The Ukraine 10Y Government Bond has an estimated 9.520% 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 16.00% (last modification in October 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%.
Ukraine Yield Curve
|Last||Chg 1M||Chg 6M||Last||Chg 1M||Chg 6M|
|1 year||28.295%||-46.5 bp||-132.5 bp||77.95||+0.37 %||+1.04 %||28 Nov|
|2 years||25.975%||-58.5 bp||-1586.5 bp||63.01||+0.93 %||+26.76 %||28 Nov|
|3 years||19.040%||+65.0 bp||-471.0 bp||59.28||-1.63 %||+12.34 %||28 Nov|
|6 years||18.235%||0.0 bp||-304.5 bp||36.60||0.00 %||+16.49 %||11 Sep|
|Last Update: 28 Nov 2023 0:15 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).
|Yield||Spread vs Bond||Spread vs
|2 years||25.975%||997.5 bp|
|1 year||28.295%||1229.5 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
|Standard & Poor's||CCC||negative|
|Moody's Investors Service||Ca||-|
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.
|Central Bank Rate||16.00%|
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.
|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 9.520% 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.
|Yield||Bond Price - with different Coupon Rates||Fx|