Last Update: 12 Jul 2020 22:15 GMT+0
The Russia 10Y Government Bond has a 5.785% yield.
10 Years vs 2 Years bond spread is 127 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 4.50% (last modification in June 2020).
The Russia credit rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 101.21 and implied probability of default is 1.69%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 49 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 62.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 127 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 | 4.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 101.21 | +6.42 % | +17.69 % | -4.81 % | 1.69 % |
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 | 4.280% | -79.0 bp | -182.0 bp | ||||||
| 2 months | 4.270% | -61.0 bp | -182.0 bp | ||||||
| 3 months | 4.230% | -51.0 bp | -186.0 bp | ||||||
| 6 months | 4.210% | -37.0 bp | -188.0 bp | ||||||
| 1 year | 4.025% | -9.5 bp | -152.5 bp | 96.13 | +0.09 % | +1.47 % | |||
| 2 years | 4.515% | -19.5 bp | -111.5 bp | 91.55 | +0.37 % | +2.15 % | |||
| 3 years | 4.545% | -12.5 bp | -104.5 bp | 87.52 | +0.37 % | +3.04 % | |||
| 5 years | 5.140% | -2.0 bp | -73.5 bp | 77.83 | +0.09 % | +3.54 % | |||
| 7 years | 5.495% | +11.0 bp | -54.0 bp | 68.77 | -0.72 % | +3.65 % | |||
| 10 years | 5.785% | +16.5 bp | -35.0 bp | 56.98 | -1.55 % | +3.36 % | |||
| 15 years | 6.065% | +10.0 bp | -28.5 bp | 41.34 | -1.41 % | +4.10 % | |||
| 20 years | 6.260% | +18.5 bp | -38.0 bp | 29.69 | -3.42 % | +7.42 % | |||
10Y Bond Yield Spread - Russia vs Main Countries
The Russia 10Y Government Bond has a 5.785% 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 | 625.0 bp | +19.1 | -12.3 | ||
| France 10Y | 593.1 bp | +26.9 | -16.0 | ||
| Japan 10Y | 577.3 bp | +16.0 | -35.3 | ||
| United Kingdom 10Y | 563.8 bp | +22.4 | +27.7 | ||
| Spain 10Y | 537.4 bp | +34.8 | -32.3 | ||
| Canada 10Y | 523.7 bp | +14.9 | +69.4 | ||
| United States 10Y | 514.2 bp | +23.2 | +82.7 | ||
| Australia 10Y | 489.0 bp | +16.3 | -1.2 | ||
| Italy 10Y | 450.3 bp | +29.1 | -30.8 | ||
| China 10Y | 265.1 bp | -18.6 | -34.1 | ||
| India 10Y | 2.5 bp | +20.1 | +47.5 | ||
| Brazil 10Y | -54.8 bp | +39.8 | +5.9 |
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 | 6.260% | 29.69 | 40.92 | 63.38 | 85.85 | 108.31 | 130.77 | |
| 15 years | 6.065% | 41.34 | 51.02 | 70.36 | 89.70 | 109.04 | 128.38 | |
| 10 years | 5.785% | 56.98 | 64.42 | 79.29 | 94.16 | 109.03 | 123.91 | |
| 7 years | 5.495% | 68.77 | 74.45 | 85.82 | 97.19 | 108.55 | 119.92 | |
| 5 years | 5.140% | 77.83 | 82.15 | 90.77 | 99.40 | 108.02 | 116.65 | |
| 3 years | 4.545% | 87.52 | 90.26 | 95.76 | 101.25 | 106.74 | 112.24 | |
| 2 years | 4.515% | 91.55 | 93.42 | 97.16 | 100.91 | 104.65 | 108.40 | |
| 1 year | 4.025% | 96.13 | 97.09 | 99.01 | 100.94 | 102.86 | 104.78 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||