Last Update: 16 Dec 2019 1:15 GMT+0
The Romania 10Y Government Bond has a 4.655% yield.
10 Years vs 2 Years bond spread is 108 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 | 17.2 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 51.2 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 108 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB-
|
negative |
| 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 | 2.831% | +0.4 bp | -69.8 bp | ||||||
| 1 year | 3.403% | +28.0 bp | +24.3 bp | 96.71 | -0.27 % | -0.24 % | |||
| 2 years | 3.575% | +18.0 bp | +12.7 bp | 93.22 | -0.34 % | -0.24 % | |||
| 3 years | 3.820% | +21.0 bp | -0.5 bp | 89.36 | -0.61 % | +0.01 % | |||
| 4 years | 3.990% | +14.0 bp | -4.0 bp | 85.51 | -0.55 % | +0.15 % | |||
| 5 years | 4.087% | +0.7 bp | -5.3 bp | 81.85 | -0.04 % | +0.26 % | |||
| 7 years | 4.170% | +11.5 bp | -16.0 bp | 75.13 | -0.77 % | +1.08 % | |||
| 10 years | 4.655% | +19.0 bp | +6.5 bp | 63.45 | -1.80 % | -0.61 % | |||
10Y Bond Yield Spread - Romania vs Main Countries
The Romania 10Y Government Bond has a 4.655% 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 | 495.5 bp | +15.5 | +11.1 | ||
| Japan 10Y | 467.8 bp | +15.3 | -4.2 | ||
| France 10Y | 466.0 bp | +17.0 | +16.0 | ||
| Spain 10Y | 425.2 bp | +22.5 | +16.1 | ||
| United Kingdom 10Y | 387.0 bp | +13.1 | +13.0 | ||
| Australia 10Y | 349.3 bp | +19.0 | +27.3 | ||
| Italy 10Y | 340.1 bp | +26.2 | +113.0 | ||
| Canada 10Y | 307.2 bp | +9.3 | -8.3 | ||
| United States 10Y | 281.7 bp | +18.8 | +31.1 | ||
| China 10Y | 143.7 bp | +24.2 | +12.6 | ||
| Russia 10Y | -169.5 bp | +29.0 | +137.5 | ||
| Brazil 10Y | -208.3 bp | +11.1 | +125.7 | ||
| India 10Y | -212.7 bp | -7.3 | +20.2 |
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 | 4.655% | 63.45 | 71.30 | 87.00 | 102.71 | 118.41 | 134.12 | |
| 7 years | 4.170% | 75.13 | 81.09 | 93.02 | 104.95 | 116.88 | 128.81 | |
| 5 years | 4.087% | 81.85 | 86.29 | 95.17 | 104.05 | 112.94 | 121.82 | |
| 4 years | 3.990% | 85.51 | 89.14 | 96.41 | 103.67 | 110.93 | 118.19 | |
| 3 years | 3.820% | 89.36 | 92.15 | 97.72 | 103.29 | 108.86 | 114.42 | |
| 2 years | 3.575% | 93.22 | 95.11 | 98.91 | 102.70 | 106.50 | 110.29 | |
| 1 year | 3.403% | 96.71 | 97.68 | 99.61 | 101.54 | 103.48 | 105.41 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||