Last Update: 18 Jun 2019 18:15 GMT+0
The India 10Y Government Bond has a 6.808% yield.
10 Years vs 2 Years bond spread is 59.8 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 5.75%.
The India rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 83.31 and implied probability of default is 1.39%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 14.3 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 44.8 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 59.8 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 | 5.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 83.31 | +1.23 % | +2.89 % | -5.48 % | 1.39 % |
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 | 5.980% | -37.0 bp | -72.0 bp | ||||||
| 6 months | 6.090% | -34.0 bp | -88.0 bp | ||||||
| 1 year | 6.067% | -39.5 bp | -85.7 bp | 94.28 | +0.37 % | +0.81 % | |||
| 2 years | 6.210% | -38.4 bp | -88.9 bp | 88.65 | +0.73 % | +1.69 % | |||
| 3 years | 6.546% | -38.2 bp | -55.3 bp | 82.68 | +1.09 % | +1.57 % | |||
| 4 years | 6.562% | -41.0 bp | -67.3 bp | 77.55 | +1.55 % | +2.55 % | |||
| 5 years | 6.658% | -46.0 bp | -67.9 bp | 72.45 | +2.17 % | +3.22 % | |||
| 6 years | 6.805% | -48.1 bp | -60.2 bp | 67.37 | +2.73 % | +3.44 % | |||
| 7 years | 6.804% | -48.5 bp | -54.9 bp | 63.08 | +3.22 % | +3.65 % | |||
| 8 years | 6.974% | -53.7 bp | -49.2 bp | 58.31 | +4.09 % | +3.74 % | |||
| 9 years | 6.943% | -53.6 bp | -46.4 bp | 54.65 | +4.59 % | +3.96 % | |||
| 10 years | 6.808% | -55.4 bp | -53.7 bp | 51.76 | +5.31 % | +5.16 % | |||
| 11 years | 7.002% | -56.8 bp | -56.7 bp | 47.50 | +6.00 % | +5.98 % | |||
| 12 years | 7.012% | -55.9 bp | -58.7 bp | 44.34 | +6.46 % | +6.79 % | |||
| 13 years | 6.998% | -61.7 bp | -55.2 bp | 41.51 | +7.76 % | +6.93 % | |||
| 14 years | 7.065% | -52.7 bp | -47.6 bp | 38.45 | +7.10 % | +6.39 % | |||
| 15 years | 7.022% | -58.7 bp | -61.2 bp | 36.13 | +8.53 % | +8.92 % | |||
| 19 years | 7.048% | -50.8 bp | -58.0 bp | 27.42 | +9.42 % | +10.83 % | |||
| 24 years | 7.194% | -44.3 bp | -48.6 bp | 18.88 | +10.41 % | +11.52 % | |||
| 30 years | 7.129% | -45.3 bp | -50.7 bp | 12.67 | +13.53 % | +15.18 % | |||
10Y Bond Yield Spread - India vs Main Countries
The India 10Y Government Bond has a 6.808% 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 | 712.7 bp | -34.1 | +2.2 | ||
| Japan 10Y | 694.2 bp | -47.6 | -38.0 | ||
| France 10Y | 679.4 bp | -28.2 | +15.8 | ||
| Spain 10Y | 641.0 bp | -6.9 | +45.0 | ||
| United Kingdom 10Y | 600.0 bp | -32.4 | -6.5 | ||
| Australia 10Y | 545.1 bp | -27.2 | +50.3 | ||
| Canada 10Y | 538.2 bp | -29.1 | +5.2 | ||
| United States 10Y | 475.0 bp | -21.9 | +23.1 | ||
| Italy 10Y | 468.7 bp | +0.5 | +26.9 | ||
| China 10Y | 354.9 bp | -53.0 | -38.7 | ||
| Russia 10Y | -75.2 bp | -7.4 | +68.3 | ||
| Brazil 10Y | -108.2 bp | +65.6 | +129.3 |
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 | 7.129% | 12.67 | 24.92 | 49.42 | 73.92 | 98.42 | 122.92 | |
| 24 years | 7.194% | 18.88 | 30.15 | 52.71 | 75.26 | 97.81 | 120.37 | |
| 19 years | 7.048% | 27.42 | 37.71 | 58.31 | 78.91 | 99.51 | 120.10 | |
| 15 years | 7.022% | 36.13 | 45.23 | 63.42 | 81.61 | 99.80 | 117.99 | |
| 14 years | 7.065% | 38.45 | 47.16 | 64.59 | 82.01 | 99.43 | 116.86 | |
| 13 years | 6.998% | 41.51 | 49.87 | 66.58 | 83.30 | 100.02 | 116.73 | |
| 12 years | 7.012% | 44.34 | 52.28 | 68.15 | 84.03 | 99.90 | 115.78 | |
| 11 years | 7.002% | 47.50 | 55.00 | 69.99 | 84.99 | 99.99 | 114.98 | |
| 10 years | 6.808% | 51.76 | 58.84 | 73.02 | 87.19 | 101.36 | 115.53 | |
| 9 years | 6.943% | 54.65 | 61.19 | 74.25 | 87.31 | 100.37 | 113.43 | |
| 8 years | 6.974% | 58.31 | 64.29 | 76.25 | 88.20 | 100.16 | 112.11 | |
| 7 years | 6.804% | 63.08 | 68.51 | 79.36 | 90.21 | 101.06 | 111.92 | |
| 6 years | 6.805% | 67.37 | 72.16 | 81.75 | 91.34 | 100.94 | 110.53 | |
| 5 years | 6.658% | 72.45 | 76.59 | 84.86 | 93.14 | 101.42 | 109.69 | |
| 4 years | 6.562% | 77.55 | 80.97 | 87.81 | 94.66 | 101.50 | 108.34 | |
| 3 years | 6.546% | 82.68 | 85.32 | 90.62 | 95.91 | 101.20 | 106.49 | |
| 2 years | 6.210% | 88.65 | 90.48 | 94.13 | 97.79 | 101.44 | 105.10 | |
| 1 year | 6.067% | 94.28 | 95.22 | 97.11 | 98.99 | 100.88 | 102.77 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||