Last Update: 25 Jan 2022 3:15 GMT+0
The Israel 10Y Government Bond has a 1.331% yield.
10 Years vs 2 Years bond spread is 114.9 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.10% (last modification in April 2020).
The Israel credit rating is AA-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 57.23 and implied probability of default is 0.95%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 10.2 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 59.9 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 114.9 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA-
|
- |
| Moody's Investors Service |
A1
|
- |
| Fitch Ratings |
A+
|
- |
| DBRS |
-
|
- |
| Israel Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.10% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 57.23 | 0.00 % | +2.12 % | +1.11 % | 0.95 % |
Israel Government Bonds
Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link , to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 0.101% | +0.5 bp | +64.6 bp | ||||||
| 3 months | 0.074% | +3.8 bp | +9.9 bp | ||||||
| 6 months | 0.039% | +2.9 bp | +5.1 bp | ||||||
| 9 months | 0.043% | +7.9 bp | +2.9 bp | ||||||
| 1 year | 0.080% | +4.8 bp | +5.7 bp | 99.92 | -0.05 % | -0.06 % | |||
| 2 years | 0.182% | +13.5 bp | +10.8 bp | 99.64 | -0.27 % | -0.21 % | |||
| 3 years | 0.487% | +29.1 bp | +38.9 bp | 98.55 | -0.87 % | -1.16 % | |||
| 5 years | 0.781% | +30.3 bp | +38.1 bp | 96.18 | -1.50 % | -1.88 % | |||
| 10 years | 1.331% | +29.9 bp | +30.8 bp | 87.61 | -2.91 % | -3.00 % | |||
| 30 years | 2.474% | +25.7 bp | +31.5 bp | 48.04 | -7.26 % | -8.83 % | |||
Israel 10Y Bond Yield Spread
The Israel 10Y Government Bond has a 1.331% yield. Click on Spread value for the historical serie.
A positive spread, marked by a red circle, 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.
| Israel 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 144.2 bp | +15.6 bp | -0.1 bp | Compare | |
| Japan 10Y | 120.0 bp | +22.7 bp | +19.7 bp | Compare | |
| France 10Y | 103.0 bp | +11.6 bp | -8.0 bp | Compare | |
| Spain 10Y | 70.0 bp | +18.5 bp | -5.8 bp | Compare | |
| United Kingdom 10Y | 20.2 bp | +9.2 bp | -23.2 bp | Compare | |
| Italy 10Y | -2.1 bp | +6.8 bp | -42.2 bp | Compare | |
| United States 10Y | -44.0 bp | +2.1 bp | -18.2 bp | Compare | |
| Canada 10Y | -48.7 bp | -4.3 bp | -30.2 bp | Compare | |
| Australia 10Y | -62.7 bp | -6.5 bp | -44.8 bp | Compare | |
| China 10Y | -137.1 bp | +44.1 bp | +54.4 bp | Compare | |
| India 10Y | -532.1 bp | +10.9 bp | -17.9 bp | Compare | |
| Russia 10Y | -838.4 bp | -99.6 bp | -241.7 bp | Compare | |
| Brazil 10Y | -978.1 bp | -57.2 bp | -163.6 bp | Compare |
Israel 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.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 2.474% | 48.04 | 69.04 | 111.05 | 153.05 | 195.06 | 237.07 | |
| 10 years | 1.331% | 87.61 | 96.92 | 115.53 | 134.14 | 152.75 | 171.36 | |
| 5 years | 0.781% | 96.18 | 101.07 | 110.84 | 120.61 | 130.38 | 140.15 | |
| 3 years | 0.487% | 98.55 | 101.52 | 107.47 | 113.41 | 119.35 | 125.29 | |
| 2 years | 0.182% | 99.64 | 101.63 | 105.62 | 109.61 | 113.60 | 117.59 | |
| 1 year | 0.080% | 99.92 | 100.92 | 102.92 | 104.92 | 106.91 | 108.91 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||