Last Update: 20 Aug 2019 0:15 GMT+0

The Russia 10Y Government Bond has a 7.350% yield.

10 Years vs 2 Years bond spread is 32 bp.
Normal Convexity in Long-Term vs Short-Term Maturities

Central Bank Rate is 7.25%.

The Russia rating is BBB-, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 96.82 and implied probability of default is 1.61%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 13 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 11 bp Yield Curve is flat in Mid-Term vs Short-Term Maturities
10Y vs 2Y 32 bp Normal Convexity in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
BBB-
-
Moody's Investors Service
Baa3
-
Fitch Ratings
BBB
-
DBRS
-
-
Russia Credit Ratings History
Interest Rates
Central Bank Rate 7.25%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 96.82 -11.84 % -5.17 % -40.48 % 1.61 %

Russia 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.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 month 7.120% -18.0 bp -52.0 bp
2 months 7.110% -13.0 bp -62.0 bp
3 months 7.100% -9.0 bp -68.0 bp
6 months 7.110% -4.0 bp -87.0 bp
1 year 6.900% -5.0 bp -63.0 bp 93.55 +0.05 % +0.59 %
2 years 7.030% -3.0 bp -72.0 bp 87.29 +0.05 % +1.35 %
3 years 7.070% -3.0 bp -82.0 bp 81.47 +0.09 % +2.31 %
5 years 7.140% -7.0 bp -97.0 bp 70.83 +0.33 % +4.61 %
7 years 7.240% -9.0 bp -96.0 bp 61.31 +0.59 % +6.44 %
10 years 7.350% 0.0 bp -97.0 bp 49.20 0.00 % +9.41 %
15 years 7.510% 0.0 bp -98.0 bp 33.75 0.00 % +14.60 %
20 years 7.760% -6.0 bp -80.0 bp 22.43 +1.13 % +15.92 %

10Y Bond Yield Spread - Russia vs Main Countries

The Russia 10Y Government Bond has a 7.350% 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.

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Russia 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Germany 10Y 799.6 bp +32.2 -22.4
France 10Y 771.2 bp +29.1 -7.6
Japan 10Y 757.4 bp +9.9 -78.2
Spain 10Y 720.3 bp +24.0 +8.5
United Kingdom 10Y 686.6 bp +25.3 -27.6
Australia 10Y 640.7 bp +41.3 +18.7
Canada 10Y 616.2 bp +32.1 -26.2
Italy 10Y 586.9 bp +12.7 +44.4
United States 10Y 575.6 bp +46.3 +7.7
China 10Y 430.9 bp +13.2 -86.6
India 10Y 76.9 bp -22.0 -0.6
Brazil 10Y 7.0 bp +4.5 +64.0

Russia 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.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
20 years 7.760% 22.43 32.43 52.42 72.41 92.40 112.40
15 years 7.510% 33.75 42.57 60.21 77.86 95.50 113.14
10 years 7.350% 49.20 56.11 69.94 83.76 97.58 111.40
7 years 7.240% 61.31 66.65 77.34 88.03 98.72 109.41
5 years 7.140% 70.83 74.92 83.09 91.26 99.43 107.60
3 years 7.070% 81.47 84.09 89.33 94.57 99.82 105.06
2 years 7.030% 87.29 89.10 92.72 96.33 99.95 103.56
1 year 6.900% 93.55 94.48 96.35 98.22 100.09 101.96
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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