Last Update: 20 Sep 2021 8:15 GMT+0
The India 10Y Government Bond has a 6.146% yield.
10 Years vs 2 Years bond spread is 165.9 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 | 52.3 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 107.8 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 165.9 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 (low)
|
- |
| 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
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 | 3.310% | -4.0 bp | -2.0 bp | ||||||
| 6 months | 3.400% | -6.0 bp | -11.0 bp | ||||||
| 1 year | 3.964% | +2.1 bp | -12.6 bp | 96.19 | -0.02 % | +0.12 % | |||
| 2 years | 4.487% | +2.9 bp | -20.8 bp | 91.60 | -0.05 % | +0.41 % | |||
| 3 years | 4.823% | -7.9 bp | -19.3 bp | 86.82 | +0.22 % | +0.56 % | |||
| 4 years | 5.195% | -23.2 bp | -47.2 bp | 81.66 | +0.88 % | +1.81 % | |||
| 5 years | 5.565% | -12.5 bp | -19.6 bp | 76.28 | +0.59 % | +0.94 % | |||
| 6 years | 6.018% | -16.8 bp | -23.8 bp | 70.42 | +0.95 % | +1.35 % | |||
| 7 years | 6.166% | -15.0 bp | -20.3 bp | 65.78 | +1.00 % | +1.34 % | |||
| 8 years | 6.227% | -10.2 bp | -28.3 bp | 61.68 | +0.78 % | +2.15 % | |||
| 9 years | 6.280% | +3.5 bp | -8.6 bp | 57.80 | -0.29 % | +0.73 % | |||
| 10 years | 6.146% | -8.8 bp | -4.7 bp | 55.08 | +0.84 % | +0.46 % | |||
| 11 years | 6.611% | -10.9 bp | -6.9 bp | 49.45 | +1.12 % | +0.71 % | |||
| 12 years | 6.637% | -20.1 bp | -12.4 bp | 46.25 | +2.28 % | +1.40 % | |||
| 13 years | 6.633% | -17.2 bp | -7.7 bp | 43.39 | +2.12 % | +0.93 % | |||
| 14 years | 6.639% | -18.8 bp | -12.0 bp | 40.66 | +2.50 % | +1.57 % | |||
| 15 years | 6.664% | -19.5 bp | -13.2 bp | 38.00 | +2.79 % | +1.88 % | |||
| 19 years | 6.997% | -9.0 bp | +10.3 bp | 27.67 | +1.62 % | -1.81 % | |||
| 24 years | 6.885% | -21.7 bp | -1.5 bp | 20.23 | +4.98 % | +0.35 % | |||
| 30 years | 6.868% | -25.9 bp | +0.2 bp | 13.63 | +7.49 % | -0.07 % | |||
India 10Y Bond Yield Spread
The India 10Y Government Bond has a 6.146% 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. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| India 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 645.9 bp | -27.0 bp | -2.2 bp | Compare | |
| France 10Y | 612.1 bp | -26.1 bp | -11.3 bp | Compare | |
| Japan 10Y | 610.1 bp | -12.7 bp | +1.7 bp | Compare | |
| Spain 10Y | 581.0 bp | -21.2 bp | -3.8 bp | Compare | |
| Italy 10Y | 543.0 bp | -25.7 bp | -9.6 bp | Compare | |
| United Kingdom 10Y | 533.1 bp | -37.6 bp | -1.6 bp | Compare | |
| Canada 10Y | 486.3 bp | -22.8 bp | +26.2 bp | Compare | |
| Australia 10Y | 485.6 bp | -30.5 bp | +51.2 bp | Compare | |
| United States 10Y | 480.3 bp | -17.6 bp | +34.0 bp | Compare | |
| China 10Y | 325.5 bp | -11.1 bp | +33.0 bp | Compare | |
| Russia 10Y | -94.4 bp | -22.8 bp | -10.2 bp | Compare | |
| Brazil 10Y | -494.4 bp | -53.1 bp | -249.6 bp | Compare |
India Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 6.868% | 13.63 | 26.21 | 51.36 | 76.51 | 101.66 | 126.81 | |
| 24 years | 6.885% | 20.23 | 31.82 | 54.99 | 78.16 | 101.33 | 124.50 | |
| 19 years | 6.997% | 27.67 | 38.00 | 58.68 | 79.36 | 100.03 | 120.71 | |
| 15 years | 6.664% | 38.00 | 47.30 | 65.91 | 84.52 | 103.13 | 121.74 | |
| 14 years | 6.639% | 40.66 | 49.60 | 67.47 | 85.35 | 103.23 | 121.10 | |
| 13 years | 6.633% | 43.39 | 51.93 | 68.99 | 86.06 | 103.13 | 120.20 | |
| 12 years | 6.637% | 46.25 | 54.35 | 70.55 | 86.74 | 102.94 | 119.14 | |
| 11 years | 6.611% | 49.45 | 57.10 | 72.39 | 87.68 | 102.97 | 118.27 | |
| 10 years | 6.146% | 55.08 | 62.39 | 77.00 | 91.62 | 106.24 | 120.86 | |
| 9 years | 6.280% | 57.80 | 64.52 | 77.96 | 91.40 | 104.84 | 118.28 | |
| 8 years | 6.227% | 61.68 | 67.83 | 80.14 | 92.45 | 104.76 | 117.07 | |
| 7 years | 6.166% | 65.78 | 71.33 | 82.43 | 93.53 | 104.63 | 115.73 | |
| 6 years | 6.018% | 70.42 | 75.34 | 85.17 | 95.00 | 104.83 | 114.66 | |
| 5 years | 5.565% | 76.28 | 80.54 | 89.07 | 97.59 | 106.12 | 114.64 | |
| 4 years | 5.195% | 81.66 | 85.19 | 92.25 | 99.31 | 106.37 | 113.43 | |
| 3 years | 4.823% | 86.82 | 89.55 | 95.02 | 100.48 | 105.95 | 111.41 | |
| 2 years | 4.487% | 91.60 | 93.47 | 97.21 | 100.96 | 104.71 | 108.45 | |
| 1 year | 3.964% | 96.19 | 97.15 | 99.07 | 101.00 | 102.92 | 104.84 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||