Last Update: 18 Jun 2019 18:15 GMT+0
The Russia 10Y Government Bond has a 7.560% yield.
10 Years vs 2 Years bond spread is 34 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 7.50%.
The Russia rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 119.16 and implied probability of default is 1.99%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 12 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 24 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 34 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-
|
positive |
| DBRS |
-
|
- |
| Russia Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 7.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 119.16 | -1.01 % | -4.93 % | -17.79 % | 1.99 % |
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 | 7.480% | -15.0 bp | -17.0 bp | ||||||
| 2 months | 7.500% | -14.0 bp | -19.0 bp | ||||||
| 3 months | 7.490% | -16.0 bp | -24.0 bp | ||||||
| 6 months | 7.460% | -23.0 bp | -52.0 bp | ||||||
| 1 year | 7.100% | -14.0 bp | -76.0 bp | 93.37 | +0.13 % | +0.71 % | |||
| 2 years | 7.220% | -18.0 bp | -80.0 bp | 86.99 | +0.35 % | +1.51 % | |||
| 3 years | 7.310% | -42.0 bp | -102.0 bp | 80.92 | +1.18 % | +2.87 % | |||
| 5 years | 7.460% | -33.0 bp | -97.0 bp | 69.79 | +1.56 % | +4.60 % | |||
| 7 years | 7.550% | -41.0 bp | -105.0 bp | 60.08 | +2.70 % | +7.04 % | |||
| 10 years | 7.560% | -48.0 bp | -122.0 bp | 48.25 | +4.55 % | +11.95 % | |||
| 15 years | 7.660% | -62.0 bp | -120.0 bp | 33.05 | +9.00 % | +18.08 % | |||
| 20 years | 7.980% | -43.0 bp | -87.0 bp | 21.53 | +8.25 % | +17.39 % | |||
10Y Bond Yield Spread - Russia vs Main Countries
The Russia 10Y Government Bond has a 7.560% 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 | 787.9 bp | -26.7 | -66.1 | ||
| Japan 10Y | 769.4 bp | -40.2 | -106.3 | ||
| France 10Y | 754.6 bp | -20.8 | -52.5 | ||
| Spain 10Y | 716.2 bp | +0.5 | -23.3 | ||
| United Kingdom 10Y | 675.2 bp | -25.0 | -74.8 | ||
| Australia 10Y | 620.3 bp | -19.8 | -18.0 | ||
| Canada 10Y | 613.4 bp | -21.7 | -63.1 | ||
| United States 10Y | 550.2 bp | -14.5 | -45.2 | ||
| Italy 10Y | 543.9 bp | +7.9 | -41.4 | ||
| China 10Y | 430.1 bp | -45.6 | -107.0 | ||
| India 10Y | 75.2 bp | +7.4 | -68.3 | ||
| Brazil 10Y | -33.0 bp | +73.0 | +61.0 |
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 | 7.980% | 21.53 | 31.37 | 51.03 | 70.70 | 90.36 | 110.03 | |
| 15 years | 7.660% | 33.05 | 41.79 | 59.27 | 76.75 | 94.23 | 111.71 | |
| 10 years | 7.560% | 48.25 | 55.09 | 68.79 | 82.48 | 96.17 | 109.86 | |
| 7 years | 7.550% | 60.08 | 65.37 | 75.94 | 86.52 | 97.09 | 107.67 | |
| 5 years | 7.460% | 69.79 | 73.84 | 81.94 | 90.04 | 98.14 | 106.24 | |
| 3 years | 7.310% | 80.92 | 83.53 | 88.75 | 93.97 | 99.19 | 104.41 | |
| 2 years | 7.220% | 86.99 | 88.79 | 92.39 | 96.00 | 99.60 | 103.21 | |
| 1 year | 7.100% | 93.37 | 94.30 | 96.17 | 98.04 | 99.91 | 101.77 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||