Last Update: 25 Jan 2022 3:15 GMT+0
The Romania 10Y Government Bond has a 5.390% yield.
10 Years vs 2 Years bond spread is 137.8 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.50% (last modification in October 2021).
The Romania credit rating is BBB-, according to Standard & Poor's agency.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 17.6 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 98.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 137.8 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-
|
negative |
| DBRS |
-
|
- |
| Romania Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.50% |
Romania 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 | 3.188% | -4.6 bp | +143.0 bp | ||||||
| 1 year | 3.836% | +0.6 bp | +191.0 bp | 96.31 | 0.00 % | -1.83 % | |||
| 2 years | 4.012% | +5.7 bp | +179.2 bp | 92.43 | -0.12 % | -3.42 % | |||
| 3 years | 4.625% | +12.5 bp | +198.0 bp | 87.32 | -0.35 % | -5.57 % | |||
| 4 years | 4.625% | +10.5 bp | +198.5 bp | 83.46 | -0.39 % | -7.37 % | |||
| 5 years | 4.995% | +20.5 bp | +240.5 bp | 78.37 | -0.97 % | -10.94 % | |||
| 7 years | 5.015% | +14.5 bp | +190.5 bp | 71.00 | -0.96 % | -12.02 % | |||
| 10 years | 5.390% | +20.0 bp | +168.5 bp | 59.16 | -1.87 % | -14.88 % | |||
Romania 10Y Bond Yield Spread
The Romania 10Y Government Bond has a 5.390% 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. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Romania 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 550.1 bp | +5.7 bp | +137.6 bp | Compare | |
| Japan 10Y | 525.9 bp | +12.8 bp | +157.4 bp | Compare | |
| France 10Y | 508.9 bp | +1.7 bp | +129.7 bp | Compare | |
| Spain 10Y | 475.9 bp | +8.6 bp | +131.9 bp | Compare | |
| United Kingdom 10Y | 426.1 bp | -0.7 bp | +114.5 bp | Compare | |
| Italy 10Y | 403.8 bp | -3.1 bp | +95.5 bp | Compare | |
| United States 10Y | 361.9 bp | -7.8 bp | +119.5 bp | Compare | |
| Canada 10Y | 357.2 bp | -14.2 bp | +107.5 bp | Compare | |
| Australia 10Y | 343.2 bp | -16.4 bp | +92.9 bp | Compare | |
| China 10Y | 268.8 bp | +34.2 bp | +192.1 bp | Compare | |
| India 10Y | -126.2 bp | +1.0 bp | +119.8 bp | Compare | |
| Russia 10Y | -432.5 bp | -109.5 bp | -104.0 bp | Compare | |
| Brazil 10Y | -572.2 bp | -67.1 bp | -25.9 bp | Compare |
Romania Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 5.390% | 59.16 | 66.73 | 81.89 | 97.04 | 112.20 | 127.35 | |
| 7 years | 5.015% | 71.00 | 76.78 | 88.35 | 99.91 | 111.48 | 123.05 | |
| 5 years | 4.995% | 78.37 | 82.70 | 91.36 | 100.02 | 108.68 | 117.34 | |
| 4 years | 4.625% | 83.46 | 87.03 | 94.19 | 101.34 | 108.50 | 115.65 | |
| 3 years | 4.625% | 87.32 | 90.06 | 95.54 | 101.03 | 106.51 | 112.00 | |
| 2 years | 4.012% | 92.43 | 94.32 | 98.09 | 101.86 | 105.63 | 109.41 | |
| 1 year | 3.836% | 96.31 | 97.27 | 99.19 | 101.12 | 103.05 | 104.97 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||