Last Update: 24 Jan 2020 11:15 GMT+0
The Russia 10Y Government Bond has a 6.195% yield.
10 Years vs 2 Years bond spread is 61.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 6.25% (last modification in December 2019).
The Russia credit rating is BBB-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 62.28 and implied probability of default is 1.04%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 16.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 35.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 61.5 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 | 6.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 62.28 | +6.35 % | +13.20 % | -50.67 % | 1.04 % |
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 | 6.050% | -2.0 bp | -120.0 bp | ||||||
| 2 months | 6.020% | -9.0 bp | -120.0 bp | ||||||
| 3 months | 5.990% | -14.0 bp | -117.0 bp | ||||||
| 6 months | 5.970% | -14.0 bp | -116.0 bp | ||||||
| 1 year | 5.415% | +5.5 bp | -146.5 bp | 94.86 | -0.05 % | +1.39 % | |||
| 2 years | 5.580% | -10.0 bp | -139.0 bp | 89.71 | +0.19 % | +2.65 % | |||
| 3 years | 5.560% | -19.5 bp | -142.0 bp | 85.02 | +0.56 % | +4.09 % | |||
| 5 years | 5.935% | -14.0 bp | -116.5 bp | 74.96 | +0.67 % | +5.62 % | |||
| 7 years | 6.090% | -15.0 bp | -110.0 bp | 66.11 | +0.99 % | +7.48 % | |||
| 10 years | 6.195% | -14.0 bp | -107.5 bp | 54.82 | +1.31 % | +10.59 % | |||
| 15 years | 6.335% | -24.5 bp | -108.5 bp | 39.80 | +3.51 % | +16.44 % | |||
| 20 years | 6.620% | -20.5 bp | -113.0 bp | 27.75 | +3.93 % | +23.50 % | |||
10Y Bond Yield Spread - Russia vs Main Countries
The Russia 10Y Government Bond has a 6.195% 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 | 649.1 bp | -8.9 | -115.4 | ||
| France 10Y | 624.2 bp | -3.4 | -114.1 | ||
| Japan 10Y | 621.3 bp | -12.0 | -120.6 | ||
| Spain 10Y | 582.1 bp | -9.2 | -109.2 | ||
| United Kingdom 10Y | 560.3 bp | +3.8 | -99.0 | ||
| Australia 10Y | 509.2 bp | +6.3 | -89.5 | ||
| Italy 10Y | 493.9 bp | +11.0 | -83.2 | ||
| Canada 10Y | 477.8 bp | +6.0 | -104.3 | ||
| United States 10Y | 445.7 bp | +2.5 | -76.5 | ||
| China 10Y | 316.1 bp | +2.8 | -93.1 | ||
| India 10Y | -37.9 bp | -14.3 | -121.1 | ||
| Brazil 10Y | -50.2 bp | +10.0 | -58.2 |
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 | 6.620% | 27.75 | 38.66 | 60.49 | 82.32 | 104.15 | 125.98 | |
| 15 years | 6.335% | 39.80 | 49.30 | 68.31 | 87.31 | 106.32 | 125.33 | |
| 10 years | 6.195% | 54.82 | 62.12 | 76.70 | 91.29 | 105.87 | 120.46 | |
| 7 years | 6.090% | 66.11 | 71.68 | 82.81 | 93.93 | 105.06 | 116.19 | |
| 5 years | 5.935% | 74.96 | 79.18 | 87.61 | 96.05 | 104.49 | 112.93 | |
| 3 years | 5.560% | 85.02 | 87.71 | 93.10 | 98.49 | 103.88 | 109.27 | |
| 2 years | 5.580% | 89.71 | 91.55 | 95.24 | 98.93 | 102.62 | 106.31 | |
| 1 year | 5.415% | 94.86 | 95.81 | 97.71 | 99.61 | 101.50 | 103.40 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||