Last Update: 20 Aug 2019 0:15 GMT+0
The Russia 10Y Government Bond has a 7.350% yield.
10 Years vs 2 Years bond spread is 32 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 7.25%.
The Russia rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 96.82 and implied probability of default is 1.61%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 13 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 11 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 32 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 | 7.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 96.82 | -11.84 % | -5.17 % | -40.48 % | 1.61 % |
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 | 7.120% | -18.0 bp | -52.0 bp | ||||||
| 2 months | 7.110% | -13.0 bp | -62.0 bp | ||||||
| 3 months | 7.100% | -9.0 bp | -68.0 bp | ||||||
| 6 months | 7.110% | -4.0 bp | -87.0 bp | ||||||
| 1 year | 6.900% | -5.0 bp | -63.0 bp | 93.55 | +0.05 % | +0.59 % | |||
| 2 years | 7.030% | -3.0 bp | -72.0 bp | 87.29 | +0.05 % | +1.35 % | |||
| 3 years | 7.070% | -3.0 bp | -82.0 bp | 81.47 | +0.09 % | +2.31 % | |||
| 5 years | 7.140% | -7.0 bp | -97.0 bp | 70.83 | +0.33 % | +4.61 % | |||
| 7 years | 7.240% | -9.0 bp | -96.0 bp | 61.31 | +0.59 % | +6.44 % | |||
| 10 years | 7.350% | 0.0 bp | -97.0 bp | 49.20 | 0.00 % | +9.41 % | |||
| 15 years | 7.510% | 0.0 bp | -98.0 bp | 33.75 | 0.00 % | +14.60 % | |||
| 20 years | 7.760% | -6.0 bp | -80.0 bp | 22.43 | +1.13 % | +15.92 % | |||
10Y Bond Yield Spread - Russia vs Main Countries
The Russia 10Y Government Bond has a 7.350% 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 | 799.6 bp | +32.2 | -22.4 | ||
| France 10Y | 771.2 bp | +29.1 | -7.6 | ||
| Japan 10Y | 757.4 bp | +9.9 | -78.2 | ||
| Spain 10Y | 720.3 bp | +24.0 | +8.5 | ||
| United Kingdom 10Y | 686.6 bp | +25.3 | -27.6 | ||
| Australia 10Y | 640.7 bp | +41.3 | +18.7 | ||
| Canada 10Y | 616.2 bp | +32.1 | -26.2 | ||
| Italy 10Y | 586.9 bp | +12.7 | +44.4 | ||
| United States 10Y | 575.6 bp | +46.3 | +7.7 | ||
| China 10Y | 430.9 bp | +13.2 | -86.6 | ||
| India 10Y | 76.9 bp | -22.0 | -0.6 | ||
| Brazil 10Y | 7.0 bp | +4.5 | +64.0 |
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 | 7.760% | 22.43 | 32.43 | 52.42 | 72.41 | 92.40 | 112.40 | |
| 15 years | 7.510% | 33.75 | 42.57 | 60.21 | 77.86 | 95.50 | 113.14 | |
| 10 years | 7.350% | 49.20 | 56.11 | 69.94 | 83.76 | 97.58 | 111.40 | |
| 7 years | 7.240% | 61.31 | 66.65 | 77.34 | 88.03 | 98.72 | 109.41 | |
| 5 years | 7.140% | 70.83 | 74.92 | 83.09 | 91.26 | 99.43 | 107.60 | |
| 3 years | 7.070% | 81.47 | 84.09 | 89.33 | 94.57 | 99.82 | 105.06 | |
| 2 years | 7.030% | 87.29 | 89.10 | 92.72 | 96.33 | 99.95 | 103.56 | |
| 1 year | 6.900% | 93.55 | 94.48 | 96.35 | 98.22 | 100.09 | 101.96 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||