Last Update: 20 Oct 2019 22:15 GMT+0
The India 10Y Government Bond has a 6.806% yield.
10 Years vs 2 Years bond spread is 106.4 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 5.15% (last modification in October 2019).
The India credit rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 72.78 and implied probability of default is 1.21%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 13.9 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 71.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 106.4 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| 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 | 5.15% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 72.78 | -1.40 % | +11.93 % | -33.87 % | 1.21 % |
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 | 5.149% | -17.1 bp | -119.1 bp | ||||||
| 6 months | 5.270% | -15.0 bp | -117.0 bp | ||||||
| 1 year | 5.603% | -18.2 bp | -93.4 bp | 94.69 | +0.17 % | +0.88 % | |||
| 2 years | 5.742% | +1.4 bp | -98.4 bp | 89.43 | -0.03 % | +1.87 % | |||
| 3 years | 6.008% | -11.6 bp | -96.9 bp | 83.94 | +0.32 % | +2.77 % | |||
| 4 years | 6.378% | -7.2 bp | -75.7 bp | 78.09 | +0.27 % | +2.87 % | |||
| 5 years | 6.456% | -4.2 bp | -79.2 bp | 73.14 | +0.21 % | +3.77 % | |||
| 6 years | 6.622% | -0.4 bp | -78.5 bp | 68.06 | +0.01 % | +4.50 % | |||
| 7 years | 6.924% | +25.3 bp | -53.8 bp | 62.59 | -1.63 % | +3.59 % | |||
| 8 years | 6.875% | -2.5 bp | -72.9 bp | 58.75 | +0.19 % | +5.59 % | |||
| 9 years | 7.015% | +1.4 bp | -54.6 bp | 54.32 | -0.13 % | +4.68 % | |||
| 10 years | 6.806% | +2.4 bp | -61.4 bp | 51.77 | -0.21 % | +5.91 % | |||
| 11 years | 7.204% | +19.0 bp | -45.8 bp | 46.52 | -1.94 % | +4.80 % | |||
| 12 years | 7.047% | +5.9 bp | -68.7 bp | 44.17 | -0.65 % | +8.00 % | |||
| 13 years | 7.241% | +10.0 bp | -46.7 bp | 40.30 | -1.20 % | +5.80 % | |||
| 14 years | 7.137% | +10.7 bp | -61.8 bp | 38.09 | -1.40 % | +8.36 % | |||
| 15 years | 7.096% | -2.3 bp | -65.7 bp | 35.76 | +0.31 % | +9.59 % | |||
| 19 years | 7.171% | +19.3 bp | -57.6 bp | 26.82 | -3.39 % | +10.69 % | |||
| 24 years | 7.270% | -0.7 bp | -42.3 bp | 18.56 | +0.16 % | +9.95 % | |||
| 30 years | 7.273% | +16.5 bp | -42.9 bp | 12.17 | -4.55 % | +12.69 % | |||
10Y Bond Yield Spread - India vs Main Countries
The India 10Y Government Bond has a 6.806% 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 | 718.9 bp | -11.8 | -20.8 | ||
| Japan 10Y | 694.6 bp | -5.1 | -50.1 | ||
| France 10Y | 688.7 bp | -11.6 | -16.3 | ||
| Spain 10Y | 656.4 bp | +3.4 | +20.5 | ||
| United Kingdom 10Y | 609.7 bp | -6.1 | -12.4 | ||
| Italy 10Y | 578.4 bp | -6.7 | +96.1 | ||
| Australia 10Y | 568.0 bp | -8.0 | +18.3 | ||
| Canada 10Y | 525.6 bp | -13.9 | -39.8 | ||
| United States 10Y | 505.2 bp | -0.8 | +19.2 | ||
| China 10Y | 360.8 bp | -5.6 | -42.2 | ||
| Brazil 10Y | 27.1 bp | +56.9 | +181.1 | ||
| Russia 10Y | 23.6 bp | +46.4 | +105.6 |
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.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 7.273% | 12.17 | 24.25 | 48.40 | 72.55 | 96.70 | 120.86 | |
| 24 years | 7.270% | 18.56 | 29.76 | 52.17 | 74.57 | 96.98 | 119.38 | |
| 19 years | 7.171% | 26.82 | 37.03 | 57.44 | 77.85 | 98.26 | 118.66 | |
| 15 years | 7.096% | 35.76 | 44.81 | 62.92 | 81.03 | 99.13 | 117.24 | |
| 14 years | 7.137% | 38.09 | 46.77 | 64.12 | 81.46 | 98.81 | 116.16 | |
| 13 years | 7.241% | 40.30 | 48.55 | 65.03 | 81.52 | 98.01 | 114.50 | |
| 12 years | 7.047% | 44.17 | 52.09 | 67.94 | 83.78 | 99.63 | 115.47 | |
| 11 years | 7.204% | 46.52 | 53.95 | 68.79 | 83.64 | 98.49 | 113.33 | |
| 10 years | 6.806% | 51.77 | 58.85 | 73.03 | 87.20 | 101.37 | 115.55 | |
| 9 years | 7.015% | 54.32 | 60.84 | 73.86 | 86.88 | 99.90 | 112.92 | |
| 8 years | 6.875% | 58.75 | 64.75 | 76.75 | 88.75 | 100.75 | 112.75 | |
| 7 years | 6.924% | 62.59 | 67.99 | 78.80 | 89.60 | 100.41 | 111.22 | |
| 6 years | 6.622% | 68.06 | 72.89 | 82.53 | 92.18 | 101.82 | 111.47 | |
| 5 years | 6.456% | 73.14 | 77.30 | 85.62 | 93.94 | 102.26 | 110.58 | |
| 4 years | 6.378% | 78.09 | 81.52 | 88.40 | 95.27 | 102.14 | 109.01 | |
| 3 years | 6.008% | 83.94 | 86.62 | 91.96 | 97.31 | 102.65 | 108.00 | |
| 2 years | 5.742% | 89.43 | 91.27 | 94.95 | 98.63 | 102.31 | 105.99 | |
| 1 year | 5.603% | 94.69 | 95.64 | 97.54 | 99.43 | 101.32 | 103.22 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||