Last Update: 23 Oct 2018 8:15 GMT+0

The Russia 10Y Government Bond has a 8.550% yield.

10 Years vs 2 Years bond spread is 85 bp.

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 146.87 and implied probability of default is 2.45%.

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Rating Agency Rating Outlook
Standard & Poor's
BBB-
-
Moody's Investors Service
Ba1
positive
Fitch Ratings
BBB-
positive
DBRS
-
-
Russia Credit Ratings History
Interest Rates
Central Bank Rate 7.50%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 146.87 +1.89 % -6.78 % +16.28 % 2.45 %

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.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 month 7.410% +4.0 bp +35.0 bp
2 months 7.460% +2.0 bp +40.0 bp
3 months 7.540% 0.0 bp +48.0 bp
6 months 7.860% +2.0 bp +81.0 bp
1 year 7.580% +31.0 bp +109.0 bp 92.95 -0.29 % -1.02 %
2 years 7.700% -10.0 bp +91.0 bp 86.21 +0.19 % -1.69 %
3 years 8.180% -2.0 bp +125.0 bp 78.99 +0.06 % -3.42 %
5 years 8.280% +6.0 bp +135.0 bp 67.18 -0.28 % -6.08 %
7 years 8.460% +2.0 bp +137.0 bp 56.64 -0.12 % -8.51 %
10 years 8.550% -14.0 bp +121.0 bp 44.03 +1.31 % -10.60 %
15 years 8.580% -14.0 bp +103.0 bp 29.09 +1.96 % -13.32 %
20 years 8.640% -6.0 bp +105.0 bp 19.06 +1.11 % -17.67 %

10Y Bond Yield Spread - Russia vs Main Countries

The Russia 10Y Government Bond has a 8.550% 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.

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Russia 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Japan 10Y 840.1 bp -16.0 +112.2
Germany 10Y 811.9 bp -11.0 +141.4
France 10Y 774.8 bp -16.3 +125.1
United Kingdom 10Y 705.2 bp -8.1 +124.9
Spain 10Y 686.1 bp -31.6 +83.0
Canada 10Y 606.5 bp -19.5 +108.0
Australia 10Y 587.1 bp -12.0 +140.1
United States 10Y 539.4 bp -22.9 +103.1
Italy 10Y 509.6 bp -75.5 -45.2
China 10Y 494.6 bp -3.1 +120.9
India 10Y 64.9 bp +3.5 +104.9
Brazil 10Y -166.0 bp +135.0 +69.5

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.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
20 years 8.640% 19.06 28.43 47.17 65.90 84.64 103.37
15 years 8.580% 29.09 37.36 53.88 70.41 86.94 103.47
10 years 8.550% 44.03 50.57 63.67 76.76 89.85 102.95
7 years 8.460% 56.64 61.76 72.02 82.27 92.52 102.77
5 years 8.280% 67.18 71.15 79.07 87.00 94.93 102.85
3 years 8.180% 78.99 81.56 86.69 91.83 96.97 102.11
2 years 7.700% 86.21 88.00 91.58 95.17 98.75 102.33
1 year 7.580% 92.95 93.88 95.74 97.60 99.46 101.32
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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