COUNTRY •
UKRAINE
Last Update: 27 Nov 2022 3:15 GMT+0
The Ukraine 10Y Government Bond has an estimated 15.050% 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 | 116.180% | -11906.0 bp | +4723.0 bp | 46.26 | +55.08 % | -21.84 % | 25 Nov | ||
| 2 years | 34.510% | -1952.0 bp | -3218.0 bp | 55.27 | +31.13 % | +53.57 % | 25 Nov | ||
| 3 years | 30.100% | +697.5 bp | -3139.0 bp | 45.41 | -15.23 % | +91.28 % | 24 Nov | ||
Last Update: 27 Nov 2022 3:15 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).
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 | 34.510% | 951.0 bp | ||
| 1 year | 116.180% | 9118.0 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 |
Caa3
|
negative |
| 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 15.050% 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 | 1479.5 bp | -1551.7 bp | -498.2 bp | Compare | |
| Germany 10Y | 1308.0 bp | -1551.4 bp | -594.4 bp | Compare | |
| France 10Y | 1261.6 bp | -1546.9 bp | -589.0 bp | Compare | |
| China 10Y | 1220.9 bp | -1564.7 bp | -504.1 bp | Compare | |
| Canada 10Y | 1211.2 bp | -1524.6 bp | -509.8 bp | Compare | |
| Spain 10Y | 1209.5 bp | -1545.4 bp | -581.7 bp | Compare | |
| United Kingdom 10Y | 1193.9 bp | -1516.9 bp | -613.7 bp | Compare | |
| Australia 10Y | 1145.8 bp | -1532.9 bp | -529.3 bp | Compare | |
| United States 10Y | 1135.9 bp | -1526.9 bp | -589.8 bp | Compare | |
| Italy 10Y | 1120.1 bp | -1537.8 bp | -590.3 bp | Compare | |
| India 10Y | 774.9 bp | -1539.6 bp | -490.1 bp | Compare | |
| Russia 10Y | 498.0 bp | -1574.7 bp | -551.0 bp | Compare | |
| Brazil 10Y | 139.4 bp | -1704.0 bp | -617.3 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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