Last Update: 22 Feb 2019 1:15 GMT+0
The India 10Y Government Bond has a 7.544% yield.
10 Years vs 2 Years bond spread is 82.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 6.25%.
The India rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 92.02 and implied probability of default is 1.53%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 14.4 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 42.6 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 82.5 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 | 6.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 92.02 | -3.52 % | -13.21 % | +31.44 % | 1.53 % |
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 | 6.430% | -13.0 bp | -38.0 bp | ||||||
| 6 months | 6.470% | -27.0 bp | -55.0 bp | ||||||
| 1 year | 6.575% | -24.7 bp | -72.4 bp | 93.83 | +0.24 % | +0.68 % | |||
| 2 years | 6.719% | -29.9 bp | -91.9 bp | 87.80 | +0.56 % | +1.73 % | |||
| 3 years | 6.762% | -21.9 bp | -93.4 bp | 82.18 | +0.62 % | +2.65 % | |||
| 4 years | 6.955% | -32.7 bp | -88.7 bp | 76.42 | +1.23 % | +3.37 % | |||
| 5 years | 7.145% | -19.4 bp | -74.9 bp | 70.82 | +0.91 % | +3.55 % | |||
| 6 years | 7.345% | -17.5 bp | -58.9 bp | 65.36 | +0.99 % | +3.34 % | |||
| 7 years | 7.389% | -7.9 bp | -65.4 bp | 60.71 | +0.51 % | +4.33 % | |||
| 8 years | 7.551% | -5.7 bp | -53.8 bp | 55.86 | +0.43 % | +4.08 % | |||
| 9 years | 7.584% | -5.5 bp | -40.5 bp | 51.79 | +0.45 % | +3.44 % | |||
| 10 years | 7.544% | +1.1 bp | -28.3 bp | 48.32 | -0.10 % | +2.66 % | |||
| 11 years | 7.608% | -5.7 bp | -49.3 bp | 44.64 | +0.59 % | +5.16 % | |||
| 12 years | 7.651% | -4.9 bp | -47.5 bp | 41.28 | +0.54 % | +5.41 % | |||
| 13 years | 7.689% | +3.7 bp | -31.5 bp | 38.17 | -0.47 % | +3.86 % | |||
| 14 years | 7.733% | +4.8 bp | -38.6 bp | 35.25 | -0.62 % | +5.13 % | |||
| 15 years | 7.732% | +6.3 bp | -39.5 bp | 32.72 | -0.88 % | +5.65 % | |||
| 19 years | 7.755% | +6.1 bp | -37.2 bp | 24.19 | -1.06 % | +6.75 % | |||
| 24 years | 7.735% | +4.6 bp | -41.5 bp | 16.73 | -1.01 % | +9.70 % | |||
| 30 years | 7.722% | +7.3 bp | -38.1 bp | 10.74 | -2.01 % | +11.18 % | |||
10Y Bond Yield Spread - India vs Main Countries
The India 10Y Government Bond has a 7.544% 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 | 758.1 bp | +5.2 | -15.2 | ||
| Germany 10Y | 742.0 bp | +11.5 | -6.7 | ||
| France 10Y | 699.9 bp | +10.5 | -14.0 | ||
| United Kingdom 10Y | 634.2 bp | +12.9 | -21.8 | ||
| Spain 10Y | 632.1 bp | +14.6 | -10.4 | ||
| Canada 10Y | 562.0 bp | +5.6 | +5.0 | ||
| Australia 10Y | 544.2 bp | +19.0 | +15.5 | ||
| United States 10Y | 485.6 bp | +6.9 | -15.2 | ||
| Italy 10Y | 468.7 bp | -6.6 | -7.7 | ||
| China 10Y | 438.2 bp | -2.1 | +20.1 | ||
| Russia 10Y | -89.6 bp | -14.9 | -10.3 | ||
| Brazil 10Y | -145.6 bp | +7.1 | +287.7 |
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 | 7.722% | 10.74 | 22.30 | 45.42 | 68.53 | 91.65 | 114.77 | |
| 24 years | 7.735% | 16.73 | 27.49 | 49.02 | 70.56 | 92.09 | 113.62 | |
| 19 years | 7.755% | 24.19 | 33.97 | 53.52 | 73.07 | 92.62 | 112.17 | |
| 15 years | 7.732% | 32.72 | 41.42 | 58.83 | 76.23 | 93.63 | 111.03 | |
| 14 years | 7.733% | 35.25 | 43.62 | 60.37 | 77.11 | 93.86 | 110.61 | |
| 13 years | 7.689% | 38.17 | 46.22 | 62.30 | 78.38 | 94.46 | 110.54 | |
| 12 years | 7.651% | 41.28 | 48.96 | 64.31 | 79.66 | 95.00 | 110.35 | |
| 11 years | 7.608% | 44.64 | 51.92 | 66.47 | 81.02 | 95.58 | 110.13 | |
| 10 years | 7.544% | 48.32 | 55.17 | 68.87 | 82.57 | 96.27 | 109.97 | |
| 9 years | 7.584% | 51.79 | 58.15 | 70.86 | 83.58 | 96.29 | 109.00 | |
| 8 years | 7.551% | 55.86 | 61.70 | 73.40 | 85.09 | 96.78 | 108.47 | |
| 7 years | 7.389% | 60.71 | 66.03 | 76.66 | 87.30 | 97.93 | 108.57 | |
| 6 years | 7.345% | 65.36 | 70.08 | 79.51 | 88.94 | 98.37 | 107.81 | |
| 5 years | 7.145% | 70.82 | 74.90 | 83.07 | 91.24 | 99.41 | 107.58 | |
| 4 years | 6.955% | 76.42 | 79.81 | 86.59 | 93.37 | 100.15 | 106.93 | |
| 3 years | 6.762% | 82.18 | 84.81 | 90.08 | 95.36 | 100.63 | 105.90 | |
| 2 years | 6.719% | 87.80 | 89.62 | 93.25 | 96.88 | 100.51 | 104.14 | |
| 1 year | 6.575% | 93.83 | 94.77 | 96.65 | 98.52 | 100.40 | 102.28 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||