Last Update: 23 Oct 2018 8:15 GMT+0
The Russia 10Y Government Bond has a 8.550% yield.
10 Years vs 2 Years bond spread is 85 bp.
Central Bank Rate is 7.50%.
The Russia rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 146.87 and implied probability of default is 2.45%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB-
|
- |
| Moody's Investors Service |
Ba1
|
positive |
| Fitch Ratings |
BBB-
|
positive |
| DBRS |
-
|
- |
| Russia Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 7.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 146.87 | +1.89 % | -6.78 % | +16.28 % | 2.45 % |
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 | 7.410% | +4.0 bp | +35.0 bp | ||||||
| 2 months | 7.460% | +2.0 bp | +40.0 bp | ||||||
| 3 months | 7.540% | 0.0 bp | +48.0 bp | ||||||
| 6 months | 7.860% | +2.0 bp | +81.0 bp | ||||||
| 1 year | 7.580% | +31.0 bp | +109.0 bp | 92.95 | -0.29 % | -1.02 % | |||
| 2 years | 7.700% | -10.0 bp | +91.0 bp | 86.21 | +0.19 % | -1.69 % | |||
| 3 years | 8.180% | -2.0 bp | +125.0 bp | 78.99 | +0.06 % | -3.42 % | |||
| 5 years | 8.280% | +6.0 bp | +135.0 bp | 67.18 | -0.28 % | -6.08 % | |||
| 7 years | 8.460% | +2.0 bp | +137.0 bp | 56.64 | -0.12 % | -8.51 % | |||
| 10 years | 8.550% | -14.0 bp | +121.0 bp | 44.03 | +1.31 % | -10.60 % | |||
| 15 years | 8.580% | -14.0 bp | +103.0 bp | 29.09 | +1.96 % | -13.32 % | |||
| 20 years | 8.640% | -6.0 bp | +105.0 bp | 19.06 | +1.11 % | -17.67 % | |||
10Y Bond Yield Spread - Russia vs Main Countries
The Russia 10Y Government Bond has a 8.550% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 840.1 bp | -16.0 | +112.2 | ||
| Germany 10Y | 811.9 bp | -11.0 | +141.4 | ||
| France 10Y | 774.8 bp | -16.3 | +125.1 | ||
| United Kingdom 10Y | 705.2 bp | -8.1 | +124.9 | ||
| Spain 10Y | 686.1 bp | -31.6 | +83.0 | ||
| Canada 10Y | 606.5 bp | -19.5 | +108.0 | ||
| Australia 10Y | 587.1 bp | -12.0 | +140.1 | ||
| United States 10Y | 539.4 bp | -22.9 | +103.1 | ||
| Italy 10Y | 509.6 bp | -75.5 | -45.2 | ||
| China 10Y | 494.6 bp | -3.1 | +120.9 | ||
| India 10Y | 64.9 bp | +3.5 | +104.9 | ||
| Brazil 10Y | -166.0 bp | +135.0 | +69.5 |
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 | 8.640% | 19.06 | 28.43 | 47.17 | 65.90 | 84.64 | 103.37 | |
| 15 years | 8.580% | 29.09 | 37.36 | 53.88 | 70.41 | 86.94 | 103.47 | |
| 10 years | 8.550% | 44.03 | 50.57 | 63.67 | 76.76 | 89.85 | 102.95 | |
| 7 years | 8.460% | 56.64 | 61.76 | 72.02 | 82.27 | 92.52 | 102.77 | |
| 5 years | 8.280% | 67.18 | 71.15 | 79.07 | 87.00 | 94.93 | 102.85 | |
| 3 years | 8.180% | 78.99 | 81.56 | 86.69 | 91.83 | 96.97 | 102.11 | |
| 2 years | 7.700% | 86.21 | 88.00 | 91.58 | 95.17 | 98.75 | 102.33 | |
| 1 year | 7.580% | 92.95 | 93.88 | 95.74 | 97.60 | 99.46 | 101.32 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||