COUNTRY •
ROMANIA
Last Update: 28 Jun 2022 2:23 GMT+0
The Romania 10Y Government Bond has a 8.780% yield.
10 Years vs 2 Years bond spread is 12 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 3.75% (last modification in May 2022).
The Romania credit rating is BBB-, according to Standard & Poor's agency.
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Residual Maturity |
Yield | ZC Price | Last Change |
||||||
---|---|---|---|---|---|---|---|---|---|
Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
6 months | 5.876% | -112.4 bp | +264.1 bp | 28 Jun | |||||
1 year | 8.485% | +148.5 bp | +465.5 bp | 92.18 | -1.37 % | -4.29 % | 28 Jun | ||
2 years | 8.660% | +77.0 bp | +465.4 bp | 84.70 | -1.41 % | -8.37 % | 28 Jun | ||
3 years | 8.660% | +76.0 bp | +418.0 bp | 77.95 | -2.07 % | -11.10 % | 28 Jun | ||
4 years | 8.640% | +74.0 bp | +410.0 bp | 71.79 | -2.70 % | -14.26 % | 28 Jun | ||
5 years | 8.640% | +76.0 bp | +384.0 bp | 66.08 | -3.45 % | -16.46 % | 28 Jun | ||
7 years | 8.860% | +100.0 bp | +400.0 bp | 55.20 | -6.25 % | -23.04 % | 28 Jun | ||
10 years | 8.780% | +91.0 bp | +359.5 bp | 43.10 | -8.06 % | -28.55 % | 28 Jun |
Last Update: 28 Jun 2022 2:23 GMT+0
Romania Yield Curve Analysis
Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases.
For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive.
If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
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Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (3.75%) |
|||
---|---|---|---|---|---|---|
1 year | 2 years | 5 years | ||||
10 years | 8.780% | 503.0 bp | ||||
5 years | 8.640% | 489.0 bp | ||||
2 years | 8.660% | 491.0 bp | ||||
1 year | 8.485% | 473.5 bp |
Focusing on 2 years Government Bond:
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2Y vs 1Y | 17.5 bp | Normal Convexity in Short-Term Maturities | ||
5Y vs 2Y | -2 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
10Y vs 2Y | 12 bp | Yield Curve is flat in Long-Term vs Short-Term Maturities |
Readings that may interest you
Romania Credit Ratings
A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation).
For a deeper analysis of credit ratings, click here
Romania Credit Ratings History
Rating Agency | Rating | Outlook |
---|---|---|
Standard & Poor's |
BBB-
|
- |
Moody's Investors Service |
Baa3
|
- |
Fitch Ratings |
BBB-
|
negative |
DBRS |
-
|
- |
Romania Interest Rates
A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
Interest Rates | Value | |
---|---|---|
Central Bank Rate | 3.75% |
Romania 10Y Bond Yield Spread
The Romania 10Y Government Bond has a 8.780% yield. Click on Spread value for the historical serie.
A positive spread, marked by
, means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
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Romania 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
---|---|---|---|---|---|
Japan 10Y | 855.1 bp | +90.4 bp | +342.5 bp | Compare | |
Germany 10Y | 723.7 bp | +34.3 bp | +181.6 bp | Compare | |
France 10Y | 670.5 bp | +32.9 bp | +165.1 bp | Compare | |
United Kingdom 10Y | 639.3 bp | +44.7 bp | +213.1 bp | Compare | |
Spain 10Y | 609.3 bp | +31.1 bp | +141.8 bp | Compare | |
China 10Y | 592.8 bp | +80.8 bp | +356.3 bp | Compare | |
United States 10Y | 559.9 bp | +47.2 bp | +189.8 bp | Compare | |
Canada 10Y | 539.9 bp | +31.9 bp | +169.0 bp | Compare | |
Italy 10Y | 516.1 bp | +18.7 bp | +107.1 bp | Compare | |
Australia 10Y | 503.8 bp | +41.7 bp | +144.0 bp | Compare | |
India 10Y | 133.3 bp | +81.3 bp | +262.6 bp | Compare | |
Russia 10Y | 12.0 bp | +176.0 bp | +335.0 bp | Compare | |
Brazil 10Y | -400.2 bp | +56.1 bp | +152.0 bp | Compare |
Romania Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
Click on
for a forecast of the yield.
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Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
---|---|---|---|---|---|---|---|---|---|
0% | 1% | 3% | 5% | 7% | 9% | ||||
10 years | 8.780% | 43.10 | 49.58 | 62.54 | 75.50 | 88.47 | 101.43 | ||
7 years | 8.860% | 55.20 | 60.25 | 70.37 | 80.48 | 90.59 | 100.71 | ||
5 years | 8.640% | 66.08 | 70.00 | 77.86 | 85.71 | 93.56 | 101.41 | ||
4 years | 8.640% | 71.79 | 75.05 | 81.58 | 88.11 | 94.64 | 101.18 | ||
3 years | 8.660% | 77.95 | 80.49 | 85.59 | 90.68 | 95.77 | 100.87 | ||
2 years | 8.660% | 84.70 | 86.46 | 90.00 | 93.53 | 97.07 | 100.60 | ||
1 year | 8.485% | 92.18 | 93.10 | 94.94 | 96.79 | 98.63 | 100.47 | ||
Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |