COUNTRY •
UKRAINE
Last Update: 28 Jun 2022 11:23 GMT+0
The Ukraine 10Y Government Bond has an estimated 20.000% 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 | 76.990% | +804.0 bp | +6496.0 bp | 56.50 | -4.54 % | -36.70 % | 28 Jun | ||
| 2 years | 71.440% | +475.0 bp | +5829.0 bp | 34.02 | -5.47 % | -56.45 % | 28 Jun | ||
| 3 years | 64.510% | +302.0 bp | +5110.5 bp | 22.46 | -5.39 % | -67.25 % | 28 Jun | ||
| 6 years | 40.000% | 0.0 bp | n.a. | 13.28 | 0.00 % | n.a. | 28 Jun | ||
Last Update: 28 Jun 2022 11:23 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 | 71.440% | 4644.0 bp | ||
| 1 year | 76.990% | 5199.0 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+
|
negative |
| Moody's Investors Service |
Caa3
|
negative |
| Fitch Ratings |
CCC
|
- |
| 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 20.000% 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 | 1977.0 bp | -0.7 bp | +463.9 bp | Compare | |
| Germany 10Y | 1834.5 bp | -67.9 bp | +291.9 bp | Compare | |
| France 10Y | 1780.9 bp | -69.7 bp | +275.0 bp | Compare | |
| United Kingdom 10Y | 1751.3 bp | -56.3 bp | +324.6 bp | Compare | |
| Spain 10Y | 1725.8 bp | -65.4 bp | +257.8 bp | Compare | |
| China 10Y | 1714.3 bp | -10.7 bp | +477.3 bp | Compare | |
| United States 10Y | 1675.1 bp | -50.6 bp | +304.5 bp | Compare | |
| Canada 10Y | 1654.2 bp | -66.8 bp | +282.8 bp | Compare | |
| Italy 10Y | 1631.6 bp | -78.8 bp | +222.1 bp | Compare | |
| Australia 10Y | 1618.1 bp | -57.0 bp | +257.8 bp | Compare | |
| India 10Y | 1254.3 bp | -10.7 bp | +383.1 bp | Compare | |
| Russia 10Y | 1138.0 bp | +89.0 bp | +460.5 bp | Compare | |
| Brazil 10Y | 721.8 bp | -34.9 bp | +273.5 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 | 40.000% | 13.28 | 15.45 | 19.78 | 24.12 | 28.46 | 32.79 | ||
| 3 years | 64.510% | 22.46 | 23.66 | 26.07 | 28.47 | 30.87 | 33.28 | ||
| 2 years | 71.440% | 34.02 | 34.95 | 36.79 | 38.64 | 40.49 | 42.33 | ||
| 1 year | 76.990% | 56.50 | 57.07 | 58.20 | 59.33 | 60.46 | 61.59 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||