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%.

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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
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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%
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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.

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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.

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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.

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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

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