COUNTRY •
HUNGARY
Last Update: 26 Jun 2022 17:23 GMT+0
The Hungary 10Y Government Bond has a 8.000% yield.
Central Bank Rate is 5.90% (last modification in May 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 | 6.460% | +2.8 bp | +402.6 bp | 26 Jun | |||||
6 months | 7.050% | +31.3 bp | +456.0 bp | 26 Jun | |||||
1 year | 7.140% | +46.0 bp | +437.3 bp | 93.34 | -0.43 % | -4.08 % | 26 Jun | ||
3 years | 8.190% | +120.5 bp | +404.5 bp | 78.97 | -3.29 % | -10.80 % | 26 Jun | ||
5 years | 8.310% | +118.0 bp | +402.5 bp | 67.09 | -5.33 % | -17.25 % | 26 Jun | ||
10 years | 8.000% | +98.0 bp | +356.5 bp | 46.32 | -8.71 % | -28.51 % | 26 Jun | ||
15 years | 7.980% | +101.5 bp | +346.5 bp | 31.61 | -13.21 % | -38.69 % | 26 Jun | ||
20 years | 7.870% | n.a. | n.a. | 21.98 | n.a. | n.a. | 26 Jun |
Last Update: 26 Jun 2022 17:23 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 (5.90%) |
|||
---|---|---|---|---|---|---|
3 months | 1 year | 5 years | ||||
10 years | 8.000% | 210.0 bp | ||||
5 years | 8.310% | 241.0 bp | ||||
1 year | 7.140% | 124.0 bp | ||||
3 months | 6.460% | 56.0 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
|
- |
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 | 5.90% |
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 8.000% 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 | 777.7 bp | +99.7 bp | +340.1 bp | Compare | |
Germany 10Y | 655.9 bp | +52.5 bp | +187.0 bp | Compare | |
France 10Y | 603.6 bp | +51.8 bp | +171.9 bp | Compare | |
United Kingdom 10Y | 569.7 bp | +66.2 bp | +218.4 bp | Compare | |
Spain 10Y | 544.4 bp | +46.7 bp | +152.6 bp | Compare | |
China 10Y | 519.9 bp | +93.9 bp | +360.8 bp | Compare | |
United States 10Y | 486.6 bp | +58.8 bp | +192.4 bp | Compare | |
Canada 10Y | 466.7 bp | +45.8 bp | +170.8 bp | Compare | |
Italy 10Y | 443.1 bp | +30.5 bp | +111.7 bp | Compare | |
Australia 10Y | 429.2 bp | +51.6 bp | +145.1 bp | Compare | |
India 10Y | 55.6 bp | +83.0 bp | +258.3 bp | Compare | |
Russia 10Y | -71.0 bp | +179.0 bp | +327.5 bp | Compare | |
Brazil 10Y | -466.8 bp | +70.7 bp | +113.8 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 | 7.870% | 21.98 | 31.89 | 51.72 | 71.55 | 91.37 | 111.20 | ||
15 years | 7.980% | 31.61 | 40.18 | 57.32 | 74.46 | 91.60 | 108.74 | ||
10 years | 8.000% | 46.32 | 53.03 | 66.45 | 79.87 | 93.29 | 106.71 | ||
5 years | 8.310% | 67.09 | 71.05 | 78.97 | 86.89 | 94.81 | 102.73 | ||
3 years | 8.190% | 78.97 | 81.53 | 86.67 | 91.81 | 96.94 | 102.08 | ||
1 year | 7.140% | 93.34 | 94.27 | 96.14 | 98.00 | 99.87 | 101.74 | ||
Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |