Last Update: 3 Mar 2021 23:15 GMT+0
The Russia 10Y Government Bond has a 6.635% yield.
10 Years vs 2 Years bond spread is 158.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 4.25% (last modification in July 2020).
The Russia credit rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 88.15 and implied probability of default is 1.47%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 64 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 108.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 158.5 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 | 4.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 88.15 | +2.30 % | -10.07 % | +18.12 % | 1.47 % |
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 | 4.210% | 0.0 bp | +7.0 bp | ||||||
| 2 months | 4.220% | 0.0 bp | +7.0 bp | ||||||
| 3 months | 4.250% | +2.0 bp | +10.0 bp | ||||||
| 6 months | 4.380% | +10.0 bp | +21.0 bp | ||||||
| 1 year | 4.410% | +34.5 bp | +32.5 bp | 95.78 | -0.32 % | -0.31 % | |||
| 2 years | 5.050% | +47.0 bp | +47.0 bp | 90.62 | -0.89 % | -0.89 % | |||
| 3 years | 5.125% | +43.5 bp | +49.0 bp | 86.08 | -1.23 % | -1.39 % | |||
| 5 years | 6.135% | +51.5 bp | +74.5 bp | 74.25 | -2.41 % | -3.46 % | |||
| 7 years | 6.370% | +33.5 bp | +57.5 bp | 64.90 | -2.19 % | -3.72 % | |||
| 10 years | 6.635% | +34.5 bp | +49.0 bp | 52.60 | -3.18 % | -4.50 % | |||
| 15 years | 6.875% | +16.5 bp | +48.0 bp | 36.89 | -2.28 % | -6.51 % | |||
| 20 years | 6.980% | +27.0 bp | +42.5 bp | 25.94 | -4.91 % | -7.65 % | |||
10Y Bond Yield Spread - Russia vs Main Countries
The Russia 10Y Government Bond has a 6.635% 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 | 693.2 bp | +18.6 | +32.1 | ||
| France 10Y | 668.0 bp | +15.1 | +36.5 | ||
| Japan 10Y | 652.1 bp | +28.5 | +41.3 | ||
| Spain 10Y | 631.4 bp | +14.5 | +52.4 | ||
| Italy 10Y | 587.9 bp | +13.3 | +81.2 | ||
| United Kingdom 10Y | 585.7 bp | +1.3 | -1.8 | ||
| Canada 10Y | 521.6 bp | -11.0 | -33.3 | ||
| United States 10Y | 515.1 bp | -0.3 | -27.3 | ||
| Australia 10Y | 486.7 bp | -18.5 | -32.1 | ||
| China 10Y | 335.6 bp | +32.1 | +34.9 | ||
| India 10Y | 39.7 bp | +18.1 | +18.2 | ||
| Brazil 10Y | -197.6 bp | -89.0 | -145.0 |
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 | 6.980% | 25.94 | 36.55 | 57.77 | 78.99 | 100.21 | 121.43 | |
| 15 years | 6.875% | 36.89 | 46.07 | 64.43 | 82.79 | 101.15 | 119.51 | |
| 10 years | 6.635% | 52.60 | 59.75 | 74.03 | 88.32 | 102.61 | 116.89 | |
| 7 years | 6.370% | 64.90 | 70.41 | 81.43 | 92.45 | 103.47 | 114.49 | |
| 5 years | 6.135% | 74.25 | 78.45 | 86.84 | 95.24 | 103.63 | 112.02 | |
| 3 years | 5.125% | 86.08 | 88.79 | 94.23 | 99.66 | 105.09 | 110.53 | |
| 2 years | 5.050% | 90.62 | 92.47 | 96.19 | 99.91 | 103.62 | 107.34 | |
| 1 year | 4.410% | 95.78 | 96.73 | 98.65 | 100.57 | 102.48 | 104.40 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||