Last Update: 11 Dec 2018 19:15 GMT+0
The India 10Y Government Bond has a 7.528% yield.
10 Years vs 2 Years bond spread is 27 bp. Yield Curve is flat
Central Bank Rate is 6.50%.
The India rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 115.28 and implied probability of default is 1.92%.
| 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 | 6.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 115.28 | +2.01 % | +5.12 % | +60.49 % | 1.92 % |
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 | 6.710% | -24.0 bp | +14.0 bp | ||||||
| 6 months | 7.010% | -19.0 bp | +18.0 bp | ||||||
| 1 year | 7.130% | -20.6 bp | +5.8 bp | 93.34 | +0.18 % | -0.06 % | |||
| 2 years | 7.258% | -17.4 bp | -37.2 bp | 86.92 | +0.32 % | +0.70 % | |||
| 3 years | 7.253% | -25.8 bp | -55.2 bp | 81.05 | +0.72 % | +1.55 % | |||
| 4 years | 7.448% | -6.2 bp | -53.2 bp | 75.03 | +0.24 % | +2.00 % | |||
| 5 years | 7.461% | -20.1 bp | -53.1 bp | 69.78 | +0.94 % | +2.50 % | |||
| 6 years | 7.604% | -12.2 bp | -54.0 bp | 64.42 | +0.69 % | +3.04 % | |||
| 7 years | 7.524% | -22.0 bp | -62.5 bp | 60.18 | +1.43 % | +4.14 % | |||
| 8 years | 7.588% | -16.8 bp | -58.8 bp | 55.70 | +1.25 % | +4.44 % | |||
| 9 years | 7.595% | -18.9 bp | -46.6 bp | 51.75 | +1.61 % | +3.98 % | |||
| 10 years | 7.528% | -23.7 bp | -43.5 bp | 48.39 | +2.22 % | +4.11 % | |||
| 11 years | 7.716% | -30.9 bp | -55.1 bp | 44.15 | +3.20 % | +5.77 % | |||
| 12 years | 7.725% | -9.8 bp | -47.1 bp | 40.95 | +1.11 % | +5.38 % | |||
| 13 years | 7.646% | -12.4 bp | -48.9 bp | 38.37 | +1.51 % | +6.05 % | |||
| 14 years | 7.662% | -30.4 bp | -55.0 bp | 35.57 | +4.01 % | +7.40 % | |||
| 15 years | 7.714% | -30.9 bp | -48.1 bp | 32.80 | +4.39 % | +6.91 % | |||
| 19 years | 7.763% | -25.6 bp | -44.7 bp | 24.16 | +4.63 % | +8.20 % | |||
| 24 years | 7.816% | -24.3 bp | -35.0 bp | 16.43 | +5.59 % | +8.09 % | |||
| 30 years | 7.814% | -26.2 bp | -35.3 bp | 10.47 | +7.61 % | +10.33 % | |||
10Y Bond Yield Spread - India vs Main Countries
The India 10Y Government Bond has a 7.528% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 748.1 bp | -16.4 | -43.8 | ||
| Germany 10Y | 729.5 bp | -6.2 | -17.8 | ||
| France 10Y | 682.0 bp | -15.5 | -23.3 | ||
| United Kingdom 10Y | 633.9 bp | +6.7 | -21.9 | ||
| Spain 10Y | 608.5 bp | -8.0 | -42.2 | ||
| Canada 10Y | 546.3 bp | +20.5 | -19.0 | ||
| Australia 10Y | 507.5 bp | +5.8 | -9.9 | ||
| United States 10Y | 466.2 bp | +8.3 | -34.9 | ||
| Italy 10Y | 439.5 bp | +2.8 | -73.8 | ||
| China 10Y | 422.9 bp | -3.6 | -6.4 | ||
| Russia 10Y | -114.2 bp | +3.3 | -159.5 | ||
| Brazil 10Y | -268.2 bp | -4.7 | +94.5 |
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 | 7.814% | 10.47 | 21.92 | 44.84 | 67.76 | 90.67 | 113.59 | |
| 24 years | 7.816% | 16.43 | 27.12 | 48.51 | 69.89 | 91.28 | 112.66 | |
| 19 years | 7.763% | 24.16 | 33.93 | 53.47 | 73.01 | 92.55 | 112.08 | |
| 15 years | 7.714% | 32.80 | 41.51 | 58.94 | 76.36 | 93.78 | 111.20 | |
| 14 years | 7.662% | 35.57 | 43.98 | 60.80 | 77.62 | 94.43 | 111.25 | |
| 13 years | 7.646% | 38.37 | 46.43 | 62.55 | 78.67 | 94.79 | 110.91 | |
| 12 years | 7.725% | 40.95 | 48.59 | 63.88 | 79.17 | 94.46 | 109.75 | |
| 11 years | 7.716% | 44.15 | 51.39 | 65.86 | 80.34 | 94.82 | 109.29 | |
| 10 years | 7.528% | 48.39 | 55.25 | 68.96 | 82.67 | 96.38 | 110.09 | |
| 9 years | 7.595% | 51.75 | 58.10 | 70.81 | 83.51 | 96.22 | 108.93 | |
| 8 years | 7.588% | 55.70 | 61.54 | 73.22 | 84.89 | 96.57 | 108.24 | |
| 7 years | 7.524% | 60.18 | 65.47 | 76.06 | 86.64 | 97.23 | 107.81 | |
| 6 years | 7.604% | 64.42 | 69.10 | 78.46 | 87.82 | 97.17 | 106.53 | |
| 5 years | 7.461% | 69.78 | 73.83 | 81.93 | 90.03 | 98.13 | 106.23 | |
| 4 years | 7.448% | 75.03 | 78.38 | 85.08 | 91.79 | 98.50 | 105.20 | |
| 3 years | 7.253% | 81.05 | 83.67 | 88.89 | 94.11 | 99.34 | 104.56 | |
| 2 years | 7.258% | 86.92 | 88.73 | 92.33 | 95.93 | 99.54 | 103.14 | |
| 1 year | 7.130% | 93.34 | 94.28 | 96.14 | 98.01 | 99.88 | 101.75 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||