Last Update: 21 Oct 2019 0:15 GMT+0

The Russia 10Y Government Bond has a 6.570% yield.

10 Years vs 2 Years bond spread is 38 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 7.00% (last modification in September 2019).

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

Current 5-Years Credit Default Swap quotation is 75.20 and implied probability of default is 1.25%.

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Yield Comparison Spread Curve Convexity
2Y vs 1Y 14 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 17 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 38 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 7.00%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 75.20 -9.91 % +3.70 % -49.49 % 1.25 %

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 6.690% -17.0 bp -98.0 bp
2 months 6.640% -23.0 bp -104.0 bp
3 months 6.590% -27.0 bp -110.0 bp
6 months 6.550% -29.0 bp -120.0 bp
1 year 6.050% -54.0 bp -150.0 bp 94.30 +0.51 % +1.42 %
2 years 6.190% -43.0 bp -151.0 bp 88.68 +0.81 % +2.87 %
3 years 6.220% -45.0 bp -170.0 bp 83.44 +1.27 % +4.88 %
5 years 6.360% -45.0 bp -160.0 bp 73.47 +2.13 % +7.76 %
7 years 6.465% -40.5 bp -166.5 bp 64.50 +2.69 % +11.48 %
10 years 6.570% -44.0 bp -167.0 bp 52.92 +4.19 % +16.82 %
15 years 6.825% -43.5 bp -169.5 bp 37.15 +6.29 % +26.66 %
20 years 7.050% -38.0 bp -144.0 bp 25.60 +7.34 % +30.61 %

10Y Bond Yield Spread - Russia vs Main Countries

The Russia 10Y Government Bond has a 6.570% 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 695.3 bp -58.2 -126.4
Japan 10Y 671.3 bp -51.2 -155.4
France 10Y 665.1 bp -58.0 -121.9
Spain 10Y 632.8 bp -43.0 -85.1
United Kingdom 10Y 586.1 bp -52.5 -118.0
Italy 10Y 554.8 bp -53.1 -9.5
Australia 10Y 544.2 bp -54.6 -87.5
Canada 10Y 502.0 bp -60.3 -145.4
United States 10Y 483.0 bp -45.8 -85.0
China 10Y 337.2 bp -52.0 -147.8
Brazil 10Y 3.5 bp +10.5 +75.5
India 10Y -23.6 bp -46.4 -105.6

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 7.050% 25.60 36.15 57.26 78.37 99.47 120.58
15 years 6.825% 37.15 46.35 64.77 83.19 101.61 120.03
10 years 6.570% 52.92 60.09 74.42 88.75 103.08 117.41
7 years 6.465% 64.50 69.99 80.97 91.96 102.94 113.92
5 years 6.360% 73.47 77.64 85.98 94.33 102.67 111.01
3 years 6.220% 83.44 86.10 91.43 96.75 102.08 107.40
2 years 6.190% 88.68 90.51 94.17 97.82 101.48 105.14
1 year 6.050% 94.30 95.24 97.12 99.01 100.90 102.78
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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