Last Update: 18 Apr 2019 20:15 GMT+0

The Russia 10Y Government Bond has a 8.240% yield.

10 Years vs 2 Years bond spread is 53 bp.
Normal Convexity in Long-Term vs Short-Term Maturities

Central Bank Rate is 7.75%.

The Russia rating is BBB-, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 126.58 and implied probability of default is 2.11%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 15 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 23 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 53 bp Normal Convexity in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
BBB-
-
Moody's Investors Service
Baa3
-
Fitch Ratings
BBB-
positive
DBRS
-
-
Russia Credit Ratings History
Interest Rates
Central Bank Rate 7.75%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 126.58 -3.03 % +3.30 % -3.68 % 2.11 %

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.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 month 7.670% +5.0 bp +28.0 bp
2 months 7.680% +3.0 bp +23.0 bp
3 months 7.700% 0.0 bp +16.0 bp
6 months 7.750% -8.0 bp -11.0 bp
1 year 7.560% +21.0 bp +8.0 bp 92.97 -0.19 % -0.08 %
2 years 7.710% +6.0 bp -4.0 bp 86.20 -0.10 % +0.08 %
3 years 7.920% -3.0 bp -31.0 bp 79.56 +0.09 % +0.86 %
5 years 7.940% -10.0 bp -35.0 bp 68.25 +0.47 % +1.64 %
7 years 8.120% +1.0 bp -37.0 bp 57.90 -0.05 % +2.42 %
10 years 8.240% -7.0 bp -37.0 bp 45.30 +0.64 % +3.47 %
15 years 8.520% +9.0 bp -16.0 bp 29.33 -1.25 % +2.23 %
20 years 8.510% 0.0 bp -16.0 bp 19.53 0.00 % +3.01 %

10Y Bond Yield Spread - Russia vs Main Countries

The Russia 10Y Government Bond has a 8.240% 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.

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Russia 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Japan 10Y 827.0 bp -7.6 -18.6
Germany 10Y 821.4 bp -1.1 +1.2
France 10Y 787.4 bp +1.8 +7.3
Spain 10Y 717.9 bp +3.6 +30.2
United Kingdom 10Y 705.1 bp -6.4 -1.8
Canada 10Y 647.4 bp -12.0 +36.4
Australia 10Y 631.5 bp -2.0 +42.7
United States 10Y 568.0 bp -2.5 +25.1
Italy 10Y 562.8 bp -22.0 +75.6
China 10Y 485.4 bp -30.3 -17.8
India 10Y 82.0 bp -1.0 +11.9
Brazil 10Y -72.0 bp -22.0 +109.0

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.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
20 years 8.510% 19.53 28.98 47.89 66.81 85.72 104.63
15 years 8.520% 29.33 37.63 54.22 70.80 87.39 103.98
10 years 8.240% 45.30 51.94 65.22 78.49 91.77 105.04
7 years 8.120% 57.90 63.08 73.45 83.82 94.19 104.56
5 years 7.940% 68.25 72.25 80.24 88.24 96.24 104.24
3 years 7.920% 79.56 82.14 87.30 92.46 97.63 102.79
2 years 7.710% 86.20 87.99 91.57 95.15 98.73 102.31
1 year 7.560% 92.97 93.90 95.76 97.62 99.48 101.34
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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