Last Update: 25 Jan 2022 3:15 GMT+0
The Russia 10Y Government Bond has a 9.715% yield.
10 Years vs 2 Years bond spread is -22.5 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities.
Central Bank Rate is 8.50% (last modification in December 2021).
The Russia credit rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 202.98 and implied probability of default is 3.38%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 8 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | -6.5 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -22.5 bp | Yield Curve is inverted 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 | 8.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 202.98 | +15.88 % | +62.81 % | +120.39 % | 3.38 % |
Russia 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 | 8.670% | +31.0 bp | +252.0 bp | ||||||
| 2 months | 9.080% | +57.0 bp | +284.0 bp | ||||||
| 3 months | 9.450% | +76.0 bp | +307.0 bp | ||||||
| 6 months | 10.090% | +100.0 bp | +342.0 bp | ||||||
| 1 year | 9.860% | +211.5 bp | +325.0 bp | 91.02 | -1.93 % | -2.96 % | |||
| 2 years | 9.940% | +169.0 bp | +312.5 bp | 82.73 | -3.06 % | -5.61 % | |||
| 3 years | 9.925% | +152.0 bp | +321.5 bp | 75.29 | -4.09 % | -8.52 % | |||
| 5 years | 9.875% | +143.5 bp | +307.5 bp | 62.45 | -6.36 % | -13.23 % | |||
| 7 years | 9.820% | +134.5 bp | +290.5 bp | 51.91 | -8.25 % | -17.10 % | |||
| 10 years | 9.715% | +129.5 bp | +272.5 bp | 39.57 | -11.20 % | -22.23 % | |||
| 15 years | 9.590% | +118.0 bp | +253.5 bp | 25.32 | -14.98 % | -29.61 % | |||
| 20 years | 9.580% | +115.0 bp | +246.0 bp | 16.05 | -19.02 % | -36.49 % | |||
Russia 10Y Bond Yield Spread
The Russia 10Y Government Bond has a 9.715% 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. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Russia 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 982.6 bp | +115.2 bp | +241.6 bp | Compare | |
| Japan 10Y | 958.4 bp | +122.3 bp | +261.4 bp | Compare | |
| France 10Y | 941.4 bp | +111.2 bp | +233.7 bp | Compare | |
| Spain 10Y | 908.4 bp | +118.1 bp | +235.9 bp | Compare | |
| United Kingdom 10Y | 858.6 bp | +108.8 bp | +218.5 bp | Compare | |
| Italy 10Y | 836.3 bp | +106.4 bp | +199.5 bp | Compare | |
| United States 10Y | 794.4 bp | +101.7 bp | +223.5 bp | Compare | |
| Canada 10Y | 789.7 bp | +95.3 bp | +211.5 bp | Compare | |
| Australia 10Y | 775.7 bp | +93.1 bp | +196.9 bp | Compare | |
| China 10Y | 701.3 bp | +143.7 bp | +296.1 bp | Compare | |
| India 10Y | 306.3 bp | +110.5 bp | +223.8 bp | Compare | |
| Brazil 10Y | -139.7 bp | +42.4 bp | +78.1 bp | Compare |
Russia Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 20 years | 9.580% | 16.05 | 24.81 | 42.34 | 59.86 | 77.39 | 94.92 | |
| 15 years | 9.590% | 25.32 | 33.11 | 48.68 | 64.26 | 79.83 | 95.41 | |
| 10 years | 9.715% | 39.57 | 45.79 | 58.23 | 70.67 | 83.11 | 95.55 | |
| 7 years | 9.820% | 51.91 | 56.80 | 66.60 | 76.39 | 86.19 | 95.98 | |
| 5 years | 9.875% | 62.45 | 66.25 | 73.85 | 81.46 | 89.07 | 96.67 | |
| 3 years | 9.925% | 75.29 | 77.78 | 82.76 | 87.74 | 92.72 | 97.70 | |
| 2 years | 9.940% | 82.73 | 84.47 | 87.95 | 91.42 | 94.89 | 98.37 | |
| 1 year | 9.860% | 91.02 | 91.94 | 93.76 | 95.58 | 97.40 | 99.22 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||