Last Update: 20 Sep 2020 20:15 GMT+0
The Russia 10Y Government Bond has a 6.170% yield.
10 Years vs 2 Years bond spread is 157.5 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 99.81 and implied probability of default is 1.66%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 58 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 84 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 157.5 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 | 99.81 | +0.30 % | +4.52 % | +37.63 % | 1.66 % |
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 | 4.140% | 0.0 bp | -194.0 bp | ||||||
| 2 months | 4.140% | 0.0 bp | -224.0 bp | ||||||
| 3 months | 4.160% | +2.0 bp | -239.0 bp | ||||||
| 6 months | 4.170% | +1.0 bp | -270.0 bp | ||||||
| 1 year | 4.015% | -7.5 bp | -233.5 bp | 96.14 | +0.07 % | +2.24 % | |||
| 2 years | 4.595% | -1.5 bp | -236.5 bp | 91.41 | +0.03 % | +4.58 % | |||
| 3 years | 4.650% | -6.5 bp | -233.5 bp | 87.25 | +0.18 % | +6.85 % | |||
| 5 years | 5.435% | +8.5 bp | -201.0 bp | 76.75 | -0.40 % | +9.91 % | |||
| 7 years | 5.880% | +13.0 bp | -161.5 bp | 67.04 | -0.84 % | +11.18 % | |||
| 10 years | 6.170% | -0.5 bp | -156.5 bp | 54.95 | +0.04 % | +15.76 % | |||
| 15 years | 6.420% | +7.0 bp | -142.0 bp | 39.32 | -0.98 % | +22.00 % | |||
| 20 years | 6.600% | +17.0 bp | -132.5 bp | 27.85 | -3.16 % | +28.05 % | |||
10Y Bond Yield Spread - Russia vs Main Countries
The Russia 10Y Government Bond has a 6.170% 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 | 665.7 bp | -1.3 | -141.8 | ||
| France 10Y | 639.3 bp | +1.6 | -124.0 | ||
| Japan 10Y | 615.0 bp | -0.1 | -148.0 | ||
| United Kingdom 10Y | 598.7 bp | +3.6 | -119.3 | ||
| Spain 10Y | 588.8 bp | +0.2 | -111.6 | ||
| Canada 10Y | 559.1 bp | -2.3 | -128.1 | ||
| United States 10Y | 547.3 bp | -4.9 | -137.7 | ||
| Australia 10Y | 524.1 bp | -8.3 | -142.5 | ||
| Italy 10Y | 521.0 bp | +0.9 | -89.5 | ||
| China 10Y | 302.1 bp | -13.8 | -195.7 | ||
| India 10Y | 15.6 bp | -1.9 | -132.0 | ||
| Brazil 10Y | -106.9 bp | -28.4 | +22.4 |
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 | 6.600% | 27.85 | 38.78 | 60.65 | 82.51 | 104.37 | 126.24 | |
| 15 years | 6.420% | 39.32 | 48.77 | 67.68 | 86.58 | 105.48 | 124.38 | |
| 10 years | 6.170% | 54.95 | 62.25 | 76.86 | 91.46 | 106.06 | 120.66 | |
| 7 years | 5.880% | 67.04 | 72.64 | 83.85 | 95.07 | 106.28 | 117.49 | |
| 5 years | 5.435% | 76.75 | 81.03 | 89.58 | 98.14 | 106.69 | 115.25 | |
| 3 years | 4.650% | 87.25 | 89.99 | 95.48 | 100.96 | 106.44 | 111.92 | |
| 2 years | 4.595% | 91.41 | 93.28 | 97.02 | 100.76 | 104.50 | 108.24 | |
| 1 year | 4.015% | 96.14 | 97.10 | 99.02 | 100.95 | 102.87 | 104.79 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||