Last Update: 22 Sep 2021 17:15 GMT+0
The Romania 10Y Government Bond has a 3.890% yield.
10 Years vs 2 Years bond spread is 139.1 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.25% (last modification in January 2021).
The Romania credit rating is BBB-, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 4.5 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 98.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 139.1 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB-
|
- |
| Moody's Investors Service |
Baa3
|
negative |
| Fitch Ratings |
BBB-
|
negative |
| DBRS |
-
|
- |
| Romania Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.25% |
Romania 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 | 2.310% | +37.4 bp | +51.1 bp | ||||||
| 1 year | 2.454% | +27.6 bp | +60.3 bp | 97.60 | -0.28 % | -0.59 % | |||
| 2 years | 2.499% | +26.8 bp | +65.4 bp | 95.18 | -0.52 % | -1.28 % | |||
| 3 years | 3.065% | +26.5 bp | +84.0 bp | 91.34 | -0.77 % | -2.42 % | |||
| 4 years | 3.155% | +39.5 bp | +86.0 bp | 88.32 | -1.52 % | -3.29 % | |||
| 5 years | 3.480% | +54.0 bp | +93.5 bp | 84.28 | -2.58 % | -4.43 % | |||
| 7 years | 3.595% | +31.5 bp | +84.5 bp | 78.10 | -2.11 % | -5.56 % | |||
| 10 years | 3.890% | +23.0 bp | +63.5 bp | 68.28 | -2.19 % | -5.94 % | |||
Romania 10Y Bond Yield Spread
The Romania 10Y Government Bond has a 3.890% 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. 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.
| Romania 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 421.6 bp | +6.1 bp | +65.2 bp | Compare | |
| France 10Y | 388.2 bp | +7.4 bp | +57.0 bp | Compare | |
| Japan 10Y | 385.9 bp | +20.5 bp | +68.1 bp | Compare | |
| Spain 10Y | 358.0 bp | +13.2 bp | +66.2 bp | Compare | |
| Italy 10Y | 322.6 bp | +11.3 bp | +61.6 bp | Compare | |
| United Kingdom 10Y | 309.1 bp | -4.3 bp | +65.3 bp | Compare | |
| Canada 10Y | 266.6 bp | +14.9 bp | +97.2 bp | Compare | |
| Australia 10Y | 264.2 bp | +5.1 bp | +114.6 bp | Compare | |
| United States 10Y | 257.9 bp | +17.4 bp | +101.9 bp | Compare | |
| China 10Y | 100.8 bp | +21.6 bp | +100.9 bp | Compare | |
| India 10Y | -224.8 bp | +32.6 bp | +67.7 bp | Compare | |
| Russia 10Y | -327.0 bp | +2.0 bp | +59.0 bp | Compare | |
| Brazil 10Y | -688.1 bp | +4.1 bp | -146.1 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.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 3.890% | 68.28 | 76.43 | 92.74 | 109.05 | 125.36 | 141.67 | |
| 7 years | 3.595% | 78.10 | 84.19 | 96.37 | 108.56 | 120.75 | 132.93 | |
| 5 years | 3.480% | 84.28 | 88.80 | 97.83 | 106.87 | 115.90 | 124.94 | |
| 4 years | 3.155% | 88.32 | 92.02 | 99.43 | 106.83 | 114.24 | 121.65 | |
| 3 years | 3.065% | 91.34 | 94.17 | 99.82 | 105.47 | 111.12 | 116.77 | |
| 2 years | 2.499% | 95.18 | 97.11 | 100.97 | 104.82 | 108.68 | 112.53 | |
| 1 year | 2.454% | 97.60 | 98.58 | 100.53 | 102.49 | 104.44 | 106.39 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||