Last Update: 19 Jan 2022 18:15 GMT+0
The India 10Y Government Bond has a 6.598% yield.
10 Years vs 2 Years bond spread is 161.4 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 4.00% (last modification in May 2020).
The India credit rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 107.14 and implied probability of default is 1.79%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 64.3 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 107.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 161.4 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB-
|
- |
| Moody's Investors Service |
Baa3
|
- |
| Fitch Ratings |
BBB-
|
negative |
| DBRS |
BBB (low)
|
- |
| India Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 4.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 107.14 | +7.66 % | +20.00 % | +44.80 % | 1.79 % |
India Government Bonds
Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | 3.680% | +12.0 bp | +24.0 bp | ||||||
| 6 months | 4.060% | +15.0 bp | +46.0 bp | ||||||
| 1 year | 4.341% | -1.3 bp | +39.2 bp | 95.84 | +0.01 % | -0.37 % | |||
| 2 years | 4.984% | +16.8 bp | +58.9 bp | 90.73 | -0.32 % | -1.12 % | |||
| 3 years | 5.332% | +20.1 bp | +64.8 bp | 85.57 | -0.57 % | -1.84 % | |||
| 4 years | 5.944% | +22.1 bp | +40.0 bp | 79.38 | -0.82 % | -1.50 % | |||
| 5 years | 6.057% | +29.7 bp | +40.2 bp | 74.53 | -1.39 % | -1.87 % | |||
| 6 years | 6.383% | +22.6 bp | +31.4 bp | 68.99 | -1.26 % | -1.75 % | |||
| 7 years | 6.525% | +24.2 bp | +19.1 bp | 64.24 | -1.59 % | -1.26 % | |||
| 8 years | 6.573% | +21.8 bp | +16.4 bp | 60.09 | -1.64 % | -1.23 % | |||
| 9 years | 6.602% | +17.0 bp | +41.0 bp | 56.25 | -1.42 % | -3.40 % | |||
| 10 years | 6.598% | +18.7 bp | +47.1 bp | 52.78 | -1.75 % | -4.33 % | |||
| 11 years | 6.844% | +19.5 bp | +14.1 bp | 48.28 | -1.99 % | -1.43 % | |||
| 12 years | 6.938% | +24.1 bp | +10.1 bp | 44.71 | -2.68 % | -1.13 % | |||
| 13 years | 7.071% | +26.4 bp | +27.9 bp | 41.14 | -3.15 % | -3.34 % | |||
| 14 years | 7.070% | +27.1 bp | +29.0 bp | 38.43 | -3.49 % | -3.73 % | |||
| 15 years | 7.035% | +27.6 bp | +14.5 bp | 36.07 | -3.79 % | -2.01 % | |||
| 19 years | 7.127% | +21.4 bp | +7.9 bp | 27.03 | -3.74 % | -1.42 % | |||
| 24 years | 7.208% | +26.8 bp | +12.0 bp | 18.82 | -5.81 % | -2.64 % | |||
| 30 years | 7.278% | +29.8 bp | +15.8 bp | 12.15 | -8.02 % | -4.33 % | |||
India 10Y Bond Yield Spread
The India 10Y Government Bond has a 6.598% yield. Click on Spread value for the historical serie.
A positive spread, marked by a red circle, 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.
| India 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 660.8 bp | -18.5 bp | +8.7 bp | Compare | |
| Japan 10Y | 646.4 bp | +9.5 bp | +35.2 bp | Compare | |
| France 10Y | 622.0 bp | -22.0 bp | +4.7 bp | Compare | |
| Spain 10Y | 591.9 bp | -15.6 bp | +13.2 bp | Compare | |
| United Kingdom 10Y | 533.6 bp | -31.1 bp | -24.5 bp | Compare | |
| Italy 10Y | 519.2 bp | -31.9 bp | -23.2 bp | Compare | |
| United States 10Y | 476.6 bp | -23.8 bp | -16.9 bp | Compare | |
| Canada 10Y | 473.3 bp | -35.7 bp | -24.9 bp | Compare | |
| Australia 10Y | 464.2 bp | -17.9 bp | -30.7 bp | Compare | |
| China 10Y | 385.3 bp | +31.3 bp | +69.2 bp | Compare | |
| Russia 10Y | -267.2 bp | -66.8 bp | -157.4 bp | Compare | |
| Brazil 10Y | -495.3 bp | -60.0 bp | -229.1 bp | Compare |
India 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.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 7.278% | 12.15 | 24.22 | 48.36 | 72.50 | 96.64 | 120.78 | |
| 24 years | 7.208% | 18.82 | 30.08 | 52.61 | 75.13 | 97.66 | 120.18 | |
| 19 years | 7.127% | 27.03 | 37.27 | 57.75 | 78.22 | 98.70 | 119.18 | |
| 15 years | 7.035% | 36.07 | 45.16 | 63.33 | 81.51 | 99.68 | 117.86 | |
| 14 years | 7.070% | 38.43 | 47.14 | 64.55 | 81.97 | 99.39 | 116.81 | |
| 13 years | 7.071% | 41.14 | 49.46 | 66.11 | 82.76 | 99.41 | 116.06 | |
| 12 years | 6.938% | 44.71 | 52.68 | 68.62 | 84.56 | 100.49 | 116.43 | |
| 11 years | 6.844% | 48.28 | 55.84 | 70.95 | 86.06 | 101.18 | 116.29 | |
| 10 years | 6.598% | 52.78 | 59.94 | 74.25 | 88.56 | 102.88 | 117.19 | |
| 9 years | 6.602% | 56.25 | 62.88 | 76.13 | 89.38 | 102.64 | 115.89 | |
| 8 years | 6.573% | 60.09 | 66.16 | 78.31 | 90.45 | 102.59 | 114.74 | |
| 7 years | 6.525% | 64.24 | 69.72 | 80.68 | 91.64 | 102.60 | 113.56 | |
| 6 years | 6.383% | 68.99 | 73.85 | 83.56 | 93.28 | 103.00 | 112.72 | |
| 5 years | 6.057% | 74.53 | 78.73 | 87.14 | 95.55 | 103.97 | 112.38 | |
| 4 years | 5.944% | 79.38 | 82.85 | 89.79 | 96.72 | 103.66 | 110.60 | |
| 3 years | 5.332% | 85.57 | 88.28 | 93.69 | 99.10 | 104.51 | 109.93 | |
| 2 years | 4.984% | 90.73 | 92.59 | 96.31 | 100.03 | 103.75 | 107.47 | |
| 1 year | 4.341% | 95.84 | 96.80 | 98.71 | 100.63 | 102.55 | 104.47 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||