Last Update: 6 Dec 2019 13:15 GMT+0
The Russia 10Y Government Bond has a 6.375% yield.
10 Years vs 2 Years bond spread is 57 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 6.50% (last modification in October 2019).
The Russia credit rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 65.25 and implied probability of default is 1.09%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 5.5 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 40.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 57 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
|
- |
| DBRS |
-
|
- |
| Russia Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 6.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 65.25 | -4.44 % | -7.88 % | -58.07 % | 1.09 % |
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.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 6.300% | -6.0 bp | -131.0 bp | ||||||
| 2 months | 6.270% | -4.0 bp | -133.0 bp | ||||||
| 3 months | 6.270% | -2.0 bp | -134.0 bp | ||||||
| 6 months | 6.220% | -3.0 bp | -141.0 bp | ||||||
| 1 year | 5.750% | -12.0 bp | -166.0 bp | 94.56 | +0.11 % | +1.57 % | |||
| 2 years | 5.805% | -7.0 bp | -159.5 bp | 89.33 | +0.13 % | +3.05 % | |||
| 3 years | 5.915% | -6.0 bp | -158.5 bp | 84.16 | +0.17 % | +4.55 % | |||
| 5 years | 6.210% | +6.0 bp | -138.0 bp | 73.99 | -0.28 % | +6.66 % | |||
| 7 years | 6.285% | +5.0 bp | -142.5 bp | 65.27 | -0.32 % | +9.77 % | |||
| 10 years | 6.375% | +1.5 bp | -138.5 bp | 53.90 | -0.15 % | +13.81 % | |||
| 15 years | 6.640% | +2.5 bp | -128.0 bp | 38.12 | -0.37 % | +19.57 % | |||
| 20 years | 6.880% | -7.0 bp | -130.0 bp | 26.43 | +1.34 % | +27.37 % | |||
10Y Bond Yield Spread - Russia vs Main Countries
The Russia 10Y Government Bond has a 6.375% 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.
| Russia 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 668.3 bp | -2.0 | -130.9 | ||
| Japan 10Y | 639.5 bp | -4.9 | -148.6 | ||
| France 10Y | 635.6 bp | -5.2 | -128.1 | ||
| Spain 10Y | 589.8 bp | -16.3 | -125.0 | ||
| United Kingdom 10Y | 562.7 bp | -2.6 | -130.7 | ||
| Australia 10Y | 524.5 bp | +12.7 | -103.2 | ||
| Italy 10Y | 494.5 bp | -32.5 | -32.1 | ||
| Canada 10Y | 477.6 bp | -4.0 | -152.1 | ||
| United States 10Y | 457.8 bp | +4.8 | -105.4 | ||
| China 10Y | 314.5 bp | +5.9 | -135.2 | ||
| India 10Y | -28.7 bp | -16.1 | -111.6 | ||
| Brazil 10Y | -40.8 bp | -29.0 | +6.2 |
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.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 20 years | 6.880% | 26.43 | 37.12 | 58.51 | 79.90 | 101.28 | 122.67 | |
| 15 years | 6.640% | 38.12 | 47.44 | 66.08 | 84.72 | 103.35 | 121.99 | |
| 10 years | 6.375% | 53.90 | 61.13 | 75.60 | 90.06 | 104.52 | 118.98 | |
| 7 years | 6.285% | 65.27 | 70.79 | 81.85 | 92.90 | 103.95 | 115.00 | |
| 5 years | 6.210% | 73.99 | 78.18 | 86.56 | 94.93 | 103.31 | 111.69 | |
| 3 years | 5.915% | 84.16 | 86.84 | 92.20 | 97.55 | 102.90 | 108.26 | |
| 2 years | 5.805% | 89.33 | 91.17 | 94.84 | 98.52 | 102.20 | 105.87 | |
| 1 year | 5.750% | 94.56 | 95.51 | 97.40 | 99.29 | 101.18 | 103.07 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||