COUNTRY • HUNGARY
Last Update: 3 Oct 2022 11:24 GMT+0

The Hungary 10Y Government Bond has a 9.920% 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 11.720% +354.0 bp +599.3 bp 03 Oct
6 months 12.520% +399.0 bp +673.5 bp 03 Oct
1 year 13.490% +288.0 bp +749.0 bp 88.11 -2.54 % -6.60 % 03 Oct
3 years 11.850% +26.0 bp +539.0 bp 71.46 -0.71 % -13.78 % 03 Oct
5 years 10.400% +31.0 bp +396.5 bp 60.98 -1.39 % -16.71 % 03 Oct
10 years 9.920% +85.0 bp +386.0 bp 38.84 -7.46 % -30.04 % 03 Oct
15 years 9.590% +79.0 bp +353.5 bp 25.32 -10.28 % -38.84 % 03 Oct
20 years 9.600% +89.0 bp n.a. 15.99 -15.04 % n.a. 03 Oct
Last Update: 3 Oct 2022 11:24 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).
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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 9.920% -308.0 bp
5 years 10.400%
-260.0 bp
1 year 13.490%
49.0 bp
3 months 11.720%
-128.0 bp

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
negative
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 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 9.920% 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.
If data are not all visible, swipe table left
Hungary 10Y vs Current Spread Chg 1M Chg 6M
Japan 10Y 967.9 bp +84.6 bp +383.7 bp Compare
Germany 10Y 787.5 bp +31.3 bp +237.3 bp Compare
France 10Y 726.2 bp +32.7 bp +223.0 bp Compare
China 10Y 713.8 bp +70.4 bp +390.0 bp Compare
Canada 10Y 676.2 bp +78.7 bp +315.3 bp Compare
Spain 10Y 668.3 bp +28.8 bp +211.1 bp Compare
United States 10Y 616.8 bp +29.1 bp +249.7 bp Compare
Australia 10Y 603.3 bp +60.3 bp +280.7 bp Compare
United Kingdom 10Y 587.6 bp -29.3 bp +143.8 bp Compare
Italy 10Y 544.1 bp +17.2 bp +147.8 bp Compare
India 10Y 247.2 bp +63.4 bp +325.5 bp Compare
Russia 10Y -19.5 bp +8.5 bp +500.5 bp Compare
Brazil 10Y -204.3 bp +91.1 bp +286.9 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.
If data are not all visible, swipe table left
Residual
Maturity
Yield Bond Price - with different Coupon Rates Fx
0% 1% 3% 5% 7% 9%
20 years 9.600% 15.99 24.74 42.24 59.74 77.25 94.75
15 years 9.590% 25.32 33.11 48.68 64.26 79.83 95.41
10 years 9.920% 38.84 45.00 57.33 69.66 82.00 94.33
5 years 10.400% 60.98 64.73 72.23 79.74 87.24 94.75
3 years 11.850% 71.46 73.87 78.69 83.50 88.32 93.14
1 year 13.490% 88.11 88.99 90.76 92.52 94.28 96.04
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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