Last Update: 3 Aug 2020 22:15 GMT+0
The India 10Y Government Bond has a 5.837% yield.
10 Years vs 2 Years bond spread is 162.8 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 105.94 and implied probability of default is 1.77%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 55.6 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 79.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 162.8 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB-
|
- |
| Moody's Investors Service |
Baa3
|
negative |
| Fitch Ratings |
BBB-
|
negative |
| DBRS |
BBB
|
negative |
| 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 | 105.94 | -2.78 % | -7.81 % | +55.45 % | 1.77 % |
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 | 3.300% | +13.0 bp | -181.0 bp | ||||||
| 6 months | 3.400% | +1.0 bp | -181.0 bp | ||||||
| 1 year | 3.653% | -4.8 bp | -174.5 bp | 96.48 | +0.05 % | +1.69 % | |||
| 2 years | 4.209% | -2.0 bp | -178.2 bp | 92.09 | +0.04 % | +3.46 % | |||
| 3 years | 4.741% | +38.7 bp | -139.5 bp | 87.03 | -1.10 % | +4.05 % | |||
| 4 years | 4.902% | +16.8 bp | -135.4 bp | 82.58 | -0.64 % | +5.26 % | |||
| 5 years | 5.000% | -7.2 bp | -129.7 bp | 78.35 | +0.35 % | +6.32 % | |||
| 6 years | 5.421% | -3.0 bp | -106.4 bp | 72.85 | +0.16 % | +6.21 % | |||
| 7 years | 5.868% | +8.2 bp | -85.7 bp | 67.09 | -0.53 % | +5.80 % | |||
| 8 years | 5.997% | +4.6 bp | -72.9 bp | 62.76 | -0.33 % | +5.64 % | |||
| 9 years | 5.962% | -0.3 bp | -75.5 bp | 59.38 | +0.02 % | +6.59 % | |||
| 10 years | 5.837% | -0.8 bp | -66.6 bp | 56.71 | +0.09 % | +6.48 % | |||
| 11 years | 6.109% | -12.7 bp | -80.1 bp | 52.09 | +1.32 % | +8.63 % | |||
| 12 years | 6.262% | -6.5 bp | -56.4 bp | 48.25 | +0.75 % | +6.56 % | |||
| 13 years | 6.267% | -6.1 bp | -58.0 bp | 45.38 | +0.75 % | +7.33 % | |||
| 14 years | 6.168% | -6.3 bp | -70.3 bp | 43.26 | +0.84 % | +9.69 % | |||
| 15 years | 6.339% | -7.7 bp | -63.7 bp | 39.78 | +1.09 % | +9.38 % | |||
| 19 years | 6.337% | -12.6 bp | -62.5 bp | 31.12 | +2.30 % | +11.78 % | |||
| 24 years | 6.426% | -19.2 bp | -60.2 bp | 22.43 | +4.42 % | +14.50 % | |||
| 30 years | 6.417% | -8.6 bp | -56.8 bp | 15.48 | +2.45 % | +17.36 % | |||
10Y Bond Yield Spread - India vs Main Countries
The India 10Y Government Bond has a 5.837% 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 | 636.5 bp | +8.5 | -58.5 | ||
| France 10Y | 603.8 bp | +7.7 | -64.2 | ||
| Japan 10Y | 581.7 bp | +0.5 | -73.6 | ||
| United Kingdom 10Y | 573.1 bp | +7.3 | -25.5 | ||
| Spain 10Y | 550.3 bp | +9.9 | -76.3 | ||
| Canada 10Y | 537.1 bp | +8.3 | +12.8 | ||
| United States 10Y | 528.3 bp | +10.7 | +30.6 | ||
| Australia 10Y | 497.7 bp | +3.8 | -64.2 | ||
| Italy 10Y | 476.5 bp | +24.1 | -79.0 | ||
| China 10Y | 286.3 bp | -5.3 | -77.8 | ||
| Russia 10Y | -2.3 bp | +17.2 | -24.6 | ||
| Brazil 10Y | -49.0 bp | +14.7 | -40.6 |
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 | 6.417% | 15.48 | 28.65 | 54.99 | 81.34 | 107.68 | 134.02 | |
| 24 years | 6.426% | 22.43 | 34.50 | 58.64 | 82.79 | 106.93 | 131.07 | |
| 19 years | 6.337% | 31.12 | 41.99 | 63.73 | 85.47 | 107.21 | 128.95 | |
| 15 years | 6.339% | 39.78 | 49.28 | 68.28 | 87.28 | 106.28 | 125.28 | |
| 14 years | 6.168% | 43.26 | 52.46 | 70.86 | 89.26 | 107.65 | 126.05 | |
| 13 years | 6.267% | 45.38 | 54.09 | 71.52 | 88.96 | 106.39 | 123.82 | |
| 12 years | 6.262% | 48.25 | 56.51 | 73.04 | 89.57 | 106.10 | 122.63 | |
| 11 years | 6.109% | 52.09 | 59.93 | 75.62 | 91.30 | 106.99 | 122.67 | |
| 10 years | 5.837% | 56.71 | 64.12 | 78.96 | 93.79 | 108.63 | 123.46 | |
| 9 years | 5.962% | 59.38 | 66.19 | 79.82 | 93.45 | 107.07 | 120.70 | |
| 8 years | 5.997% | 62.76 | 68.97 | 81.39 | 93.81 | 106.23 | 118.65 | |
| 7 years | 5.868% | 67.09 | 72.70 | 83.91 | 95.13 | 106.35 | 117.57 | |
| 6 years | 5.421% | 72.85 | 77.86 | 87.88 | 97.89 | 107.91 | 117.92 | |
| 5 years | 5.000% | 78.35 | 82.68 | 91.34 | 100.00 | 108.66 | 117.32 | |
| 4 years | 4.902% | 82.58 | 86.13 | 93.24 | 100.35 | 107.46 | 114.56 | |
| 3 years | 4.741% | 87.03 | 89.76 | 95.24 | 100.71 | 106.18 | 111.65 | |
| 2 years | 4.209% | 92.09 | 93.97 | 97.73 | 101.49 | 105.25 | 109.01 | |
| 1 year | 3.653% | 96.48 | 97.44 | 99.37 | 101.30 | 103.23 | 105.16 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||