COUNTRY •
UKRAINE
Last Update: 20 Mar 2023 9:23 GMT+0
The Ukraine 10Y Government Bond has an estimated 13.973% 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 25.00% (last modification in June 2022).
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 | 59.090% | +1085.0 bp | -15267.0 bp | 62.86 | -6.82 % | +95.95 % | 20 Mar | ||
| 2 years | 27.000% | +137.0 bp | -2387.0 bp | 62.00 | -2.15 % | +41.13 % | 20 Mar | ||
| 3 years | 32.500% | +250.0 bp | +650.0 bp | 42.99 | -5.56 % | -14.00 % | 20 Mar | ||
| 6 years | 24.560% | -2.0 bp | -127.0 bp | 26.77 | +0.07 % | +6.27 % | 20 Mar | ||
Last Update: 20 Mar 2023 9:23 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).
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 (25.00%) |
|
|---|---|---|---|---|
| 1 year | ||||
| 2 years | 27.000% | 200.0 bp | ||
| 1 year | 59.090% | 3409.0 bp |
Focusing on 2 years Government Bond:
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Readings that may interest you
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+
|
- |
| 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 | 25.00% |
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 13.973% 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 | 1374.8 bp | -310.6 bp | -1160.4 bp | Compare | |
| Germany 10Y | 1199.5 bp | -289.5 bp | -1167.6 bp | Compare | |
| France 10Y | 1140.8 bp | -301.4 bp | -1171.3 bp | Compare | |
| Canada 10Y | 1117.7 bp | -286.1 bp | -1131.9 bp | Compare | |
| China 10Y | 1109.6 bp | -332.0 bp | -1184.2 bp | Compare | |
| Spain 10Y | 1085.4 bp | -298.6 bp | -1165.6 bp | Compare | |
| Australia 10Y | 1079.9 bp | -272.9 bp | -1104.3 bp | Compare | |
| United Kingdom 10Y | 1078.5 bp | -309.2 bp | -1150.4 bp | Compare | |
| United States 10Y | 1063.4 bp | -290.2 bp | -1140.0 bp | Compare | |
| Italy 10Y | 1000.7 bp | -300.6 bp | -1143.5 bp | Compare | |
| India 10Y | 663.8 bp | -334.5 bp | -1167.1 bp | Compare | |
| Russia 10Y | 277.3 bp | -355.0 bp | -1244.0 bp | Compare | |
| Brazil 10Y | 86.9 bp | -328.8 bp | -1274.4 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 | 24.560% | 26.77 | 29.76 | 35.72 | 41.68 | 47.65 | 53.61 | ||
| 3 years | 32.500% | 42.99 | 44.74 | 48.25 | 51.76 | 55.27 | 58.78 | ||
| 2 years | 27.000% | 62.00 | 63.41 | 66.22 | 69.04 | 71.85 | 74.67 | ||
| 1 year | 59.090% | 62.86 | 63.49 | 64.74 | 66.00 | 67.26 | 68.51 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||