The Ukraine 10Y Government Bond has an estimated 12.920% 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 13.50% (last modification in April 2024).
The Ukraine credit rating is CC, 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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Ukraine Yield Curve
| Residual Maturity |
Yield | ZC Price | Last Change |
||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 year | 38.450% | +327.5 bp | +969.0 bp | 72.23 | -2.37 % | -6.99 % | 26 Apr | ||
| 2 years | 18.000% | +14.0 bp | -615.5 bp | 71.82 | -0.24 % | +10.71 % | 24 Apr | ||
| 3 years | 17.365% | +110.0 bp | -102.5 bp | 61.86 | -2.78 % | +2.66 % | 26 Apr | ||
| 6 years | 18.235% | 0.0 bp | 0.0 bp | 36.60 | 0.00 % | 0.00 % | 11 Sep | ||
| Last Update: 27 Apr 2024 2:15 GMT+0 | |||||||||
Ukraine Yield 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).
| Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (13.50%) |
|
|---|---|---|---|---|
| 1 year | ||||
| 2 years | 18.000% | 450.0 bp | ||
| 1 year | 38.450% | 2495.0 bp |
Focusing on 2 years Government Bond:
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 | CC | 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 | 13.50% |
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.
| 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 12.920% yield.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
Ukraine Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates.
Click on for a forecast of the yield.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | ||||
| 3 years | 17.365% | 61.86 | 64.05 | 68.45 | 72.84 | 77.23 | 81.63 | ||
| 2 years | 18.000% | 71.82 | 73.38 | 76.52 | 79.65 | 82.78 | 85.91 | ||
| 1 year | 38.450% | 72.23 | 72.95 | 74.40 | 75.84 | 77.28 | 78.73 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||
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