Last Update: 27 Jan 2020 17:15 GMT+0
The Romania 10Y Government Bond has a 4.185% yield.
10 Years vs 2 Years bond spread is 78.5 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 | 12.8 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 40 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 78.5 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB-
|
negative |
| Moody's Investors Service |
Baa3
|
- |
| 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 | 3.329% | +49.7 bp | +43.0 bp | ||||||
| 1 year | 3.272% | -16.3 bp | +25.2 bp | 96.83 | +0.16 % | -0.25 % | |||
| 2 years | 3.400% | -14.0 bp | -4.4 bp | 93.53 | +0.27 % | +0.09 % | |||
| 3 years | 3.620% | -10.0 bp | -2.0 bp | 89.88 | +0.29 % | +0.06 % | |||
| 4 years | 3.740% | -7.5 bp | -6.0 bp | 86.34 | +0.29 % | +0.23 % | |||
| 5 years | 3.800% | -18.0 bp | -10.0 bp | 82.99 | +0.88 % | +0.48 % | |||
| 7 years | 3.880% | -10.0 bp | -20.0 bp | 76.61 | +0.68 % | +1.36 % | |||
| 10 years | 4.185% | -21.5 bp | -8.5 bp | 66.37 | +2.09 % | +0.82 % | |||
10Y Bond Yield Spread - Romania vs Main Countries
The Romania 10Y Government Bond has a 4.185% 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 | 457.2 bp | -8.1 | -7.5 | ||
| France 10Y | 431.2 bp | -4.0 | -7.9 | ||
| Japan 10Y | 422.0 bp | -18.6 | -20.1 | ||
| Spain 10Y | 390.7 bp | -9.2 | +1.0 | ||
| United Kingdom 10Y | 367.9 bp | +3.3 | +9.8 | ||
| Australia 10Y | 321.9 bp | +13.8 | +17.1 | ||
| Italy 10Y | 314.8 bp | +10.6 | +44.7 | ||
| Canada 10Y | 286.8 bp | +7.1 | +6.4 | ||
| United States 10Y | 258.0 bp | +5.7 | +38.4 | ||
| China 10Y | 115.1 bp | -7.1 | +5.6 | ||
| Russia 10Y | -208.0 bp | -20.0 | +96.0 | ||
| India 10Y | -236.6 bp | -26.6 | -11.1 | ||
| Brazil 10Y | -252.2 bp | -5.9 | +43.8 |
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 | 4.185% | 66.37 | 74.40 | 90.48 | 106.55 | 122.62 | 138.70 | |
| 7 years | 3.880% | 76.61 | 82.64 | 94.69 | 106.75 | 118.81 | 130.87 | |
| 5 years | 3.800% | 82.99 | 87.46 | 96.42 | 105.37 | 114.33 | 123.28 | |
| 4 years | 3.740% | 86.34 | 89.99 | 97.30 | 104.60 | 111.91 | 119.21 | |
| 3 years | 3.620% | 89.88 | 92.68 | 98.27 | 103.86 | 109.45 | 115.04 | |
| 2 years | 3.400% | 93.53 | 95.43 | 99.24 | 103.04 | 106.85 | 110.65 | |
| 1 year | 3.272% | 96.83 | 97.80 | 99.74 | 101.67 | 103.61 | 105.55 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||