Last Update: 18 Apr 2019 20:15 GMT+0
The Russia 10Y Government Bond has a 8.240% yield.
10 Years vs 2 Years bond spread is 53 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 7.75%.
The Russia rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 126.58 and implied probability of default is 2.11%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 15 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 23 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 53 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-
|
positive |
| DBRS |
-
|
- |
| Russia Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 7.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 126.58 | -3.03 % | +3.30 % | -3.68 % | 2.11 % |
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 | 7.670% | +5.0 bp | +28.0 bp | ||||||
| 2 months | 7.680% | +3.0 bp | +23.0 bp | ||||||
| 3 months | 7.700% | 0.0 bp | +16.0 bp | ||||||
| 6 months | 7.750% | -8.0 bp | -11.0 bp | ||||||
| 1 year | 7.560% | +21.0 bp | +8.0 bp | 92.97 | -0.19 % | -0.08 % | |||
| 2 years | 7.710% | +6.0 bp | -4.0 bp | 86.20 | -0.10 % | +0.08 % | |||
| 3 years | 7.920% | -3.0 bp | -31.0 bp | 79.56 | +0.09 % | +0.86 % | |||
| 5 years | 7.940% | -10.0 bp | -35.0 bp | 68.25 | +0.47 % | +1.64 % | |||
| 7 years | 8.120% | +1.0 bp | -37.0 bp | 57.90 | -0.05 % | +2.42 % | |||
| 10 years | 8.240% | -7.0 bp | -37.0 bp | 45.30 | +0.64 % | +3.47 % | |||
| 15 years | 8.520% | +9.0 bp | -16.0 bp | 29.33 | -1.25 % | +2.23 % | |||
| 20 years | 8.510% | 0.0 bp | -16.0 bp | 19.53 | 0.00 % | +3.01 % | |||
10Y Bond Yield Spread - Russia vs Main Countries
The Russia 10Y Government Bond has a 8.240% 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 | 827.0 bp | -7.6 | -18.6 | ||
| Germany 10Y | 821.4 bp | -1.1 | +1.2 | ||
| France 10Y | 787.4 bp | +1.8 | +7.3 | ||
| Spain 10Y | 717.9 bp | +3.6 | +30.2 | ||
| United Kingdom 10Y | 705.1 bp | -6.4 | -1.8 | ||
| Canada 10Y | 647.4 bp | -12.0 | +36.4 | ||
| Australia 10Y | 631.5 bp | -2.0 | +42.7 | ||
| United States 10Y | 568.0 bp | -2.5 | +25.1 | ||
| Italy 10Y | 562.8 bp | -22.0 | +75.6 | ||
| China 10Y | 485.4 bp | -30.3 | -17.8 | ||
| India 10Y | 82.0 bp | -1.0 | +11.9 | ||
| Brazil 10Y | -72.0 bp | -22.0 | +109.0 |
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.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 20 years | 8.510% | 19.53 | 28.98 | 47.89 | 66.81 | 85.72 | 104.63 | |
| 15 years | 8.520% | 29.33 | 37.63 | 54.22 | 70.80 | 87.39 | 103.98 | |
| 10 years | 8.240% | 45.30 | 51.94 | 65.22 | 78.49 | 91.77 | 105.04 | |
| 7 years | 8.120% | 57.90 | 63.08 | 73.45 | 83.82 | 94.19 | 104.56 | |
| 5 years | 7.940% | 68.25 | 72.25 | 80.24 | 88.24 | 96.24 | 104.24 | |
| 3 years | 7.920% | 79.56 | 82.14 | 87.30 | 92.46 | 97.63 | 102.79 | |
| 2 years | 7.710% | 86.20 | 87.99 | 91.57 | 95.15 | 98.73 | 102.31 | |
| 1 year | 7.560% | 92.97 | 93.90 | 95.76 | 97.62 | 99.48 | 101.34 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||