Last Update: 27 Oct 2020 5:15 GMT+0
The India 10Y Government Bond has a 5.834% yield.
10 Years vs 2 Years bond spread is 154 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 | 84 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 84.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 154 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 | 3.220% | -17.0 bp | -40.0 bp | ||||||
| 6 months | 3.300% | -28.0 bp | -43.0 bp | ||||||
| 1 year | 3.454% | -27.9 bp | -56.0 bp | 96.66 | +0.27 % | +0.54 % | |||
| 2 years | 4.294% | -15.2 bp | -2.0 bp | 91.94 | +0.29 % | +0.04 % | |||
| 3 years | 4.652% | -31.4 bp | -1.4 bp | 87.25 | +0.90 % | +0.05 % | |||
| 4 years | 4.985% | -30.1 bp | -12.9 bp | 82.32 | +1.16 % | +0.50 % | |||
| 5 years | 5.139% | -23.5 bp | -7.3 bp | 77.84 | +1.13 % | +0.35 % | |||
| 6 years | 5.707% | +1.7 bp | -8.7 bp | 71.68 | -0.10 % | +0.50 % | |||
| 7 years | 5.808% | -28.9 bp | -33.5 bp | 67.36 | +1.94 % | +2.25 % | |||
| 8 years | 5.940% | -26.3 bp | -38.1 bp | 63.03 | +2.01 % | +2.92 % | |||
| 9 years | 5.933% | -20.6 bp | -44.5 bp | 59.53 | +1.76 % | +3.86 % | |||
| 10 years | 5.834% | -20.4 bp | -31.9 bp | 56.72 | +1.94 % | +3.05 % | |||
| 11 years | 6.104% | -19.4 bp | -38.6 bp | 52.11 | +2.02 % | +4.07 % | |||
| 12 years | 6.228% | -21.0 bp | -37.8 bp | 48.43 | +2.39 % | +4.35 % | |||
| 13 years | 6.231% | -20.9 bp | -28.1 bp | 45.58 | +2.59 % | +3.50 % | |||
| 14 years | 6.173% | -23.4 bp | -34.3 bp | 43.23 | +3.12 % | +4.62 % | |||
| 15 years | 6.325% | -16.0 bp | -27.4 bp | 39.85 | +2.28 % | +3.94 % | |||
| 19 years | 6.532% | -10.1 bp | -13.6 bp | 30.05 | +1.80 % | +2.45 % | |||
| 24 years | 6.657% | -7.8 bp | -16.0 bp | 21.29 | +1.77 % | +3.65 % | |||
| 30 years | 6.659% | -9.0 bp | -9.7 bp | 14.46 | +2.55 % | +2.77 % | |||
10Y Bond Yield Spread - India vs Main Countries
The India 10Y Government Bond has a 5.834% 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 | 641.4 bp | -15.0 | -18.5 | ||
| France 10Y | 613.6 bp | -15.4 | +0.1 | ||
| Japan 10Y | 580.9 bp | -22.4 | -37.5 | ||
| Spain 10Y | 565.6 bp | -13.5 | +39.0 | ||
| United Kingdom 10Y | 555.6 bp | -29.4 | -29.1 | ||
| Canada 10Y | 520.7 bp | -28.9 | -32.3 | ||
| Italy 10Y | 510.3 bp | -4.4 | +70.6 | ||
| United States 10Y | 503.5 bp | -34.7 | -45.4 | ||
| Australia 10Y | 502.4 bp | -18.1 | -16.3 | ||
| China 10Y | 262.3 bp | -25.9 | -100.6 | ||
| Russia 10Y | -15.6 bp | +8.6 | -18.9 | ||
| Brazil 10Y | -170.3 bp | -66.7 | +65.3 |
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 | 6.659% | 14.46 | 27.30 | 53.00 | 78.69 | 104.38 | 130.07 | |
| 24 years | 6.657% | 21.29 | 33.12 | 56.76 | 80.41 | 104.06 | 127.70 | |
| 19 years | 6.532% | 30.05 | 40.76 | 62.18 | 83.59 | 105.01 | 126.43 | |
| 15 years | 6.325% | 39.85 | 49.36 | 68.38 | 87.40 | 106.42 | 125.44 | |
| 14 years | 6.173% | 43.23 | 52.43 | 70.82 | 89.21 | 107.61 | 126.00 | |
| 13 years | 6.231% | 45.58 | 54.31 | 71.78 | 89.25 | 106.72 | 124.19 | |
| 12 years | 6.228% | 48.43 | 56.71 | 73.27 | 89.83 | 106.39 | 122.95 | |
| 11 years | 6.104% | 52.11 | 59.96 | 75.65 | 91.34 | 107.03 | 122.72 | |
| 10 years | 5.834% | 56.72 | 64.14 | 78.98 | 93.81 | 108.65 | 123.49 | |
| 9 years | 5.933% | 59.53 | 66.35 | 79.99 | 93.64 | 107.28 | 120.92 | |
| 8 years | 5.940% | 63.03 | 69.25 | 81.70 | 94.15 | 106.60 | 119.05 | |
| 7 years | 5.808% | 67.36 | 72.98 | 84.22 | 95.46 | 106.70 | 117.94 | |
| 6 years | 5.707% | 71.68 | 76.64 | 86.57 | 96.49 | 106.42 | 116.34 | |
| 5 years | 5.139% | 77.84 | 82.15 | 90.77 | 99.40 | 108.03 | 116.65 | |
| 4 years | 4.985% | 82.32 | 85.86 | 92.96 | 100.05 | 107.15 | 114.24 | |
| 3 years | 4.652% | 87.25 | 89.99 | 95.47 | 100.95 | 106.44 | 111.92 | |
| 2 years | 4.294% | 91.94 | 93.81 | 97.57 | 101.33 | 105.08 | 108.84 | |
| 1 year | 3.454% | 96.66 | 97.63 | 99.56 | 101.49 | 103.43 | 105.36 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||