Last Update: 16 Jul 2020 14:15 GMT+0
The Romania 10Y Government Bond has a 4.055% yield.
10 Years vs 2 Years bond spread is 87.9 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.75% (last modification in May 2020).
The Romania credit rating is BBB-, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 11.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 49.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 87.9 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB-
|
negative |
| Moody's Investors Service |
Baa3
|
negative |
| Fitch Ratings |
BBB-
|
negative |
| DBRS |
-
|
- |
| Romania Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.75% |
Romania 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 | ||||
| 6 months | 3.057% | +34.5 bp | -44.5 bp | ||||||
| 1 year | 3.061% | +8.2 bp | -21.4 bp | 97.03 | -0.08 % | +0.21 % | |||
| 2 years | 3.176% | +17.0 bp | -22.9 bp | 93.94 | -0.33 % | +0.45 % | |||
| 3 years | 3.410% | +1.0 bp | -31.7 bp | 90.43 | -0.03 % | +0.93 % | |||
| 4 years | 3.560% | +8.0 bp | -19.0 bp | 86.94 | -0.31 % | +0.73 % | |||
| 5 years | 3.670% | +7.0 bp | -25.6 bp | 83.51 | -0.33 % | +1.24 % | |||
| 7 years | 3.790% | +16.0 bp | -6.0 bp | 77.07 | -1.08 % | +0.40 % | |||
| 10 years | 4.055% | +12.5 bp | -22.5 bp | 67.20 | -1.19 % | +2.19 % | |||
10Y Bond Yield Spread - Romania vs Main Countries
The Romania 10Y Government Bond has a 4.055% 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.
| Romania 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 452.3 bp | +16.3 | +2.1 | ||
| France 10Y | 421.3 bp | +23.3 | -2.9 | ||
| Japan 10Y | 404.5 bp | +12.9 | -22.4 | ||
| United Kingdom 10Y | 392.0 bp | +19.4 | +28.1 | ||
| Spain 10Y | 365.9 bp | +25.9 | -16.1 | ||
| Canada 10Y | 354.6 bp | +16.5 | +82.4 | ||
| United States 10Y | 344.1 bp | +25.2 | +97.0 | ||
| Australia 10Y | 317.8 bp | +17.5 | +9.1 | ||
| Italy 10Y | 281.0 bp | +23.5 | -5.7 | ||
| China 10Y | 101.7 bp | -6.0 | -11.5 | ||
| India 10Y | -175.8 bp | +15.8 | +56.0 | ||
| Russia 10Y | -178.5 bp | -13.0 | +14.5 | ||
| Brazil 10Y | -240.2 bp | +28.4 | +16.2 |
Romania 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% | |||
| 10 years | 4.055% | 67.20 | 75.29 | 91.47 | 107.64 | 123.82 | 140.00 | |
| 7 years | 3.790% | 77.07 | 83.12 | 95.22 | 107.32 | 119.42 | 131.51 | |
| 5 years | 3.670% | 83.51 | 88.00 | 96.99 | 105.98 | 114.96 | 123.95 | |
| 4 years | 3.560% | 86.94 | 90.61 | 97.95 | 105.28 | 112.62 | 119.95 | |
| 3 years | 3.410% | 90.43 | 93.24 | 98.85 | 104.46 | 110.08 | 115.69 | |
| 2 years | 3.176% | 93.94 | 95.85 | 99.66 | 103.48 | 107.30 | 111.12 | |
| 1 year | 3.061% | 97.03 | 98.00 | 99.94 | 101.88 | 103.82 | 105.76 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||