB
Benchmark USD bondSOAF 5.875 32
Spread over Treasuries123 bps
Yield to worst5.38%
Duration4.8y

Pillar scores

PillarScore (0-100)
Fiscal42.3
External60.9
Macro55.6
Institutions58.3

The nine metrics behind the score

MetricPillarRaw valueScoreSourceYear
Current account / GDPExternal-0.9%56.3IMF2026
International reserves, months of importsExternal5.7 mo64.4World Bank2024
General government debt / GDPFiscal78.9%27.1IMF2026
Interest expense / revenueFiscal19.3%31.3IMF2026
Primary balance / GDPFiscal0.6%72.9IMF2026
WGI institutional compositeInstitutions-0.1358.3WGI composite2024
Real GDP growthMacro1.0%10.4IMF2026
GDP per capita, USDMacro$7,50341.7IMF2026
Inflation stressMacro3.9%100.0IMF2026

Score history

Applying the current methodology to historical sources, South Africa moves from 57.8 in 2016 to 53.6 in 2026 (-4.2 points over ten years).

Default and restructuring registry

No bond default or restructuring events in the registry window.

Frequently asked questions

What is South Africa's sovereign credit score?
South Africa scores 53.6/100 on the BT Sovereign Fundamentals Score, ranking 21 of 51 sovereigns covered. The score is built from nine public IMF and World Bank metrics across fiscal, external, macro, and institutions pillars.
Which South Africa USD bond does BondTerminal track?
SOAF 5.875 32 (ISIN US836205BC70), the near-5-year USD benchmark, currently 123 bps over Treasuries with a 5.38% yield to worst.
Is South Africa trading wide or tight of its fundamentals?
South Africa trades 18 bps tight of its fundamentals fit (fitted spread 141 bps).

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