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%.

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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
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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%
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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.

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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.

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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.

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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

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