Last Update: 4 Jun 2020 10:15 GMT+0
The India 10Y Government Bond has a 5.800% yield.
10 Years vs 2 Years bond spread is 150.5 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 131.29 and implied probability of default is 2.19%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 50.4 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 114.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 150.5 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-
|
- |
| 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 | 131.29 | -12.23 % | -35.76 % | +54.15 % | 2.19 % |
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 | 3.440% | -19.0 bp | -148.0 bp | ||||||
| 6 months | 3.470% | -18.0 bp | -164.0 bp | ||||||
| 1 year | 3.791% | -14.5 bp | -156.3 bp | 96.35 | +0.15 % | +1.51 % | |||
| 2 years | 4.295% | -8.0 bp | -121.3 bp | 91.93 | +0.15 % | +2.34 % | |||
| 3 years | 4.580% | -11.1 bp | -143.4 bp | 87.43 | +0.32 % | +4.17 % | |||
| 4 years | 4.955% | -9.5 bp | -120.7 bp | 82.41 | +0.37 % | +4.67 % | |||
| 5 years | 5.439% | -24.6 bp | -72.4 bp | 76.74 | +1.17 % | +3.49 % | |||
| 6 years | 5.657% | -7.7 bp | -79.9 bp | 71.88 | +0.43 % | +4.63 % | |||
| 7 years | 5.942% | -19.3 bp | -76.9 bp | 66.76 | +1.27 % | +5.18 % | |||
| 8 years | 6.082% | -18.9 bp | -64.7 bp | 62.35 | +1.43 % | +4.98 % | |||
| 9 years | 6.012% | -30.9 bp | -62.7 bp | 59.13 | +2.66 % | +5.46 % | |||
| 10 years | 5.800% | -28.4 bp | -66.2 bp | 56.90 | +2.71 % | +6.43 % | |||
| 11 years | 6.222% | -21.2 bp | -73.5 bp | 51.48 | +2.22 % | +7.88 % | |||
| 12 years | 6.367% | -19.3 bp | -53.9 bp | 47.68 | +2.21 % | +6.26 % | |||
| 13 years | 6.301% | -17.2 bp | -73.8 bp | 45.19 | +2.12 % | +9.42 % | |||
| 14 years | 6.274% | -17.1 bp | -68.9 bp | 42.66 | +2.28 % | +9.47 % | |||
| 15 years | 6.443% | -17.4 bp | -60.7 bp | 39.20 | +2.48 % | +8.92 % | |||
| 19 years | 6.511% | -16.1 bp | -55.5 bp | 30.17 | +2.93 % | +10.39 % | |||
| 24 years | 6.805% | +28.3 bp | -34.4 bp | 20.60 | -6.15 % | +8.02 % | |||
| 30 years | 6.632% | -33.5 bp | -50.7 bp | 14.57 | +9.88 % | +15.36 % | |||
10Y Bond Yield Spread - India vs Main Countries
The India 10Y Government Bond has a 5.800% 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 | 615.4 bp | -49.8 | -63.2 | ||
| France 10Y | 579.4 bp | -35.4 | -68.3 | ||
| Japan 10Y | 577.0 bp | -32.9 | -73.2 | ||
| United Kingdom 10Y | 553.1 bp | -32.9 | -20.0 | ||
| Canada 10Y | 518.4 bp | -32.9 | +27.0 | ||
| Spain 10Y | 517.7 bp | -8.4 | -84.8 | ||
| United States 10Y | 505.4 bp | -39.9 | +37.0 | ||
| Australia 10Y | 478.4 bp | -46.1 | -58.8 | ||
| Italy 10Y | 423.3 bp | -7.2 | -85.2 | ||
| China 10Y | 294.8 bp | -61.1 | -30.0 | ||
| Russia 10Y | 18.5 bp | +21.1 | +11.8 | ||
| Brazil 10Y | -85.1 bp | +81.2 | -53.5 |
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 | 6.632% | 14.57 | 27.45 | 53.21 | 78.98 | 104.74 | 130.50 | |
| 24 years | 6.805% | 20.60 | 32.27 | 55.60 | 78.94 | 102.28 | 125.61 | |
| 19 years | 6.511% | 30.17 | 40.89 | 62.34 | 83.79 | 105.24 | 126.70 | |
| 15 years | 6.443% | 39.20 | 48.63 | 67.51 | 86.38 | 105.26 | 124.13 | |
| 14 years | 6.274% | 42.66 | 51.80 | 70.08 | 88.36 | 106.64 | 124.91 | |
| 13 years | 6.301% | 45.19 | 53.89 | 71.28 | 88.68 | 106.08 | 123.48 | |
| 12 years | 6.367% | 47.68 | 55.90 | 72.33 | 88.77 | 105.20 | 121.64 | |
| 11 years | 6.222% | 51.48 | 59.28 | 74.87 | 90.47 | 106.07 | 121.66 | |
| 10 years | 5.800% | 56.90 | 64.33 | 79.20 | 94.06 | 108.92 | 123.78 | |
| 9 years | 6.012% | 59.13 | 65.93 | 79.52 | 93.12 | 106.72 | 120.31 | |
| 8 years | 6.082% | 62.35 | 68.54 | 80.92 | 93.30 | 105.68 | 118.06 | |
| 7 years | 5.942% | 66.76 | 72.35 | 83.54 | 94.73 | 105.92 | 117.11 | |
| 6 years | 5.657% | 71.88 | 76.85 | 86.79 | 96.73 | 106.68 | 116.62 | |
| 5 years | 5.439% | 76.74 | 81.01 | 89.57 | 98.12 | 106.68 | 115.23 | |
| 4 years | 4.955% | 82.41 | 85.96 | 93.06 | 100.16 | 107.26 | 114.36 | |
| 3 years | 4.580% | 87.43 | 90.17 | 95.66 | 101.15 | 106.64 | 112.13 | |
| 2 years | 4.295% | 91.93 | 93.81 | 97.57 | 101.32 | 105.08 | 108.84 | |
| 1 year | 3.791% | 96.35 | 97.31 | 99.24 | 101.16 | 103.09 | 105.02 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||