Last Update: 24 Nov 2020 1:15 GMT+0
The Romania 10Y Government Bond has a 3.300% yield.
10 Years vs 2 Years bond spread is 76 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.50% (last modification in August 2020).
The Romania credit rating is BBB-, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 11.3 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 30.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 76 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 | 1.50% |
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 | 2.289% | -25.3 bp | -52.7 bp | ||||||
| 1 year | 2.427% | -20.3 bp | -57.9 bp | 97.63 | +0.19 % | +0.57 % | |||
| 2 years | 2.540% | -39.0 bp | -58.0 bp | 95.11 | +0.76 % | +1.14 % | |||
| 3 years | 2.680% | -32.5 bp | -82.0 bp | 92.37 | +0.95 % | +2.42 % | |||
| 4 years | 2.670% | -43.0 bp | -99.5 bp | 90.00 | +1.69 % | +3.94 % | |||
| 5 years | 2.845% | -33.5 bp | -93.0 bp | 86.91 | +1.64 % | +4.60 % | |||
| 7 years | 2.980% | -28.0 bp | -83.0 bp | 81.42 | +1.92 % | +5.78 % | |||
| 10 years | 3.300% | -5.0 bp | -124.0 bp | 72.28 | +0.49 % | +12.67 % | |||
10Y Bond Yield Spread - Romania vs Main Countries
The Romania 10Y Government Bond has a 3.300% 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 | 388.0 bp | -4.8 | -115.3 | ||
| France 10Y | 364.6 bp | -1.0 | -93.0 | ||
| Japan 10Y | 328.1 bp | -3.2 | -127.0 | ||
| Spain 10Y | 323.4 bp | +7.6 | -61.0 | ||
| United Kingdom 10Y | 297.7 bp | -10.4 | -139.3 | ||
| Italy 10Y | 271.1 bp | +11.8 | -23.4 | ||
| Canada 10Y | 261.0 bp | -9.8 | -142.5 | ||
| United States 10Y | 242.5 bp | -8.4 | -145.8 | ||
| Australia 10Y | 240.9 bp | -10.5 | -125.7 | ||
| China 10Y | -2.3 bp | -17.1 | -195.4 | ||
| Russia 10Y | -250.0 bp | +13.0 | -157.0 | ||
| India 10Y | -260.0 bp | -10.6 | -117.9 | ||
| Brazil 10Y | -452.0 bp | -32.3 | -170.7 |
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 | 3.300% | 72.28 | 80.68 | 97.48 | 114.28 | 131.08 | 147.89 | |
| 7 years | 2.980% | 81.42 | 87.65 | 100.12 | 112.59 | 125.06 | 137.53 | |
| 5 years | 2.845% | 86.91 | 91.51 | 100.71 | 109.91 | 119.11 | 128.31 | |
| 4 years | 2.670% | 90.00 | 93.74 | 101.24 | 108.73 | 116.22 | 123.72 | |
| 3 years | 2.680% | 92.37 | 95.22 | 100.91 | 106.60 | 112.30 | 117.99 | |
| 2 years | 2.540% | 95.11 | 97.03 | 100.89 | 104.74 | 108.59 | 112.44 | |
| 1 year | 2.427% | 97.63 | 98.61 | 100.56 | 102.51 | 104.46 | 106.42 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||