Last Update: 20 Aug 2019 0:15 GMT+0
The India 10Y Government Bond has a 6.581% yield.
10 Years vs 2 Years bond spread is 67.6 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 5.40%.
The India rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 74.36 and implied probability of default is 1.24%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 7.1 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 53.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 67.6 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 | 5.40% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 74.36 | -1.21 % | +9.74 % | -17.19 % | 1.24 % |
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 | 5.470% | -26.0 bp | -94.0 bp | ||||||
| 6 months | 5.550% | -28.0 bp | -88.0 bp | ||||||
| 1 year | 5.834% | -7.3 bp | -74.1 bp | 94.49 | +0.07 % | +0.70 % | |||
| 2 years | 5.905% | -15.2 bp | -81.5 bp | 89.16 | +0.29 % | +1.55 % | |||
| 3 years | 6.132% | -10.4 bp | -61.2 bp | 83.65 | +0.30 % | +1.74 % | |||
| 4 years | 6.342% | +9.4 bp | -61.9 bp | 78.20 | -0.34 % | +2.36 % | |||
| 5 years | 6.440% | +11.4 bp | -73.5 bp | 73.19 | -0.54 % | +3.49 % | |||
| 6 years | 6.666% | +15.6 bp | -68.5 bp | 67.90 | -0.86 % | +3.92 % | |||
| 7 years | 6.497% | +1.3 bp | -89.0 bp | 64.36 | -0.09 % | +5.99 % | |||
| 8 years | 6.728% | +9.0 bp | -82.7 bp | 59.40 | -0.67 % | +6.38 % | |||
| 9 years | 6.730% | +19.8 bp | -85.9 bp | 55.64 | -1.66 % | +7.48 % | |||
| 10 years | 6.581% | +22.0 bp | -96.4 bp | 52.87 | -2.04 % | +9.42 % | |||
| 11 years | 6.932% | +26.0 bp | -72.3 bp | 47.84 | -2.65 % | +7.70 % | |||
| 12 years | 6.888% | +19.2 bp | -76.7 bp | 44.96 | -2.13 % | +8.94 % | |||
| 13 years | 6.935% | +22.7 bp | -75.0 bp | 41.83 | -2.72 % | +9.53 % | |||
| 14 years | 6.896% | +22.0 bp | -83.7 bp | 39.31 | -2.84 % | +11.52 % | |||
| 15 years | 6.907% | +15.5 bp | -82.5 bp | 36.72 | -2.16 % | +12.22 % | |||
| 19 years | 7.015% | +28.7 bp | -74.2 bp | 27.58 | -4.96 % | +14.06 % | |||
| 24 years | 7.044% | +26.4 bp | -71.9 bp | 19.52 | -5.75 % | +17.45 % | |||
| 30 years | 7.021% | +27.1 bp | -72.5 bp | 13.06 | -7.31 % | +22.40 % | |||
10Y Bond Yield Spread - India vs Main Countries
The India 10Y Government Bond has a 6.581% 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 | 722.7 bp | +54.2 | -21.8 | ||
| France 10Y | 694.3 bp | +51.1 | -7.0 | ||
| Japan 10Y | 680.5 bp | +31.9 | -77.6 | ||
| Spain 10Y | 643.4 bp | +46.0 | +9.1 | ||
| United Kingdom 10Y | 609.7 bp | +47.3 | -27.0 | ||
| Australia 10Y | 563.8 bp | +63.3 | +19.3 | ||
| Canada 10Y | 539.3 bp | +54.1 | -25.6 | ||
| Italy 10Y | 510.0 bp | +34.7 | +45.0 | ||
| United States 10Y | 498.7 bp | +68.3 | +8.3 | ||
| China 10Y | 354.0 bp | +35.2 | -86.0 | ||
| Brazil 10Y | -69.9 bp | +26.5 | +64.6 | ||
| Russia 10Y | -76.9 bp | +22.0 | +0.6 |
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.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 7.021% | 13.06 | 25.44 | 50.21 | 74.97 | 99.74 | 124.51 | |
| 24 years | 7.044% | 19.52 | 30.95 | 53.80 | 76.65 | 99.50 | 122.35 | |
| 19 years | 7.015% | 27.58 | 37.90 | 58.55 | 79.20 | 99.85 | 120.49 | |
| 15 years | 6.907% | 36.72 | 45.88 | 64.21 | 82.53 | 100.85 | 119.18 | |
| 14 years | 6.896% | 39.31 | 48.11 | 65.71 | 83.31 | 100.92 | 118.52 | |
| 13 years | 6.935% | 41.83 | 50.21 | 66.99 | 83.77 | 100.55 | 117.32 | |
| 12 years | 6.888% | 44.96 | 52.95 | 68.93 | 84.91 | 100.89 | 116.88 | |
| 11 years | 6.932% | 47.84 | 55.37 | 70.42 | 85.46 | 100.51 | 115.56 | |
| 10 years | 6.581% | 52.87 | 60.03 | 74.35 | 88.68 | 103.00 | 117.32 | |
| 9 years | 6.730% | 55.64 | 62.24 | 75.42 | 88.60 | 101.78 | 114.96 | |
| 8 years | 6.728% | 59.40 | 65.43 | 77.50 | 89.57 | 101.64 | 113.71 | |
| 7 years | 6.497% | 64.36 | 69.85 | 80.82 | 91.79 | 102.76 | 113.73 | |
| 6 years | 6.666% | 67.90 | 72.71 | 82.34 | 91.98 | 101.61 | 111.24 | |
| 5 years | 6.440% | 73.19 | 77.36 | 85.68 | 94.01 | 102.33 | 110.66 | |
| 4 years | 6.342% | 78.20 | 81.63 | 88.51 | 95.39 | 102.26 | 109.14 | |
| 3 years | 6.132% | 83.65 | 86.32 | 91.65 | 96.98 | 102.31 | 107.65 | |
| 2 years | 5.905% | 89.16 | 91.00 | 94.67 | 98.34 | 102.01 | 105.68 | |
| 1 year | 5.834% | 94.49 | 95.43 | 97.32 | 99.21 | 101.10 | 102.99 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||