Last Update: 23 Oct 2018 8:15 GMT+0
The India 10Y Government Bond has a 7.901% yield.
10 Years vs 2 Years bond spread is 24.5 bp. Yield Curve is flat
Central Bank Rate is 6.50%.
The India rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 110.46 and implied probability of default is 1.84%.
| 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 | 6.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 110.46 | -0.29 % | +3.62 % | +47.28 % | 1.84 % |
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 | 6.960% | -14.0 bp | +82.0 bp | ||||||
| 6 months | 7.180% | -12.0 bp | +80.0 bp | ||||||
| 1 year | 7.591% | -17.5 bp | +89.1 bp | 92.94 | +0.16 % | -0.83 % | |||
| 2 years | 7.656% | -27.0 bp | +42.5 bp | 86.28 | +0.50 % | -0.79 % | |||
| 3 years | 7.685% | -31.5 bp | +21.2 bp | 80.08 | +0.88 % | -0.60 % | |||
| 4 years | 7.771% | -31.7 bp | +6.3 bp | 74.13 | +1.19 % | -0.23 % | |||
| 5 years | 7.895% | -22.0 bp | +18.8 bp | 68.39 | +1.02 % | -0.87 % | |||
| 6 years | 7.925% | -19.5 bp | +18.6 bp | 63.28 | +1.09 % | -1.03 % | |||
| 7 years | 7.964% | -24.8 bp | +14.3 bp | 58.49 | +1.63 % | -0.91 % | |||
| 8 years | 8.056% | -17.8 bp | +11.4 bp | 53.80 | +1.32 % | -0.85 % | |||
| 9 years | 7.996% | -20.4 bp | +9.0 bp | 50.04 | +1.71 % | -0.75 % | |||
| 10 years | 7.901% | -17.5 bp | +16.1 bp | 46.75 | +1.65 % | -1.48 % | |||
| 11 years | 8.100% | -17.1 bp | +12.8 bp | 42.45 | +1.75 % | -1.30 % | |||
| 12 years | 8.095% | -19.4 bp | +15.2 bp | 39.29 | +2.16 % | -1.68 % | |||
| 13 years | 8.005% | -18.7 bp | +16.2 bp | 36.75 | +2.28 % | -1.92 % | |||
| 14 years | 8.191% | -6.2 bp | +24.0 bp | 33.21 | +0.79 % | -3.06 % | |||
| 15 years | 8.306% | +3.2 bp | +36.6 bp | 30.21 | -0.46 % | -4.97 % | |||
| 19 years | 8.287% | -4.0 bp | +25.6 bp | 22.03 | +0.69 % | -4.43 % | |||
| 24 years | 8.314% | +3.6 bp | +27.1 bp | 14.71 | -0.81 % | -5.83 % | |||
| 30 years | 8.254% | -5.3 bp | +16.6 bp | 9.26 | +1.42 % | -4.54 % | |||
10Y Bond Yield Spread - India vs Main Countries
The India 10Y Government Bond has a 7.901% 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 | 775.2 bp | -19.5 | +7.3 | ||
| Germany 10Y | 747.0 bp | -14.5 | +36.5 | ||
| France 10Y | 709.9 bp | -19.8 | +20.2 | ||
| United Kingdom 10Y | 640.3 bp | -11.6 | +20.0 | ||
| Spain 10Y | 621.2 bp | -35.1 | -21.9 | ||
| Canada 10Y | 541.6 bp | -23.0 | +3.1 | ||
| Australia 10Y | 522.2 bp | -15.5 | +35.2 | ||
| United States 10Y | 474.5 bp | -26.4 | -1.8 | ||
| Italy 10Y | 444.7 bp | -79.0 | -150.1 | ||
| China 10Y | 429.7 bp | -6.6 | +16.0 | ||
| Russia 10Y | -64.9 bp | -3.5 | -104.9 | ||
| Brazil 10Y | -230.9 bp | +131.5 | -35.4 |
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 | 8.254% | 9.26 | 20.25 | 42.24 | 64.23 | 86.21 | 108.20 | |
| 24 years | 8.314% | 14.71 | 24.97 | 45.48 | 66.00 | 86.52 | 107.04 | |
| 19 years | 8.287% | 22.03 | 31.44 | 50.26 | 69.07 | 87.89 | 106.71 | |
| 15 years | 8.306% | 30.21 | 38.62 | 55.42 | 72.22 | 89.03 | 105.83 | |
| 14 years | 8.191% | 33.21 | 41.37 | 57.67 | 73.98 | 90.29 | 106.60 | |
| 13 years | 8.005% | 36.75 | 44.65 | 60.45 | 76.26 | 92.06 | 107.86 | |
| 12 years | 8.095% | 39.29 | 46.79 | 61.79 | 76.79 | 91.79 | 106.79 | |
| 11 years | 8.100% | 42.45 | 49.56 | 63.77 | 77.98 | 92.19 | 106.39 | |
| 10 years | 7.901% | 46.75 | 53.49 | 66.97 | 80.45 | 93.93 | 107.41 | |
| 9 years | 7.996% | 50.04 | 56.29 | 68.79 | 81.28 | 93.78 | 106.27 | |
| 8 years | 8.056% | 53.80 | 59.54 | 71.01 | 82.48 | 93.94 | 105.41 | |
| 7 years | 7.964% | 58.49 | 63.70 | 74.12 | 84.55 | 94.97 | 105.40 | |
| 6 years | 7.925% | 63.28 | 67.91 | 77.18 | 86.45 | 95.71 | 104.98 | |
| 5 years | 7.895% | 68.39 | 72.39 | 80.40 | 88.41 | 96.42 | 104.42 | |
| 4 years | 7.771% | 74.13 | 77.46 | 84.12 | 90.78 | 97.43 | 104.09 | |
| 3 years | 7.685% | 80.08 | 82.67 | 87.86 | 93.04 | 98.22 | 103.41 | |
| 2 years | 7.656% | 86.28 | 88.07 | 91.66 | 95.24 | 98.82 | 102.41 | |
| 1 year | 7.591% | 92.94 | 93.87 | 95.73 | 97.59 | 99.45 | 101.31 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||