Last Update: 22 Oct 2019 20:15 GMT+0
The Romania 10Y Government Bond has a 4.120% yield.
10 Years vs 2 Years bond spread is 75 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 2.50% (last modification in May 2018).
The Romania credit rating is BBB-, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 25 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 50 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 75 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB-
|
- |
| Moody's Investors Service |
Baa3
|
- |
| Fitch Ratings |
BBB-
|
- |
| DBRS |
-
|
- |
| Romania Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 2.50% |
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 | 2.823% | +0.3 bp | -48.7 bp | ||||||
| 1 year | 3.120% | -8.6 bp | -19.0 bp | 96.97 | +0.08 % | +0.18 % | |||
| 2 years | 3.370% | +6.1 bp | -22.0 bp | 93.59 | -0.12 % | +0.43 % | |||
| 3 years | 3.525% | +4.7 bp | -33.5 bp | 90.13 | -0.13 % | +0.97 % | |||
| 4 years | 3.700% | -9.0 bp | -51.0 bp | 86.47 | +0.35 % | +1.98 % | |||
| 5 years | 3.870% | -2.9 bp | -44.0 bp | 82.71 | +0.15 % | +2.14 % | |||
| 7 years | 3.915% | -4.4 bp | -71.5 bp | 76.43 | +0.30 % | +4.91 % | |||
| 10 years | 4.120% | -3.9 bp | -89.0 bp | 66.78 | +0.38 % | +8.89 % | |||
10Y Bond Yield Spread - Romania vs Main Countries
The Romania 10Y Government Bond has a 4.120% 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 | 448.6 bp | -19.8 | -50.0 | ||
| Japan 10Y | 424.6 bp | -12.8 | -79.3 | ||
| France 10Y | 418.8 bp | -19.2 | -45.2 | ||
| Spain 10Y | 386.0 bp | -4.7 | -8.7 | ||
| United Kingdom 10Y | 340.8 bp | -12.7 | -41.1 | ||
| Italy 10Y | 310.0 bp | -12.8 | +68.7 | ||
| Australia 10Y | 297.0 bp | -17.1 | -9.0 | ||
| Canada 10Y | 259.4 bp | -17.8 | -62.8 | ||
| United States 10Y | 235.0 bp | -8.7 | -7.5 | ||
| China 10Y | 87.1 bp | -17.0 | -72.0 | ||
| Russia 10Y | -236.0 bp | +49.1 | +88.0 | ||
| Brazil 10Y | -244.5 bp | +47.6 | +148.5 | ||
| India 10Y | -269.5 bp | -7.2 | -23.1 |
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 | 4.120% | 66.78 | 74.84 | 90.97 | 107.10 | 123.22 | 139.35 | |
| 7 years | 3.915% | 76.43 | 82.45 | 94.49 | 106.53 | 118.57 | 130.62 | |
| 5 years | 3.870% | 82.71 | 87.18 | 96.11 | 105.05 | 113.99 | 122.92 | |
| 4 years | 3.700% | 86.47 | 90.13 | 97.44 | 104.75 | 112.06 | 119.38 | |
| 3 years | 3.525% | 90.13 | 92.93 | 98.53 | 104.13 | 109.73 | 115.33 | |
| 2 years | 3.370% | 93.59 | 95.49 | 99.30 | 103.10 | 106.91 | 110.72 | |
| 1 year | 3.120% | 96.97 | 97.94 | 99.88 | 101.82 | 103.76 | 105.70 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||