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).
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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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2Y vs 1Y -555 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
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.
If data are not all visible, swipe table left
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

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