Last Update: 26 Nov 2020 17:15 GMT+0
The Russia 10Y Government Bond has a 5.835% yield.
10 Years vs 2 Years bond spread is 137 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 4.25% (last modification in July 2020).
The Russia credit rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 81.29 and implied probability of default is 1.35%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 25.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 74 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 137 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 | 4.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 81.29 | +1.22 % | -11.76 % | +20.02 % | 1.35 % |
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 | 4.170% | -1.0 bp | -113.0 bp | ||||||
| 2 months | 4.150% | -4.0 bp | -89.0 bp | ||||||
| 3 months | 4.150% | -2.0 bp | -70.0 bp | ||||||
| 6 months | 4.160% | -2.0 bp | -50.0 bp | ||||||
| 1 year | 4.210% | +8.5 bp | -37.5 bp | 95.96 | -0.08 % | +0.36 % | |||
| 2 years | 4.465% | -7.5 bp | -20.5 bp | 91.63 | +0.14 % | +0.38 % | |||
| 3 years | 4.560% | -4.5 bp | -17.0 bp | 87.48 | +0.13 % | +0.49 % | |||
| 5 years | 5.205% | -11.5 bp | +13.0 bp | 77.59 | +0.54 % | -0.61 % | |||
| 7 years | 5.580% | -5.0 bp | +31.5 bp | 68.38 | +0.34 % | -2.08 % | |||
| 10 years | 5.835% | -15.5 bp | +31.5 bp | 56.72 | +1.49 % | -2.93 % | |||
| 15 years | 6.230% | -7.5 bp | +47.5 bp | 40.39 | +1.05 % | -6.50 % | |||
| 20 years | 6.380% | 0.0 bp | +44.5 bp | 29.03 | 0.00 % | -8.05 % | |||
10Y Bond Yield Spread - Russia vs Main Countries
The Russia 10Y Government Bond has a 5.835% 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 | 642.5 bp | -14.5 | +46.7 | ||
| France 10Y | 618.7 bp | -10.5 | +67.3 | ||
| Japan 10Y | 581.6 bp | -14.7 | +29.7 | ||
| Spain 10Y | 578.8 bp | -2.4 | +95.8 | ||
| United Kingdom 10Y | 555.4 bp | -15.8 | +25.2 | ||
| Italy 10Y | 527.3 bp | +1.4 | +129.7 | ||
| Canada 10Y | 514.3 bp | -22.0 | +17.3 | ||
| United States 10Y | 495.2 bp | -23.5 | +12.7 | ||
| Australia 10Y | 492.8 bp | -25.7 | +30.7 | ||
| China 10Y | 250.7 bp | -26.2 | -30.9 | ||
| India 10Y | -3.7 bp | -19.3 | +41.8 | ||
| Brazil 10Y | -183.1 bp | -31.9 | -41.3 |
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 | 6.380% | 29.03 | 40.15 | 62.40 | 84.65 | 106.90 | 129.15 | |
| 15 years | 6.230% | 40.39 | 49.96 | 69.10 | 88.23 | 107.37 | 126.50 | |
| 10 years | 5.835% | 56.72 | 64.13 | 78.97 | 93.81 | 108.64 | 123.48 | |
| 7 years | 5.580% | 68.38 | 74.05 | 85.38 | 96.71 | 108.05 | 119.38 | |
| 5 years | 5.205% | 77.59 | 81.90 | 90.51 | 99.12 | 107.73 | 116.34 | |
| 3 years | 4.560% | 87.48 | 90.22 | 95.72 | 101.21 | 106.70 | 112.19 | |
| 2 years | 4.465% | 91.63 | 93.51 | 97.26 | 101.00 | 104.75 | 108.50 | |
| 1 year | 4.210% | 95.96 | 96.92 | 98.84 | 100.76 | 102.68 | 104.60 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||