COUNTRY •
UKRAINE
Last Update: 26 Sep 2023 2:15 GMT+0
The Ukraine 10Y Government Bond has an estimated 13.015% 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 20.00% (last modification in September 2023).
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 | 31.310% | +115.0 bp | -2974.0 bp | 76.16 | -0.87 % | +22.66 % | 26 Sep | ||
| 2 years | 26.050% | +49.0 bp | -115.0 bp | 62.94 | -0.77 % | +1.83 % | 26 Sep | ||
| 3 years | 22.150% | +41.0 bp | -785.0 bp | 54.87 | -0.99 % | +20.54 % | 26 Sep | ||
| 6 years | 18.235% | -373.5 bp | -638.5 bp | 36.60 | +20.51 % | +37.08 % | 11 Sep | ||
Last Update: 26 Sep 2023 2:15 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 (20.00%) |
|
|---|---|---|---|---|
| 1 year | ||||
| 2 years | 26.050% | 605.0 bp | ||
| 1 year | 31.310% | 1131.0 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 |
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 | 20.00% |
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 13.015% 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 | 1228.6 bp | -934.0 bp | -490.2 bp | Compare | |
| China 10Y | 1028.5 bp | -941.0 bp | -427.0 bp | Compare | |
| Germany 10Y | 1023.6 bp | -948.5 bp | -508.8 bp | Compare | |
| France 10Y | 968.0 bp | -950.8 bp | -509.8 bp | Compare | |
| Spain 10Y | 914.6 bp | -955.2 bp | -508.3 bp | Compare | |
| Canada 10Y | 897.8 bp | -956.2 bp | -570.3 bp | Compare | |
| United Kingdom 10Y | 868.0 bp | -916.2 bp | -545.5 bp | Compare | |
| Australia 10Y | 862.2 bp | -951.9 bp | -562.9 bp | Compare | |
| United States 10Y | 849.5 bp | -955.1 bp | -558.0 bp | Compare | |
| Italy 10Y | 832.1 bp | -972.4 bp | -512.3 bp | Compare | |
| India 10Y | 586.9 bp | -920.2 bp | -426.0 bp | Compare | |
| Brazil 10Y | 142.8 bp | -973.7 bp | -303.3 bp | Compare | |
| Russia 10Y | 30.5 bp | -1003.2 bp | -598.2 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 | 18.235% | 36.60 | 40.08 | 47.03 | 53.99 | 60.94 | 67.89 | ||
| 3 years | 22.150% | 54.87 | 56.91 | 60.98 | 65.06 | 69.13 | 73.21 | ||
| 2 years | 26.050% | 62.94 | 64.36 | 67.21 | 70.05 | 72.90 | 75.74 | ||
| 1 year | 31.310% | 76.16 | 76.92 | 78.44 | 79.96 | 81.49 | 83.01 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||