Last Update: 27 Jan 2021 21:15 GMT+0
The India 10Y Government Bond has a 5.954% yield.
10 Years vs 2 Years bond spread is 174 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 107.14 and implied probability of default is 1.79%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 25.7 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 112.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 174 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-
|
negative |
| 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 | 107.14 | +7.66 % | +20.00 % | +44.80 % | 1.79 % |
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 | 3.330% | +20.0 bp | +3.0 bp | ||||||
| 6 months | 3.530% | +15.0 bp | +15.0 bp | ||||||
| 1 year | 3.957% | +12.9 bp | +31.3 bp | 96.19 | -0.12 % | -0.30 % | |||
| 2 years | 4.214% | +32.7 bp | -1.3 bp | 92.08 | -0.63 % | +0.03 % | |||
| 3 years | 4.735% | +29.2 bp | +32.8 bp | 87.04 | -0.83 % | -0.93 % | |||
| 4 years | 5.243% | +44.5 bp | +47.3 bp | 81.51 | -1.69 % | -1.80 % | |||
| 5 years | 5.335% | +20.5 bp | +32.5 bp | 77.11 | -0.98 % | -1.54 % | |||
| 6 years | 5.740% | +14.3 bp | +31.0 bp | 71.54 | -0.82 % | -1.74 % | |||
| 7 years | 5.865% | +8.8 bp | +14.2 bp | 67.10 | -0.58 % | -0.94 % | |||
| 8 years | 6.027% | +6.6 bp | +16.9 bp | 62.61 | -0.51 % | -1.28 % | |||
| 9 years | 6.071% | +8.5 bp | +13.5 bp | 58.83 | -0.73 % | -1.14 % | |||
| 10 years | 5.954% | +2.5 bp | +9.5 bp | 56.08 | -0.23 % | -0.90 % | |||
| 11 years | 6.218% | +6.8 bp | +8.8 bp | 51.50 | -0.71 % | -0.90 % | |||
| 12 years | 6.317% | +6.5 bp | +4.9 bp | 47.95 | -0.72 % | -0.54 % | |||
| 13 years | 6.367% | +7.2 bp | +8.8 bp | 44.82 | -0.88 % | -1.08 % | |||
| 14 years | 6.332% | +5.9 bp | +14.7 bp | 42.34 | -0.77 % | -1.90 % | |||
| 15 years | 6.381% | +2.5 bp | +6.4 bp | 39.54 | -0.35 % | -0.90 % | |||
| 19 years | 6.502% | -4.6 bp | +17.7 bp | 30.21 | +0.80 % | -3.11 % | |||
| 24 years | 6.546% | -2.1 bp | +13.7 bp | 21.83 | +0.46 % | -3.06 % | |||
| 30 years | 6.528% | -3.9 bp | +13.2 bp | 15.00 | +1.08 % | -3.66 % | |||
10Y Bond Yield Spread - India vs Main Countries
The India 10Y Government Bond has a 5.954% 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 | 650.2 bp | +2.3 | +15.6 | ||
| France 10Y | 626.2 bp | +2.9 | +21.5 | ||
| Japan 10Y | 591.9 bp | +0.7 | +7.4 | ||
| Spain 10Y | 587.6 bp | +1.7 | +35.6 | ||
| United Kingdom 10Y | 568.5 bp | +0.9 | -5.8 | ||
| Italy 10Y | 533.6 bp | -3.6 | +52.5 | ||
| Canada 10Y | 515.6 bp | -5.3 | -18.1 | ||
| United States 10Y | 494.3 bp | -6.0 | -29.9 | ||
| Australia 10Y | 490.9 bp | -2.4 | -3.7 | ||
| China 10Y | 276.8 bp | +9.7 | -17.9 | ||
| Russia 10Y | -32.6 bp | -34.0 | -35.0 | ||
| Brazil 10Y | -173.1 bp | -56.4 | -108.3 |
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 | 6.528% | 15.00 | 28.02 | 54.06 | 80.10 | 106.15 | 132.19 | |
| 24 years | 6.546% | 21.83 | 33.77 | 57.66 | 81.54 | 105.42 | 129.30 | |
| 19 years | 6.502% | 30.21 | 40.95 | 62.41 | 83.88 | 105.35 | 126.81 | |
| 15 years | 6.381% | 39.54 | 49.02 | 67.97 | 86.92 | 105.87 | 124.81 | |
| 14 years | 6.332% | 42.34 | 51.44 | 69.66 | 87.87 | 106.08 | 124.30 | |
| 13 years | 6.367% | 44.82 | 53.49 | 70.82 | 88.15 | 105.49 | 122.82 | |
| 12 years | 6.317% | 47.95 | 56.19 | 72.67 | 89.15 | 105.63 | 122.11 | |
| 11 years | 6.218% | 51.50 | 59.30 | 74.90 | 90.50 | 106.10 | 121.70 | |
| 10 years | 5.954% | 56.08 | 63.46 | 78.21 | 92.96 | 107.72 | 122.47 | |
| 9 years | 6.071% | 58.83 | 65.61 | 79.18 | 92.74 | 106.30 | 119.86 | |
| 8 years | 6.027% | 62.61 | 68.82 | 81.22 | 93.63 | 106.04 | 118.44 | |
| 7 years | 5.865% | 67.10 | 72.71 | 83.93 | 95.15 | 106.37 | 117.59 | |
| 6 years | 5.740% | 71.54 | 76.50 | 86.42 | 96.33 | 106.25 | 116.16 | |
| 5 years | 5.335% | 77.11 | 81.40 | 89.98 | 98.56 | 107.14 | 115.72 | |
| 4 years | 5.243% | 81.51 | 85.04 | 92.09 | 99.14 | 106.20 | 113.25 | |
| 3 years | 4.735% | 87.04 | 89.78 | 95.25 | 100.73 | 106.20 | 111.67 | |
| 2 years | 4.214% | 92.08 | 93.96 | 97.72 | 101.48 | 105.24 | 109.00 | |
| 1 year | 3.957% | 96.19 | 97.16 | 99.08 | 101.00 | 102.93 | 104.85 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||