COUNTRY • RUSSIA
Last Update: 29 May 2023 14:15 GMT+0

The Russia 10Y Government Bond has a 10.720% yield.

10 Years vs 2 Years bond spread is 126 bp.
Normal Convexity 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%.

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Residual
Maturity
Yield ZC Price Last
Change
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 year 8.555% +56.5 bp -192.5 bp 92.12 -0.52 % +1.78 % 29 May
2 years 9.460% +62.0 bp +96.0 bp 83.46 -1.14 % -1.75 % 29 May
3 years 9.060% +42.0 bp +5.5 bp 77.09 -1.15 % -0.16 % 29 May
5 years 10.070% +13.0 bp +90.5 bp 61.89 -0.59 % -4.05 % 29 May
7 years 10.275% +10.5 bp +70.0 bp 50.43 -0.65 % -4.36 % 29 May
10 years 10.720% +10.0 bp +61.0 bp 36.12 -0.91 % -5.37 % 29 May
15 years 11.135% +15.5 bp +65.5 bp 20.52 -2.10 % -8.52 % 29 May
20 years 11.400% +18.0 bp +73.0 bp 11.54 -3.19 % -12.31 % 29 May
Last Update: 29 May 2023 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 10.720% 322.0 bp
5 years 10.070%
257.0 bp
2 years 9.460%
196.0 bp
1 year 8.555%
105.5 bp
Focusing on 2 years Government Bond:
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2Y vs 1Y 90.5 bp Normal Convexity in Short-Term Maturities
5Y vs 2Y 61 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 126 bp Normal Convexity 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 % +1.15 % 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 10.720% 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 1029.1 bp +4.6 bp +43.7 bp Compare
Germany 10Y 829.4 bp -0.3 bp +11.6 bp Compare
China 10Y 797.9 bp +15.3 bp +78.0 bp Compare
France 10Y 772.5 bp +0.2 bp +16.8 bp Compare
Canada 10Y 739.2 bp -37.0 bp +29.8 bp Compare
Spain 10Y 722.9 bp -2.2 bp +3.1 bp Compare
Australia 10Y 705.8 bp -29.3 bp +58.1 bp Compare
United States 10Y 695.9 bp -22.8 bp +60.1 bp Compare
Italy 10Y 644.3 bp +0.1 bp +16.1 bp Compare
United Kingdom 10Y 639.2 bp -50.6 bp -60.3 bp Compare
India 10Y 369.6 bp +19.2 bp +86.5 bp Compare
Brazil 10Y -89.6 bp +84.9 bp +220.0 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.
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Residual
Maturity
Yield Bond Price - with different Coupon Rates Fx
0% 1% 3% 5% 7% 9%
20 years 11.400% 11.54 19.30 34.82 50.34 65.86 81.38
15 years 11.135% 20.52 27.66 41.94 56.21 70.49 84.76
10 years 10.720% 36.12 42.08 54.00 65.91 77.83 89.75
7 years 10.275% 50.43 55.25 64.90 74.55 84.20 93.85
5 years 10.070% 61.89 65.68 73.25 80.82 88.38 95.95
3 years 9.060% 77.09 79.62 84.68 89.73 94.79 99.85
2 years 9.460% 83.46 85.21 88.71 92.20 95.70 99.20
1 year 8.555% 92.12 93.04 94.88 96.73 98.57 100.41
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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