COUNTRY •
HUNGARY
Last Update: 29 Sep 2023 14:23 GMT+0
The Hungary 10Y Government Bond has a 7.480% yield.
Central Bank Rate is 13.00% (last modification in September 2023).
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 | 8.320% | -114.0 bp | -628.0 bp | 29 Sep | |||||
6 months | 8.690% | -103.0 bp | -650.0 bp | 29 Sep | |||||
1 year | 8.840% | -35.0 bp | -568.0 bp | 91.88 | +0.33 % | +5.22 % | 29 Sep | ||
3 years | 8.350% | -9.0 bp | -186.0 bp | 78.62 | +0.26 % | +5.25 % | 29 Sep | ||
5 years | 7.620% | +8.0 bp | -163.0 bp | 69.27 | -0.37 % | +7.81 % | 29 Sep | ||
10 years | 7.480% | +17.0 bp | -92.0 bp | 48.61 | -1.58 % | +8.89 % | 29 Sep | ||
15 years | 7.390% | +6.0 bp | -65.0 bp | 34.32 | -0.84 % | +9.47 % | 29 Sep | ||
20 years | 7.380% | +8.0 bp | -46.0 bp | 24.07 | -1.47 % | +8.91 % | 29 Sep |
Last Update: 29 Sep 2023 14:23 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 | 7.480% | -552.0 bp | ||||
5 years | 7.620% | -538.0 bp | ||||
1 year | 8.840% | -416.0 bp | ||||
3 months | 8.320% | -468.0 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 7.480% 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 | 672.8 bp | +5.8 bp | -137.3 bp | Compare | |
China 10Y | 477.4 bp | +7.4 bp | -75.0 bp | Compare | |
Germany 10Y | 465.7 bp | -13.6 bp | -143.2 bp | Compare | |
France 10Y | 410.3 bp | -17.5 bp | -146.7 bp | Compare | |
Spain 10Y | 356.9 bp | -21.1 bp | -147.8 bp | Compare | |
Canada 10Y | 343.2 bp | -25.8 bp | -200.7 bp | Compare | |
Australia 10Y | 303.6 bp | -20.3 bp | -204.2 bp | Compare | |
United Kingdom 10Y | 301.5 bp | +19.3 bp | -192.2 bp | Compare | |
United States 10Y | 294.5 bp | -23.3 bp | -188.2 bp | Compare | |
Italy 10Y | 273.2 bp | -41.7 bp | -151.3 bp | Compare | |
India 10Y | 27.0 bp | +14.0 bp | -83.4 bp | Compare | |
Brazil 10Y | -431.1 bp | -57.9 bp | +18.9 bp | Compare | |
Russia 10Y | -546.0 bp | -73.0 bp | -354.0 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 | 7.380% | 24.07 | 34.36 | 54.94 | 75.51 | 96.09 | 116.67 | ||
15 years | 7.390% | 34.32 | 43.21 | 60.98 | 78.76 | 96.53 | 114.31 | ||
10 years | 7.480% | 48.61 | 55.48 | 69.22 | 82.96 | 96.70 | 110.44 | ||
5 years | 7.620% | 69.27 | 73.30 | 81.37 | 89.43 | 97.50 | 105.57 | ||
3 years | 8.350% | 78.62 | 81.18 | 86.30 | 91.42 | 96.54 | 101.66 | ||
1 year | 8.840% | 91.88 | 92.80 | 94.63 | 96.47 | 98.31 | 100.15 | ||
Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |