Last Update: 18 Apr 2019 20:15 GMT+0
The India 10Y Government Bond has a 7.420% yield.
10 Years vs 2 Years bond spread is 69.4 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 6.00%.
The India rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 81.56 and implied probability of default is 1.36%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 18.9 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 52.2 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 69.4 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB-
|
- |
| Moody's Investors Service |
Baa2
|
- |
| Fitch Ratings |
BBB-
|
- |
| DBRS |
BBB
|
- |
| India Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 6.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 81.56 | -0.61 % | +2.86 % | +12.25 % | 1.36 % |
India Government Bonds
List of available 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 | 6.340% | +1.0 bp | -58.0 bp | ||||||
| 6 months | 6.440% | +7.0 bp | -78.0 bp | ||||||
| 1 year | 6.537% | +2.2 bp | -113.0 bp | 93.86 | -0.02 % | +1.06 % | |||
| 2 years | 6.726% | +14.4 bp | -96.5 bp | 87.79 | -0.27 % | +1.81 % | |||
| 3 years | 6.977% | +35.4 bp | -75.4 bp | 81.68 | -0.99 % | +2.13 % | |||
| 4 years | 7.135% | +26.1 bp | -67.5 bp | 75.91 | -0.97 % | +2.55 % | |||
| 5 years | 7.248% | +28.8 bp | -65.1 bp | 70.48 | -1.33 % | +3.07 % | |||
| 6 years | 7.407% | +17.4 bp | -54.0 bp | 65.13 | -0.97 % | +3.05 % | |||
| 7 years | 7.462% | +16.0 bp | -50.5 bp | 60.42 | -1.05 % | +3.34 % | |||
| 8 years | 7.604% | +11.4 bp | -44.0 bp | 55.64 | -0.84 % | +3.32 % | |||
| 9 years | 7.561% | +7.8 bp | -42.0 bp | 51.89 | -0.65 % | +3.57 % | |||
| 10 years | 7.420% | -6.0 bp | -48.9 bp | 48.88 | +0.56 % | +4.65 % | |||
| 11 years | 7.662% | +6.3 bp | -36.4 bp | 44.39 | -0.65 % | +3.79 % | |||
| 12 years | 7.734% | +8.7 bp | -36.0 bp | 40.90 | -0.97 % | +4.07 % | |||
| 13 years | 7.708% | +4.0 bp | -29.8 bp | 38.09 | -0.47 % | +3.67 % | |||
| 14 years | 7.755% | +3.8 bp | -49.0 bp | 35.15 | -0.48 % | +6.58 % | |||
| 15 years | 7.753% | +3.3 bp | -52.3 bp | 32.63 | -0.46 % | +7.55 % | |||
| 19 years | 7.747% | -0.2 bp | -50.1 bp | 24.23 | +0.04 % | +9.24 % | |||
| 24 years | 7.693% | -5.4 bp | -60.2 bp | 16.88 | +1.20 % | +14.29 % | |||
| 30 years | 7.702% | -5.8 bp | -57.0 bp | 10.80 | +1.69 % | +17.14 % | |||
10Y Bond Yield Spread - India vs Main Countries
The India 10Y Government Bond has a 7.420% 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.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| India 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Japan 10Y | 745.0 bp | -6.6 | -30.5 | ||
| Germany 10Y | 739.4 bp | -0.1 | -10.7 | ||
| France 10Y | 705.4 bp | +2.8 | -4.6 | ||
| Spain 10Y | 635.9 bp | +4.6 | +18.3 | ||
| United Kingdom 10Y | 623.1 bp | -5.4 | -13.7 | ||
| Canada 10Y | 565.4 bp | -11.0 | +24.5 | ||
| Australia 10Y | 549.5 bp | -1.0 | +30.8 | ||
| United States 10Y | 486.0 bp | -1.5 | +13.2 | ||
| Italy 10Y | 480.8 bp | -21.0 | +63.7 | ||
| China 10Y | 403.4 bp | -29.3 | -29.7 | ||
| Russia 10Y | -82.0 bp | +1.0 | -11.9 | ||
| Brazil 10Y | -154.0 bp | -21.0 | +97.1 |
India Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 7.702% | 10.80 | 22.38 | 45.54 | 68.71 | 91.87 | 115.03 | |
| 24 years | 7.693% | 16.88 | 27.69 | 49.30 | 70.90 | 92.51 | 114.12 | |
| 19 years | 7.747% | 24.23 | 34.01 | 53.57 | 73.13 | 92.69 | 112.26 | |
| 15 years | 7.753% | 32.63 | 41.32 | 58.70 | 76.08 | 93.46 | 110.84 | |
| 14 years | 7.755% | 35.15 | 43.51 | 60.23 | 76.96 | 93.69 | 110.41 | |
| 13 years | 7.708% | 38.09 | 46.12 | 62.18 | 78.25 | 94.31 | 110.38 | |
| 12 years | 7.734% | 40.90 | 48.55 | 63.83 | 79.11 | 94.39 | 109.67 | |
| 11 years | 7.662% | 44.39 | 51.65 | 66.17 | 80.68 | 95.20 | 109.71 | |
| 10 years | 7.420% | 48.88 | 55.77 | 69.55 | 83.33 | 97.11 | 110.88 | |
| 9 years | 7.561% | 51.89 | 58.26 | 70.98 | 83.71 | 96.43 | 109.16 | |
| 8 years | 7.604% | 55.64 | 61.47 | 73.14 | 84.81 | 96.48 | 108.14 | |
| 7 years | 7.462% | 60.42 | 65.73 | 76.34 | 86.94 | 97.55 | 108.16 | |
| 6 years | 7.407% | 65.13 | 69.84 | 79.26 | 88.67 | 98.08 | 107.50 | |
| 5 years | 7.248% | 70.48 | 74.55 | 82.70 | 90.84 | 98.99 | 107.14 | |
| 4 years | 7.135% | 75.91 | 79.28 | 86.04 | 92.79 | 99.54 | 106.30 | |
| 3 years | 6.977% | 81.68 | 84.31 | 89.56 | 94.81 | 100.06 | 105.31 | |
| 2 years | 6.726% | 87.79 | 89.61 | 93.24 | 96.87 | 100.50 | 104.13 | |
| 1 year | 6.537% | 93.86 | 94.80 | 96.68 | 98.56 | 100.43 | 102.31 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||