Last Update: 3 Apr 2020 16:15 GMT+0
The Russia 10Y Government Bond has a 6.815% yield.
10 Years vs 2 Years bond spread is 44.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 6.00% (last modification in February 2020).
The Russia credit rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 181.06 and implied probability of default is 3.02%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 57 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 29 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 44.5 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 | 6.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 181.06 | +3.30 % | +123.97 % | +39.48 % | 3.02 % |
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 | 5.870% | +1.0 bp | -96.0 bp | ||||||
| 2 months | 5.880% | +3.0 bp | -94.0 bp | ||||||
| 3 months | 5.940% | +10.0 bp | -88.0 bp | ||||||
| 6 months | 6.380% | +53.0 bp | -40.0 bp | ||||||
| 1 year | 5.800% | +36.5 bp | -69.0 bp | 94.52 | -0.35 % | +0.65 % | |||
| 2 years | 6.370% | +75.0 bp | -25.0 bp | 88.38 | -1.41 % | +0.47 % | |||
| 3 years | 6.395% | +70.5 bp | -25.5 bp | 83.03 | -1.97 % | +0.72 % | |||
| 5 years | 6.660% | +74.5 bp | -16.0 bp | 72.44 | -3.45 % | +0.75 % | |||
| 7 years | 6.630% | +63.0 bp | -27.0 bp | 63.80 | -4.07 % | +1.79 % | |||
| 10 years | 6.815% | +65.0 bp | -20.5 bp | 51.72 | -5.93 % | +1.93 % | |||
| 15 years | 6.925% | +50.0 bp | -34.5 bp | 36.63 | -6.79 % | +4.96 % | |||
| 20 years | 7.070% | +36.0 bp | -35.0 bp | 25.51 | -6.49 % | +6.78 % | |||
10Y Bond Yield Spread - Russia vs Main Countries
The Russia 10Y Government Bond has a 6.815% 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 | 725.9 bp | +45.2 | -35.1 | ||
| Japan 10Y | 681.9 bp | +54.8 | -39.5 | ||
| France 10Y | 675.0 bp | +25.8 | -56.1 | ||
| United Kingdom 10Y | 650.5 bp | +72.7 | -4.6 | ||
| United States 10Y | 623.7 bp | +107.1 | +75.3 | ||
| Canada 10Y | 612.1 bp | +92.1 | +34.7 | ||
| Spain 10Y | 608.5 bp | +11.2 | -78.4 | ||
| Australia 10Y | 606.3 bp | +62.3 | -4.7 | ||
| Italy 10Y | 527.7 bp | +10.6 | -91.1 | ||
| China 10Y | 420.5 bp | +83.9 | +34.0 | ||
| India 10Y | 50.9 bp | +68.6 | +9.5 | ||
| Brazil 10Y | -106.7 bp | -64.2 | -109.7 |
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 | 7.070% | 25.51 | 36.04 | 57.12 | 78.19 | 99.26 | 120.34 | |
| 15 years | 6.925% | 36.63 | 45.78 | 64.08 | 82.38 | 100.69 | 118.99 | |
| 10 years | 6.815% | 51.72 | 58.81 | 72.97 | 87.14 | 101.31 | 115.48 | |
| 7 years | 6.630% | 63.80 | 69.26 | 80.18 | 91.10 | 102.02 | 112.94 | |
| 5 years | 6.660% | 72.44 | 76.58 | 84.86 | 93.13 | 101.41 | 109.68 | |
| 3 years | 6.395% | 83.03 | 85.68 | 90.99 | 96.30 | 101.61 | 106.91 | |
| 2 years | 6.370% | 88.38 | 90.21 | 93.85 | 97.50 | 101.15 | 104.80 | |
| 1 year | 5.800% | 94.52 | 95.46 | 97.35 | 99.24 | 101.13 | 103.02 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||