Last Update: 11 Dec 2019 13:15 GMT+0
The India 10Y Government Bond has a 6.760% yield.
10 Years vs 2 Years bond spread is 99.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 5.15% (last modification in October 2019).
The India credit rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 70.10 and implied probability of default is 1.17%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 19.8 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 77.9 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 99.5 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB-
|
- |
| Moody's Investors Service |
Baa2
|
negative |
| Fitch Ratings |
BBB-
|
- |
| DBRS |
BBB
|
- |
| India Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 5.15% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 70.10 | -0.44 % | +0.13 % | -39.19 % | 1.17 % |
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 | 5.010% | -7.0 bp | -96.0 bp | ||||||
| 6 months | 5.180% | +2.0 bp | -85.0 bp | ||||||
| 1 year | 5.567% | +3.5 bp | -57.7 bp | 94.73 | -0.03 % | +0.55 % | |||
| 2 years | 5.765% | +11.9 bp | -53.2 bp | 89.40 | -0.22 % | +1.02 % | |||
| 3 years | 6.351% | +27.4 bp | -27.4 bp | 83.13 | -0.78 % | +0.78 % | |||
| 4 years | 6.559% | +29.3 bp | -15.4 bp | 77.56 | -1.10 % | +0.58 % | |||
| 5 years | 6.544% | +16.0 bp | -29.0 bp | 72.84 | -0.75 % | +1.38 % | |||
| 6 years | 6.799% | +25.4 bp | -24.4 bp | 67.39 | -1.42 % | +1.38 % | |||
| 7 years | 6.989% | +13.7 bp | 0.0 bp | 62.32 | -0.89 % | 0.00 % | |||
| 8 years | 7.003% | +16.7 bp | -17.1 bp | 58.19 | -1.24 % | +1.29 % | |||
| 9 years | 6.944% | +17.8 bp | -23.6 bp | 54.65 | -1.50 % | +2.00 % | |||
| 10 years | 6.760% | +19.9 bp | -27.7 bp | 51.99 | -1.85 % | +2.63 % | |||
| 11 years | 7.266% | +12.7 bp | +1.6 bp | 46.23 | -1.30 % | -0.17 % | |||
| 12 years | 7.111% | +12.9 bp | -14.4 bp | 43.85 | -1.44 % | +1.62 % | |||
| 13 years | 7.259% | +10.6 bp | -1.2 bp | 40.21 | -1.28 % | +0.15 % | |||
| 14 years | 7.247% | +16.0 bp | +0.1 bp | 37.55 | -2.06 % | 0.00 % | |||
| 15 years | 7.249% | +12.7 bp | -4.6 bp | 35.00 | -1.77 % | +0.63 % | |||
| 19 years | 7.276% | +8.4 bp | +0.2 bp | 26.33 | -1.46 % | -0.04 % | |||
| 24 years | 7.245% | +9.1 bp | -8.3 bp | 18.66 | -2.05 % | +1.86 % | |||
| 30 years | 7.264% | +0.3 bp | -6.3 bp | 12.20 | -0.08 % | +1.75 % | |||
10Y Bond Yield Spread - India vs Main Countries
The India 10Y Government Bond has a 6.760% 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 |
|
|---|---|---|---|---|---|
| Germany 10Y | 707.7 bp | +26.6 | -19.0 | ||
| France 10Y | 676.5 bp | +25.3 | -15.2 | ||
| Japan 10Y | 675.9 bp | +13.5 | -38.8 | ||
| Spain 10Y | 633.3 bp | +19.2 | -12.0 | ||
| United Kingdom 10Y | 597.7 bp | +22.7 | -21.1 | ||
| Australia 10Y | 559.1 bp | +31.7 | +1.5 | ||
| Italy 10Y | 545.3 bp | +24.6 | +79.8 | ||
| Canada 10Y | 515.7 bp | +18.1 | -35.0 | ||
| United States 10Y | 493.0 bp | +31.4 | +3.8 | ||
| China 10Y | 354.6 bp | +25.7 | -20.5 | ||
| Russia 10Y | 37.5 bp | +24.4 | +102.8 | ||
| Brazil 10Y | -1.8 bp | +5.0 | +93.5 |
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 | 7.264% | 12.20 | 24.29 | 48.46 | 72.64 | 96.81 | 120.98 | |
| 24 years | 7.245% | 18.66 | 29.89 | 52.34 | 74.80 | 97.25 | 119.70 | |
| 19 years | 7.276% | 26.33 | 36.46 | 56.71 | 76.96 | 97.21 | 117.46 | |
| 15 years | 7.249% | 35.00 | 43.97 | 61.90 | 79.83 | 97.77 | 115.70 | |
| 14 years | 7.247% | 37.55 | 46.17 | 63.40 | 80.64 | 97.87 | 115.11 | |
| 13 years | 7.259% | 40.21 | 48.45 | 64.92 | 81.39 | 97.87 | 114.34 | |
| 12 years | 7.111% | 43.85 | 51.75 | 67.54 | 83.33 | 99.12 | 114.92 | |
| 11 years | 7.266% | 46.23 | 53.63 | 68.43 | 83.23 | 98.03 | 112.83 | |
| 10 years | 6.760% | 51.99 | 59.09 | 73.30 | 87.50 | 101.70 | 115.91 | |
| 9 years | 6.944% | 54.65 | 61.18 | 74.24 | 87.30 | 100.37 | 113.43 | |
| 8 years | 7.003% | 58.19 | 64.16 | 76.10 | 88.04 | 99.98 | 111.92 | |
| 7 years | 6.989% | 62.32 | 67.71 | 78.49 | 89.28 | 100.06 | 110.84 | |
| 6 years | 6.799% | 67.39 | 72.19 | 81.78 | 91.37 | 100.96 | 110.56 | |
| 5 years | 6.544% | 72.84 | 76.99 | 85.29 | 93.59 | 101.89 | 110.19 | |
| 4 years | 6.559% | 77.56 | 80.98 | 87.82 | 94.67 | 101.51 | 108.35 | |
| 3 years | 6.351% | 83.13 | 85.79 | 91.10 | 96.41 | 101.72 | 107.04 | |
| 2 years | 5.765% | 89.40 | 91.24 | 94.91 | 98.59 | 102.27 | 105.95 | |
| 1 year | 5.567% | 94.73 | 95.67 | 97.57 | 99.46 | 101.36 | 103.25 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||