COUNTRY • UKRAINE
Last Update: 26 Sep 2023 2:15 GMT+0

The Ukraine 10Y Government Bond has an estimated 13.015% yield. Its value is not derived from the market, but it's calculated according to the yields of other available durations.

Central Bank Rate is 20.00% (last modification in September 2023).

The Ukraine credit rating is CCC, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 550.90 and implied probability of default is 9.18%.

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Residual
Maturity
Yield ZC Price Last
Change
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 year 31.310% +115.0 bp -2974.0 bp 76.16 -0.87 % +22.66 % 26 Sep
2 years 26.050% +49.0 bp -115.0 bp 62.94 -0.77 % +1.83 % 26 Sep
3 years 22.150% +41.0 bp -785.0 bp 54.87 -0.99 % +20.54 % 26 Sep
6 years 18.235% -373.5 bp -638.5 bp 36.60 +20.51 % +37.08 % 11 Sep
Last Update: 26 Sep 2023 2:15 GMT+0

Ukraine 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 (20.00%)
1 year
2 years 26.050% 605.0 bp
1 year 31.310%
1131.0 bp
Focusing on 2 years Government Bond:
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2Y vs 1Y -526 bp Yield Curve is inverted in Short-Term Maturities

Ukraine 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 Ukraine Credit Ratings History
Rating Agency Rating Outlook
Standard & Poor's
CCC
negative
Moody's Investors Service
Ca
-
Fitch Ratings
CC
-
DBRS
-
-

Ukraine 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 20.00%

Ukraine 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 550.90 +1.06 % +1.84 % +32.82 % 9.18 %
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

Ukraine 10Y Bond Yield Spread

The Ukraine 10Y Government Bond has an estimated 13.015% yield.

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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Ukraine 10Y vs Current Spread Chg 1M Chg 6M
Japan 10Y 1228.6 bp -934.0 bp -490.2 bp Compare
China 10Y 1028.5 bp -941.0 bp -427.0 bp Compare
Germany 10Y 1023.6 bp -948.5 bp -508.8 bp Compare
France 10Y 968.0 bp -950.8 bp -509.8 bp Compare
Spain 10Y 914.6 bp -955.2 bp -508.3 bp Compare
Canada 10Y 897.8 bp -956.2 bp -570.3 bp Compare
United Kingdom 10Y 868.0 bp -916.2 bp -545.5 bp Compare
Australia 10Y 862.2 bp -951.9 bp -562.9 bp Compare
United States 10Y 849.5 bp -955.1 bp -558.0 bp Compare
Italy 10Y 832.1 bp -972.4 bp -512.3 bp Compare
India 10Y 586.9 bp -920.2 bp -426.0 bp Compare
Brazil 10Y 142.8 bp -973.7 bp -303.3 bp Compare
Russia 10Y 30.5 bp -1003.2 bp -598.2 bp Compare

Ukraine 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%
6 years 18.235% 36.60 40.08 47.03 53.99 60.94 67.89
3 years 22.150% 54.87 56.91 60.98 65.06 69.13 73.21
2 years 26.050% 62.94 64.36 67.21 70.05 72.90 75.74
1 year 31.310% 76.16 76.92 78.44 79.96 81.49 83.01
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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