Last Update: 21 Oct 2019 0:15 GMT+0
The Russia 10Y Government Bond has a 6.570% yield.
10 Years vs 2 Years bond spread is 38 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 7.00% (last modification in September 2019).
The Russia credit rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 75.20 and implied probability of default is 1.25%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 14 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 17 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 38 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 | 7.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 75.20 | -9.91 % | +3.70 % | -49.49 % | 1.25 % |
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 | 6.690% | -17.0 bp | -98.0 bp | ||||||
| 2 months | 6.640% | -23.0 bp | -104.0 bp | ||||||
| 3 months | 6.590% | -27.0 bp | -110.0 bp | ||||||
| 6 months | 6.550% | -29.0 bp | -120.0 bp | ||||||
| 1 year | 6.050% | -54.0 bp | -150.0 bp | 94.30 | +0.51 % | +1.42 % | |||
| 2 years | 6.190% | -43.0 bp | -151.0 bp | 88.68 | +0.81 % | +2.87 % | |||
| 3 years | 6.220% | -45.0 bp | -170.0 bp | 83.44 | +1.27 % | +4.88 % | |||
| 5 years | 6.360% | -45.0 bp | -160.0 bp | 73.47 | +2.13 % | +7.76 % | |||
| 7 years | 6.465% | -40.5 bp | -166.5 bp | 64.50 | +2.69 % | +11.48 % | |||
| 10 years | 6.570% | -44.0 bp | -167.0 bp | 52.92 | +4.19 % | +16.82 % | |||
| 15 years | 6.825% | -43.5 bp | -169.5 bp | 37.15 | +6.29 % | +26.66 % | |||
| 20 years | 7.050% | -38.0 bp | -144.0 bp | 25.60 | +7.34 % | +30.61 % | |||
10Y Bond Yield Spread - Russia vs Main Countries
The Russia 10Y Government Bond has a 6.570% 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 | 695.3 bp | -58.2 | -126.4 | ||
| Japan 10Y | 671.3 bp | -51.2 | -155.4 | ||
| France 10Y | 665.1 bp | -58.0 | -121.9 | ||
| Spain 10Y | 632.8 bp | -43.0 | -85.1 | ||
| United Kingdom 10Y | 586.1 bp | -52.5 | -118.0 | ||
| Italy 10Y | 554.8 bp | -53.1 | -9.5 | ||
| Australia 10Y | 544.2 bp | -54.6 | -87.5 | ||
| Canada 10Y | 502.0 bp | -60.3 | -145.4 | ||
| United States 10Y | 483.0 bp | -45.8 | -85.0 | ||
| China 10Y | 337.2 bp | -52.0 | -147.8 | ||
| Brazil 10Y | 3.5 bp | +10.5 | +75.5 | ||
| India 10Y | -23.6 bp | -46.4 | -105.6 |
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 | 7.050% | 25.60 | 36.15 | 57.26 | 78.37 | 99.47 | 120.58 | |
| 15 years | 6.825% | 37.15 | 46.35 | 64.77 | 83.19 | 101.61 | 120.03 | |
| 10 years | 6.570% | 52.92 | 60.09 | 74.42 | 88.75 | 103.08 | 117.41 | |
| 7 years | 6.465% | 64.50 | 69.99 | 80.97 | 91.96 | 102.94 | 113.92 | |
| 5 years | 6.360% | 73.47 | 77.64 | 85.98 | 94.33 | 102.67 | 111.01 | |
| 3 years | 6.220% | 83.44 | 86.10 | 91.43 | 96.75 | 102.08 | 107.40 | |
| 2 years | 6.190% | 88.68 | 90.51 | 94.17 | 97.82 | 101.48 | 105.14 | |
| 1 year | 6.050% | 94.30 | 95.24 | 97.12 | 99.01 | 100.90 | 102.78 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||