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%.

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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
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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 5.15%
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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.

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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.

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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.

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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

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