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%.

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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
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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%
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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.

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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.

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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.

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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

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