COUNTRY •
HUNGARY
Last Update: 9 Feb 2023 0:23 GMT+0
The Hungary 10Y Government Bond has a 8.130% yield.
Central Bank Rate is 13.00% (last modification in September 2022).
The Hungary credit rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 85.59 and implied probability of default is 1.43%.
If data are not all visible, swipe table left
Residual Maturity |
Yield | ZC Price | Last Change |
||||||
---|---|---|---|---|---|---|---|---|---|
Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
3 months | 14.400% | +118.0 bp | +576.0 bp | 09 Feb | |||||
6 months | 14.100% | +8.0 bp | +518.0 bp | 09 Feb | |||||
1 year | 13.870% | -1.0 bp | +390.0 bp | 87.82 | +0.01 % | -3.42 % | 09 Feb | ||
3 years | 9.800% | -29.0 bp | -40.0 bp | 75.54 | +0.79 % | +1.10 % | 09 Feb | ||
5 years | 8.760% | -5.0 bp | -54.0 bp | 65.71 | +0.23 % | +2.50 % | 09 Feb | ||
10 years | 8.130% | +12.0 bp | +3.0 bp | 45.77 | -1.10 % | -0.26 % | 09 Feb | ||
15 years | 7.860% | +10.0 bp | 0.0 bp | 32.14 | -1.38 % | 0.00 % | 09 Feb | ||
20 years | 7.740% | +1.0 bp | +9.0 bp | 22.51 | -0.22 % | -1.66 % | 09 Feb |
Last Update: 9 Feb 2023 0:23 GMT+0
Hungary Yield Curve Analysis
Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases.
For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive.
If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
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Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (13.00%) |
|||
---|---|---|---|---|---|---|
3 months | 1 year | 5 years | ||||
10 years | 8.130% | -487.0 bp | ||||
5 years | 8.760% | -424.0 bp | ||||
1 year | 13.870% | 87.0 bp | ||||
3 months | 14.400% | 140.0 bp |
Readings that may interest you
Hungary Credit Ratings
A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation).
For a deeper analysis of credit ratings, click here
Hungary Credit Ratings History
Rating Agency | Rating | Outlook |
---|---|---|
Standard & Poor's |
BBB-
|
- |
Moody's Investors Service |
Baa2
|
- |
Fitch Ratings |
BBB
|
negative |
DBRS |
-
|
- |
Hungary Interest Rates
A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
Interest Rates | Value | |
---|---|---|
Central Bank Rate | 13.00% |
Hungary Credit Default Swaps
The term credit default swap (CDS) refers to a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who agrees to reimburse the lender in the case the borrower defaults.
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Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Implied PD(*) | |
---|---|---|---|---|---|
5 Years CDS | 85.59 | 0.00 % | -2.95 % | 1.43 % |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
Hungary 10Y Bond Yield Spread
The Hungary 10Y Government Bond has a 8.130% yield. Click on Spread value for the historical serie.
A positive spread, marked by
, 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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Hungary 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
---|---|---|---|---|---|
Japan 10Y | 764.2 bp | +13.0 bp | -29.0 bp | Compare | |
Germany 10Y | 576.8 bp | -0.9 bp | -141.2 bp | Compare | |
France 10Y | 532.4 bp | +5.0 bp | -129.9 bp | Compare | |
China 10Y | 521.1 bp | +10.6 bp | -14.1 bp | Compare | |
Canada 10Y | 509.4 bp | +18.9 bp | -29.5 bp | Compare | |
United Kingdom 10Y | 479.5 bp | +31.7 bp | -131.4 bp | Compare | |
Spain 10Y | 476.0 bp | +3.0 bp | -127.7 bp | Compare | |
United States 10Y | 453.2 bp | +5.0 bp | -78.2 bp | Compare | |
Australia 10Y | 452.3 bp | +21.4 bp | -35.1 bp | Compare | |
Italy 10Y | 392.1 bp | +10.4 bp | -110.1 bp | Compare | |
India 10Y | 78.6 bp | +11.8 bp | +3.4 bp | Compare | |
Russia 10Y | -255.0 bp | -22.0 bp | -160.0 bp | Compare | |
Brazil 10Y | -517.6 bp | -18.4 bp | -113.7 bp | Compare |
Hungary 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.
Click on
for a forecast of the yield.
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Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
---|---|---|---|---|---|---|---|---|---|
0% | 1% | 3% | 5% | 7% | 9% | ||||
20 years | 7.740% | 22.51 | 32.53 | 52.55 | 72.57 | 92.59 | 112.61 | ||
15 years | 7.860% | 32.14 | 40.78 | 58.04 | 75.31 | 92.58 | 109.84 | ||
10 years | 8.130% | 45.77 | 52.44 | 65.78 | 79.12 | 92.46 | 105.80 | ||
5 years | 8.760% | 65.71 | 69.63 | 77.46 | 85.28 | 93.11 | 100.94 | ||
3 years | 9.800% | 75.54 | 78.04 | 83.03 | 88.02 | 93.01 | 98.00 | ||
1 year | 13.870% | 87.82 | 88.70 | 90.45 | 92.21 | 93.97 | 95.72 | ||
Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |