Last Update: 1 Apr 2020 0:15 GMT+0
The Romania 10Y Government Bond has a 5.050% yield.
10 Years vs 2 Years bond spread is 150 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 2.00% (last modification in March 2020).
The Romania credit rating is BBB-, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 59.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 50 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 150 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB-
|
negative |
| Moody's Investors Service |
Baa3
|
- |
| Fitch Ratings |
BBB-
|
- |
| DBRS |
-
|
- |
| Romania Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 2.00% |
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 | 2.822% | -30.5 bp | +1.3 bp | ||||||
| 1 year | 2.955% | -4.6 bp | -20.5 bp | 97.13 | +0.04 % | +0.20 % | |||
| 2 years | 3.550% | +48.0 bp | +19.0 bp | 93.26 | -0.92 % | -0.36 % | |||
| 3 years | 3.700% | +44.0 bp | +12.0 bp | 89.67 | -1.27 % | -0.36 % | |||
| 4 years | 3.975% | +55.0 bp | +24.5 bp | 85.56 | -2.11 % | -0.94 % | |||
| 5 years | 4.050% | +56.4 bp | +14.0 bp | 82.00 | -2.67 % | -0.67 % | |||
| 7 years | 4.200% | +55.0 bp | +4.4 bp | 74.98 | -3.64 % | -0.29 % | |||
| 10 years | 5.050% | +103.0 bp | +81.0 bp | 61.10 | -9.39 % | -7.45 % | |||
10Y Bond Yield Spread - Romania vs Main Countries
The Romania 10Y Government Bond has a 5.050% 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 | 553.2 bp | +90.3 | +74.7 | ||
| France 10Y | 507.3 bp | +76.0 | +57.1 | ||
| Japan 10Y | 504.8 bp | +87.9 | +65.5 | ||
| United Kingdom 10Y | 468.8 bp | +111.6 | +96.0 | ||
| Spain 10Y | 439.1 bp | +65.3 | +33.8 | ||
| United States 10Y | 437.7 bp | +152.0 | +177.7 | ||
| Canada 10Y | 435.6 bp | +146.6 | +146.4 | ||
| Australia 10Y | 430.2 bp | +97.8 | +101.9 | ||
| Italy 10Y | 353.9 bp | +60.5 | +16.4 | ||
| China 10Y | 237.8 bp | +115.3 | +129.3 | ||
| India 10Y | -108.8 bp | +126.3 | +132.9 | ||
| Russia 10Y | -170.5 bp | +74.5 | +108.5 | ||
| Brazil 10Y | -256.8 bp | +16.3 | +28.7 |
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 | 5.050% | 61.10 | 68.80 | 84.21 | 99.61 | 115.02 | 130.43 | |
| 7 years | 4.200% | 74.98 | 80.93 | 92.85 | 104.77 | 116.68 | 128.60 | |
| 5 years | 4.050% | 82.00 | 86.44 | 95.33 | 104.22 | 113.11 | 122.01 | |
| 4 years | 3.975% | 85.56 | 89.19 | 96.46 | 103.72 | 110.99 | 118.25 | |
| 3 years | 3.700% | 89.67 | 92.46 | 98.05 | 103.63 | 109.21 | 114.79 | |
| 2 years | 3.550% | 93.26 | 95.16 | 98.96 | 102.75 | 106.55 | 110.35 | |
| 1 year | 2.955% | 97.13 | 98.10 | 100.04 | 101.99 | 103.93 | 105.87 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||