Last Update: 8 Mar 2021 1:15 GMT+0
The Romania 10Y Government Bond has a 3.360% yield.
10 Years vs 2 Years bond spread is 131.5 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 | 24.4 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 69 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 131.5 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 | 1.25% |
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 | 1.661% | +12.7 bp | -43.1 bp | ||||||
| 1 year | 1.801% | +17.5 bp | -87.9 bp | 98.23 | -0.17 % | +0.86 % | |||
| 2 years | 2.045% | +23.5 bp | -85.0 bp | 96.03 | -0.47 % | +1.67 % | |||
| 3 years | 2.365% | +36.0 bp | -64.5 bp | 93.23 | -1.05 % | +1.90 % | |||
| 4 years | 2.495% | +46.0 bp | -69.0 bp | 90.61 | -1.79 % | +2.72 % | |||
| 5 years | 2.735% | +61.5 bp | -59.5 bp | 87.38 | -2.95 % | +2.93 % | |||
| 7 years | 2.890% | +57.0 bp | -53.5 bp | 81.92 | -3.82 % | +3.70 % | |||
| 10 years | 3.360% | +66.5 bp | -22.0 bp | 71.86 | -6.25 % | +2.15 % | |||
10Y Bond Yield Spread - Romania vs Main Countries
The Romania 10Y Government Bond has a 3.360% 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 | 367.0 bp | +53.4 | -40.6 | ||
| France 10Y | 341.5 bp | +49.9 | -35.9 | ||
| Japan 10Y | 327.6 bp | +64.5 | -27.0 | ||
| Spain 10Y | 296.5 bp | +40.3 | -28.3 | ||
| Italy 10Y | 261.6 bp | +42.7 | +13.1 | ||
| United Kingdom 10Y | 260.3 bp | +38.5 | -79.0 | ||
| Canada 10Y | 185.4 bp | +17.3 | -116.1 | ||
| United States 10Y | 177.1 bp | +25.2 | -112.7 | ||
| Australia 10Y | 156.8 bp | +11.8 | -109.1 | ||
| China 10Y | 8.2 bp | +64.4 | -34.2 | ||
| India 10Y | -287.2 bp | +47.3 | -39.6 | ||
| Russia 10Y | -330.0 bp | +21.0 | -63.0 | ||
| Brazil 10Y | -514.2 bp | -37.2 | -194.2 |
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 | 3.360% | 71.86 | 80.23 | 96.98 | 113.74 | 130.49 | 147.24 | |
| 7 years | 2.890% | 81.92 | 88.18 | 100.69 | 113.20 | 125.71 | 138.23 | |
| 5 years | 2.735% | 87.38 | 91.99 | 101.22 | 110.45 | 119.68 | 128.91 | |
| 4 years | 2.495% | 90.61 | 94.38 | 101.90 | 109.42 | 116.95 | 124.47 | |
| 3 years | 2.365% | 93.23 | 96.09 | 101.82 | 107.55 | 113.27 | 119.00 | |
| 2 years | 2.045% | 96.03 | 97.97 | 101.85 | 105.73 | 109.61 | 113.49 | |
| 1 year | 1.801% | 98.23 | 99.21 | 101.18 | 103.14 | 105.11 | 107.07 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||