Last Update: 1 Apr 2020 4:15 GMT+0
The India 10Y Government Bond has a 6.138% yield.
10 Years vs 2 Years bond spread is 109.6 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 4.40% (last modification in March 2020).
The India credit rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 221.68 and implied probability of default is 3.69%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 14.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 53.6 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 109.6 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB-
|
- |
| Moody's Investors Service |
Baa2
|
negative |
| Fitch Ratings |
BBB-
|
- |
| DBRS |
BBB
|
- |
| India Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 4.40% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 221.68 | -18.35 % | +187.11 % | +161.17 % | 3.69 % |
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 | 4.250% | -83.0 bp | -105.0 bp | ||||||
| 6 months | 4.600% | -57.0 bp | -84.0 bp | ||||||
| 1 year | 4.897% | -33.9 bp | -78.1 bp | 95.33 | +0.33 % | +0.74 % | |||
| 2 years | 5.042% | -44.8 bp | -74.9 bp | 90.63 | +0.86 % | +1.43 % | |||
| 3 years | 5.399% | -25.8 bp | -65.3 bp | 85.41 | +0.74 % | +1.87 % | |||
| 4 years | 5.586% | -26.4 bp | -71.2 bp | 80.46 | +1.00 % | +2.73 % | |||
| 5 years | 5.578% | -29.0 bp | -81.8 bp | 76.23 | +1.38 % | +3.93 % | |||
| 6 years | 6.314% | +6.0 bp | -31.7 bp | 69.26 | -0.33 % | +1.81 % | |||
| 7 years | 6.495% | +0.3 bp | +0.8 bp | 64.37 | -0.02 % | -0.06 % | |||
| 8 years | 6.547% | +1.4 bp | -20.8 bp | 60.21 | -0.10 % | +1.57 % | |||
| 9 years | 6.521% | -7.5 bp | -35.9 bp | 56.63 | +0.62 % | +3.06 % | |||
| 10 years | 6.138% | -23.3 bp | -51.9 bp | 55.12 | +2.23 % | +5.01 % | |||
| 11 years | 6.785% | +2.7 bp | -11.9 bp | 48.57 | -0.29 % | +1.23 % | |||
| 12 years | 6.604% | -6.9 bp | -24.7 bp | 46.42 | +0.78 % | +2.81 % | |||
| 13 years | 6.691% | +1.1 bp | -32.1 bp | 43.09 | -0.12 % | +3.98 % | |||
| 14 years | 6.636% | -3.9 bp | -26.0 bp | 40.68 | +0.52 % | +3.49 % | |||
| 15 years | 6.768% | -3.9 bp | -23.7 bp | 37.44 | +0.54 % | +3.37 % | |||
| 19 years | 6.800% | -1.9 bp | -29.2 bp | 28.65 | +0.35 % | +5.33 % | |||
| 24 years | 6.798% | -3.0 bp | -30.6 bp | 20.63 | +0.68 % | +7.11 % | |||
| 30 years | 6.760% | -5.6 bp | -40.5 bp | 14.05 | +1.59 % | +12.04 % | |||
10Y Bond Yield Spread - India vs Main Countries
The India 10Y Government Bond has a 6.138% 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 | 662.0 bp | -36.0 | -58.2 | ||
| France 10Y | 616.1 bp | -50.3 | -75.8 | ||
| Japan 10Y | 612.8 bp | -39.2 | -68.2 | ||
| United Kingdom 10Y | 577.6 bp | -14.7 | -36.9 | ||
| United States 10Y | 550.0 bp | +29.2 | +48.3 | ||
| Spain 10Y | 547.9 bp | -61.0 | -99.1 | ||
| Australia 10Y | 545.2 bp | -22.3 | -24.8 | ||
| Canada 10Y | 544.4 bp | +20.3 | +13.5 | ||
| Italy 10Y | 462.7 bp | -65.8 | -116.5 | ||
| China 10Y | 349.5 bp | -8.1 | -0.7 | ||
| Russia 10Y | -61.7 bp | -51.8 | -24.4 | ||
| Brazil 10Y | -148.0 bp | -110.0 | -104.2 |
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 | 6.760% | 14.05 | 26.77 | 52.19 | 77.62 | 103.05 | 128.48 | |
| 24 years | 6.798% | 20.63 | 32.30 | 55.66 | 79.01 | 102.36 | 125.71 | |
| 19 years | 6.800% | 28.65 | 39.14 | 60.13 | 81.11 | 102.10 | 123.08 | |
| 15 years | 6.768% | 37.44 | 46.69 | 65.17 | 83.66 | 102.14 | 120.63 | |
| 14 years | 6.636% | 40.68 | 49.62 | 67.50 | 85.37 | 103.25 | 121.13 | |
| 13 years | 6.691% | 43.09 | 51.59 | 68.60 | 85.62 | 102.63 | 119.64 | |
| 12 years | 6.604% | 46.42 | 54.53 | 70.76 | 86.99 | 103.21 | 119.44 | |
| 11 years | 6.785% | 48.57 | 56.15 | 71.31 | 86.47 | 101.63 | 116.79 | |
| 10 years | 6.138% | 55.12 | 62.43 | 77.05 | 91.68 | 106.30 | 120.93 | |
| 9 years | 6.521% | 56.63 | 63.28 | 76.59 | 89.89 | 103.19 | 116.49 | |
| 8 years | 6.547% | 60.21 | 66.29 | 78.44 | 90.60 | 102.75 | 114.91 | |
| 7 years | 6.495% | 64.37 | 69.86 | 80.83 | 91.80 | 102.77 | 113.74 | |
| 6 years | 6.314% | 69.26 | 74.13 | 83.86 | 93.60 | 103.34 | 113.08 | |
| 5 years | 5.578% | 76.23 | 80.49 | 89.01 | 97.54 | 106.06 | 114.58 | |
| 4 years | 5.586% | 80.46 | 83.96 | 90.95 | 97.95 | 104.95 | 111.94 | |
| 3 years | 5.399% | 85.41 | 88.11 | 93.52 | 98.92 | 104.33 | 109.73 | |
| 2 years | 5.042% | 90.63 | 92.49 | 96.21 | 99.92 | 103.64 | 107.36 | |
| 1 year | 4.897% | 95.33 | 96.28 | 98.19 | 100.10 | 102.00 | 103.91 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||