Last Update: 3 Apr 2020 16:15 GMT+0

The Russia 10Y Government Bond has a 6.815% yield.

10 Years vs 2 Years bond spread is 44.5 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 6.00% (last modification in February 2020).

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

Current 5-Years Credit Default Swap quotation is 181.06 and implied probability of default is 3.02%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 57 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 29 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 44.5 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
-
DBRS
-
-
Russia Credit Ratings History
Interest Rates
Central Bank Rate 6.00%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 181.06 +3.30 % +123.97 % +39.48 % 3.02 %

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 5.870% +1.0 bp -96.0 bp
2 months 5.880% +3.0 bp -94.0 bp
3 months 5.940% +10.0 bp -88.0 bp
6 months 6.380% +53.0 bp -40.0 bp
1 year 5.800% +36.5 bp -69.0 bp 94.52 -0.35 % +0.65 %
2 years 6.370% +75.0 bp -25.0 bp 88.38 -1.41 % +0.47 %
3 years 6.395% +70.5 bp -25.5 bp 83.03 -1.97 % +0.72 %
5 years 6.660% +74.5 bp -16.0 bp 72.44 -3.45 % +0.75 %
7 years 6.630% +63.0 bp -27.0 bp 63.80 -4.07 % +1.79 %
10 years 6.815% +65.0 bp -20.5 bp 51.72 -5.93 % +1.93 %
15 years 6.925% +50.0 bp -34.5 bp 36.63 -6.79 % +4.96 %
20 years 7.070% +36.0 bp -35.0 bp 25.51 -6.49 % +6.78 %

10Y Bond Yield Spread - Russia vs Main Countries

The Russia 10Y Government Bond has a 6.815% 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
Germany 10Y 725.9 bp +45.2 -35.1
Japan 10Y 681.9 bp +54.8 -39.5
France 10Y 675.0 bp +25.8 -56.1
United Kingdom 10Y 650.5 bp +72.7 -4.6
United States 10Y 623.7 bp +107.1 +75.3
Canada 10Y 612.1 bp +92.1 +34.7
Spain 10Y 608.5 bp +11.2 -78.4
Australia 10Y 606.3 bp +62.3 -4.7
Italy 10Y 527.7 bp +10.6 -91.1
China 10Y 420.5 bp +83.9 +34.0
India 10Y 50.9 bp +68.6 +9.5
Brazil 10Y -106.7 bp -64.2 -109.7

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 7.070% 25.51 36.04 57.12 78.19 99.26 120.34
15 years 6.925% 36.63 45.78 64.08 82.38 100.69 118.99
10 years 6.815% 51.72 58.81 72.97 87.14 101.31 115.48
7 years 6.630% 63.80 69.26 80.18 91.10 102.02 112.94
5 years 6.660% 72.44 76.58 84.86 93.13 101.41 109.68
3 years 6.395% 83.03 85.68 90.99 96.30 101.61 106.91
2 years 6.370% 88.38 90.21 93.85 97.50 101.15 104.80
1 year 5.800% 94.52 95.46 97.35 99.24 101.13 103.02
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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