Last Update: 22 Sep 2021 20:15 GMT+0
The Russia 10Y Government Bond has a 7.160% yield.
10 Years vs 2 Years bond spread is 12 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 6.75% (last modification in September 2021).
The Russia credit rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 85.26 and implied probability of default is 1.42%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 13.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 1.5 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 12 bp | Yield Curve is flat 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 | 6.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 85.26 | +10.33 % | -2.74 % | -26.94 % | 1.42 % |
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 | 6.660% | +22.0 bp | +215.0 bp | ||||||
| 2 months | 6.770% | +23.0 bp | +219.0 bp | ||||||
| 3 months | 6.850% | +25.0 bp | +221.0 bp | ||||||
| 6 months | 7.090% | +28.0 bp | +220.0 bp | ||||||
| 1 year | 6.905% | +33.5 bp | +206.0 bp | 93.54 | -0.32 % | -1.93 % | |||
| 2 years | 7.040% | +27.5 bp | +143.0 bp | 87.28 | -0.51 % | -2.65 % | |||
| 3 years | 7.095% | +26.5 bp | +151.0 bp | 81.41 | -0.74 % | -4.18 % | |||
| 5 years | 7.055% | +23.0 bp | +46.5 bp | 71.12 | -1.06 % | -2.15 % | |||
| 7 years | 7.070% | +17.5 bp | +11.5 bp | 61.99 | -1.13 % | -0.75 % | |||
| 10 years | 7.160% | +21.0 bp | +4.5 bp | 50.08 | -1.94 % | -0.42 % | |||
| 15 years | 7.310% | +17.5 bp | +4.0 bp | 34.71 | -2.42 % | -0.54 % | |||
| 20 years | 7.385% | +15.5 bp | +22.5 bp | 24.05 | -2.87 % | -4.11 % | |||
Russia 10Y Bond Yield Spread
The Russia 10Y Government Bond has a 7.160% 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 | 748.7 bp | +4.2 bp | +6.3 bp | Compare | |
| France 10Y | 715.3 bp | +5.5 bp | -1.9 bp | Compare | |
| Japan 10Y | 712.8 bp | +18.4 bp | +9.0 bp | Compare | |
| Spain 10Y | 684.8 bp | +11.0 bp | +7.0 bp | Compare | |
| Italy 10Y | 649.6 bp | +9.3 bp | +2.6 bp | Compare | |
| United Kingdom 10Y | 636.1 bp | -6.3 bp | +6.3 bp | Compare | |
| Canada 10Y | 594.4 bp | +13.7 bp | +39.0 bp | Compare | |
| Australia 10Y | 591.4 bp | +3.3 bp | +55.8 bp | Compare | |
| United States 10Y | 585.3 bp | +15.8 bp | +43.3 bp | Compare | |
| China 10Y | 427.8 bp | +19.6 bp | +41.9 bp | Compare | |
| India 10Y | 102.2 bp | +30.6 bp | +8.7 bp | Compare | |
| Brazil 10Y | -361.1 bp | +2.1 bp | -205.1 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 | 7.385% | 24.05 | 34.33 | 54.90 | 75.47 | 96.04 | 116.61 | |
| 15 years | 7.310% | 34.71 | 43.64 | 61.50 | 79.37 | 97.23 | 115.10 | |
| 10 years | 7.160% | 50.08 | 57.05 | 71.00 | 84.94 | 98.88 | 112.83 | |
| 7 years | 7.070% | 61.99 | 67.37 | 78.12 | 88.87 | 99.62 | 110.38 | |
| 5 years | 7.055% | 71.12 | 75.21 | 83.40 | 91.59 | 99.77 | 107.96 | |
| 3 years | 7.095% | 81.41 | 84.03 | 89.27 | 94.51 | 99.75 | 104.99 | |
| 2 years | 7.040% | 87.28 | 89.09 | 92.70 | 96.31 | 99.93 | 103.54 | |
| 1 year | 6.905% | 93.54 | 94.48 | 96.35 | 98.22 | 100.09 | 101.96 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||