COUNTRY • RUSSIA
Last Update: 3 Oct 2022 14:15 GMT+0

The Russia 10Y Government Bond has a 10.000% yield.

10 Years vs 2 Years bond spread is -88 bp.
Yield Curve is inverted in Long-Term vs Short-Term Maturities.

Central Bank Rate is 7.50% (last modification in September 2022).

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

Current 5-Years Credit Default Swap quotation is 13,775.17 and implied probability of default is 100.00%.

If data are not all visible, swipe table left
Residual
Maturity
Yield ZC Price Last
Change
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 month 20.300% 0.0 bp 0.0 bp 14 Mar
2 months 21.430% 0.0 bp 0.0 bp 14 Mar
3 months 22.310% 0.0 bp 0.0 bp 14 Mar
6 months 23.420% 0.0 bp 0.0 bp 14 Mar
1 year 9.760% +152.0 bp -400.0 bp 91.11 -1.39 % +3.65 % 03 Oct
2 years 10.880% +153.0 bp -168.5 bp 81.34 -2.74 % +3.07 % 03 Oct
3 years 9.305% +117.5 bp -331.5 bp 76.57 -3.20 % +9.37 % 03 Oct
5 years 10.885% +199.5 bp -67.5 bp 59.65 -8.68 % +3.08 % 03 Oct
7 years 10.595% +171.5 bp -121.5 bp 49.41 -10.38 % +7.93 % 03 Oct
10 years 10.000% +65.0 bp -126.0 bp 38.55 -5.77 % +12.06 % 03 Oct
15 years 10.745% +165.5 bp -74.5 bp 21.63 -20.24 % +10.58 % 03 Oct
20 years 10.995% +170.5 bp -33.0 bp 12.41 -26.65 % +6.07 % 03 Oct
Last Update: 3 Oct 2022 14:15 GMT+0

Russia Yield Curve Analysis

Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases. For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive. If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
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Residual
Maturity
Yield Spread vs Bond Spread vs
Central Bank
Rate (7.50%)
1 year 2 years 5 years
10 years 10.000% 250.0 bp
5 years 10.885%
338.5 bp
2 years 10.880%
338.0 bp
1 year 9.760%
226.0 bp
Focusing on 2 years Government Bond:
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2Y vs 1Y 112 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 0.5 bp Yield Curve is flat in Mid-Term vs Short-Term Maturities
10Y vs 2Y -88 bp Yield Curve is inverted in Long-Term vs Short-Term Maturities

Russia Credit Ratings

A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation). For a deeper analysis of credit ratings, click here Russia Credit Ratings History
Rating Agency Rating Outlook
Standard & Poor's
NR
-
Moody's Investors Service
NR
-
Fitch Ratings
NR
-
DBRS
-
-

Russia Interest Rates

A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
Interest Rates Value
Central Bank Rate 7.50%

Russia Credit Default Swaps

The term credit default swap (CDS) refers to a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who agrees to reimburse the lender in the case the borrower defaults.
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD(*)
5 Years CDS 13,775.17 0.00 % 0.00 % +15521.65 % 100.00 %
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

Russia 10Y Bond Yield Spread

The Russia 10Y Government Bond has a 10.000% yield. Click on Spread value for the historical serie.

A positive spread, marked by , 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.
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Russia 10Y vs Current Spread Chg 1M Chg 6M
Japan 10Y 975.0 bp +63.7 bp -129.2 bp Compare
Germany 10Y 805.7 bp +21.5 bp -264.5 bp Compare
France 10Y 745.4 bp +23.9 bp -277.8 bp Compare
China 10Y 721.8 bp +50.4 bp -122.0 bp Compare
Spain 10Y 688.7 bp +21.2 bp -288.5 bp Compare
Canada 10Y 688.6 bp +63.1 bp -192.3 bp Compare
United States 10Y 636.3 bp +20.6 bp -250.8 bp Compare
Australia 10Y 611.3 bp +40.3 bp -231.3 bp Compare
United Kingdom 10Y 597.4 bp -47.5 bp -366.4 bp Compare
Italy 10Y 571.0 bp +16.1 bp -345.3 bp Compare
India 10Y 253.2 bp +41.4 bp -188.5 bp Compare
Brazil 10Y -196.3 bp +71.1 bp -225.1 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.
Click on for a forecast of the yield.
If data are not all visible, swipe table left
Residual
Maturity
Yield Bond Price - with different Coupon Rates Fx
0% 1% 3% 5% 7% 9%
20 years 10.995% 12.41 20.38 36.31 52.24 68.18 84.11
15 years 10.745% 21.63 28.93 43.51 58.10 72.69 87.27
10 years 10.000% 38.55 44.70 56.99 69.28 81.57 93.86
7 years 10.595% 49.41 54.19 63.74 73.29 82.84 92.38
5 years 10.885% 59.65 63.36 70.77 78.19 85.60 93.01
3 years 9.305% 76.57 79.09 84.13 89.16 94.20 99.23
2 years 10.880% 81.34 83.05 86.48 89.91 93.34 96.78
1 year 9.760% 91.11 92.02 93.84 95.66 97.49 99.31
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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