Last Update: 27 Oct 2020 5:15 GMT+0

The India 10Y Government Bond has a 5.834% yield.

10 Years vs 2 Years bond spread is 154 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 84 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 84.5 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 154 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
negative
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

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 3.220% -17.0 bp -40.0 bp
6 months 3.300% -28.0 bp -43.0 bp
1 year 3.454% -27.9 bp -56.0 bp 96.66 +0.27 % +0.54 %
2 years 4.294% -15.2 bp -2.0 bp 91.94 +0.29 % +0.04 %
3 years 4.652% -31.4 bp -1.4 bp 87.25 +0.90 % +0.05 %
4 years 4.985% -30.1 bp -12.9 bp 82.32 +1.16 % +0.50 %
5 years 5.139% -23.5 bp -7.3 bp 77.84 +1.13 % +0.35 %
6 years 5.707% +1.7 bp -8.7 bp 71.68 -0.10 % +0.50 %
7 years 5.808% -28.9 bp -33.5 bp 67.36 +1.94 % +2.25 %
8 years 5.940% -26.3 bp -38.1 bp 63.03 +2.01 % +2.92 %
9 years 5.933% -20.6 bp -44.5 bp 59.53 +1.76 % +3.86 %
10 years 5.834% -20.4 bp -31.9 bp 56.72 +1.94 % +3.05 %
11 years 6.104% -19.4 bp -38.6 bp 52.11 +2.02 % +4.07 %
12 years 6.228% -21.0 bp -37.8 bp 48.43 +2.39 % +4.35 %
13 years 6.231% -20.9 bp -28.1 bp 45.58 +2.59 % +3.50 %
14 years 6.173% -23.4 bp -34.3 bp 43.23 +3.12 % +4.62 %
15 years 6.325% -16.0 bp -27.4 bp 39.85 +2.28 % +3.94 %
19 years 6.532% -10.1 bp -13.6 bp 30.05 +1.80 % +2.45 %
24 years 6.657% -7.8 bp -16.0 bp 21.29 +1.77 % +3.65 %
30 years 6.659% -9.0 bp -9.7 bp 14.46 +2.55 % +2.77 %

10Y Bond Yield Spread - India vs Main Countries

The India 10Y Government Bond has a 5.834% 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 641.4 bp -15.0 -18.5
France 10Y 613.6 bp -15.4 +0.1
Japan 10Y 580.9 bp -22.4 -37.5
Spain 10Y 565.6 bp -13.5 +39.0
United Kingdom 10Y 555.6 bp -29.4 -29.1
Canada 10Y 520.7 bp -28.9 -32.3
Italy 10Y 510.3 bp -4.4 +70.6
United States 10Y 503.5 bp -34.7 -45.4
Australia 10Y 502.4 bp -18.1 -16.3
China 10Y 262.3 bp -25.9 -100.6
Russia 10Y -15.6 bp +8.6 -18.9
Brazil 10Y -170.3 bp -66.7 +65.3

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 6.659% 14.46 27.30 53.00 78.69 104.38 130.07
24 years 6.657% 21.29 33.12 56.76 80.41 104.06 127.70
19 years 6.532% 30.05 40.76 62.18 83.59 105.01 126.43
15 years 6.325% 39.85 49.36 68.38 87.40 106.42 125.44
14 years 6.173% 43.23 52.43 70.82 89.21 107.61 126.00
13 years 6.231% 45.58 54.31 71.78 89.25 106.72 124.19
12 years 6.228% 48.43 56.71 73.27 89.83 106.39 122.95
11 years 6.104% 52.11 59.96 75.65 91.34 107.03 122.72
10 years 5.834% 56.72 64.14 78.98 93.81 108.65 123.49
9 years 5.933% 59.53 66.35 79.99 93.64 107.28 120.92
8 years 5.940% 63.03 69.25 81.70 94.15 106.60 119.05
7 years 5.808% 67.36 72.98 84.22 95.46 106.70 117.94
6 years 5.707% 71.68 76.64 86.57 96.49 106.42 116.34
5 years 5.139% 77.84 82.15 90.77 99.40 108.03 116.65
4 years 4.985% 82.32 85.86 92.96 100.05 107.15 114.24
3 years 4.652% 87.25 89.99 95.47 100.95 106.44 111.92
2 years 4.294% 91.94 93.81 97.57 101.33 105.08 108.84
1 year 3.454% 96.66 97.63 99.56 101.49 103.43 105.36
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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