Last Update: 26 Sep 2020 0:15 GMT+0
The Romania 10Y Government Bond has a 3.465% yield.
10 Years vs 2 Years bond spread is 43.5 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 | 57.8 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 25 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 43.5 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 | 1.50% |
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 | 2.554% | +12.8 bp | -60.4 bp | ||||||
| 1 year | 2.452% | -25.8 bp | -65.3 bp | 97.61 | +0.26 % | +0.64 % | |||
| 2 years | 3.030% | +6.5 bp | -22.0 bp | 94.20 | -0.13 % | +0.43 % | |||
| 3 years | 3.110% | -4.5 bp | -44.0 bp | 91.22 | +0.13 % | +1.29 % | |||
| 4 years | 3.200% | -11.5 bp | -43.5 bp | 88.16 | +0.44 % | +1.70 % | |||
| 5 years | 3.280% | -12.0 bp | -59.5 bp | 85.10 | +0.58 % | +2.91 % | |||
| 7 years | 3.335% | -28.5 bp | -59.0 bp | 79.48 | +1.95 % | +4.06 % | |||
| 10 years | 3.465% | -35.5 bp | -96.0 bp | 71.13 | +3.48 % | +9.67 % | |||
10Y Bond Yield Spread - Romania vs Main Countries
The Romania 10Y Government Bond has a 3.465% 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 | 399.1 bp | -25.1 | -80.2 | ||
| France 10Y | 371.7 bp | -23.3 | -74.9 | ||
| Japan 10Y | 345.9 bp | -32.2 | -94.6 | ||
| United Kingdom 10Y | 327.2 bp | -24.8 | -77.2 | ||
| Spain 10Y | 321.8 bp | -22.8 | -69.4 | ||
| Canada 10Y | 292.3 bp | -28.8 | -66.0 | ||
| United States 10Y | 280.9 bp | -32.3 | -76.8 | ||
| Australia 10Y | 262.7 bp | -26.6 | -88.4 | ||
| Italy 10Y | 257.4 bp | -16.5 | -66.6 | ||
| China 10Y | 33.8 bp | -41.4 | -140.3 | ||
| India 10Y | -257.3 bp | -19.0 | -77.3 | ||
| Russia 10Y | -281.5 bp | -43.0 | -20.0 | ||
| Brazil 10Y | -360.9 bp | -59.9 | +50.6 |
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 | 3.465% | 71.13 | 79.46 | 96.13 | 112.79 | 129.45 | 146.11 | |
| 7 years | 3.335% | 79.48 | 85.63 | 97.94 | 110.24 | 122.55 | 134.85 | |
| 5 years | 3.280% | 85.10 | 89.64 | 98.73 | 107.81 | 116.90 | 125.99 | |
| 4 years | 3.200% | 88.16 | 91.86 | 99.26 | 106.66 | 114.06 | 121.46 | |
| 3 years | 3.110% | 91.22 | 94.04 | 99.69 | 105.33 | 110.98 | 116.63 | |
| 2 years | 3.030% | 94.20 | 96.12 | 99.94 | 103.77 | 107.59 | 111.42 | |
| 1 year | 2.452% | 97.61 | 98.58 | 100.53 | 102.49 | 104.44 | 106.39 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||