Last Update: 24 Jan 2020 11:15 GMT+0
The Israel 10Y Government Bond has a 0.878% yield.
10 Years vs 2 Years bond spread is 70.3 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.25% (last modification in November 2018).
The Israel credit rating is AA-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 44.62 and implied probability of default is 0.74%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 3.7 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 17.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 70.3 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA-
|
- |
| Moody's Investors Service |
A1
|
positive |
| Fitch Ratings |
A+
|
- |
| DBRS |
-
|
- |
| Israel Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 44.62 | -0.76 % | +0.27 % | -31.18 % | 0.74 % |
Israel Government Bonds
List of available 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 | 0.241% | -2.0 bp | -11.5 bp | ||||||
| 3 months | 0.163% | -2.0 bp | -15.3 bp | ||||||
| 6 months | 0.171% | +2.3 bp | -12.9 bp | ||||||
| 9 months | 0.139% | -1.4 bp | -17.3 bp | ||||||
| 1 year | 0.138% | -0.1 bp | -16.6 bp | 99.86 | 0.00 % | +0.16 % | |||
| 2 years | 0.175% | -2.3 bp | -10.0 bp | 99.65 | +0.04 % | +0.20 % | |||
| 3 years | 0.215% | -1.8 bp | -24.3 bp | 99.36 | +0.06 % | +0.73 % | |||
| 5 years | 0.346% | -2.1 bp | -34.0 bp | 98.29 | +0.10 % | +1.71 % | |||
| 10 years | 0.878% | +3.6 bp | -45.5 bp | 91.63 | -0.36 % | +4.60 % | |||
| 30 years | 1.741% | -11.7 bp | -90.4 bp | 59.58 | +3.51 % | +30.40 % | |||
10Y Bond Yield Spread - Israel vs Main Countries
The Israel 10Y Government Bond has a 0.878% 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.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Israel 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 117.4 bp | +8.7 | -53.4 | ||
| France 10Y | 92.5 bp | +14.2 | -52.1 | ||
| Japan 10Y | 89.6 bp | +5.6 | -58.6 | ||
| Spain 10Y | 50.4 bp | +8.4 | -47.2 | ||
| United Kingdom 10Y | 28.6 bp | +21.4 | -37.0 | ||
| Australia 10Y | -22.5 bp | +23.9 | -27.5 | ||
| Italy 10Y | -37.8 bp | +28.6 | -21.2 | ||
| Canada 10Y | -53.9 bp | +23.6 | -42.3 | ||
| United States 10Y | -86.0 bp | +20.1 | -14.5 | ||
| China 10Y | -215.6 bp | +20.4 | -31.1 | ||
| Russia 10Y | -531.7 bp | +17.6 | +62.0 | ||
| India 10Y | -569.6 bp | +3.3 | -59.1 | ||
| Brazil 10Y | -581.9 bp | +27.6 | +3.8 |
Israel Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 1.741% | 59.58 | 82.80 | 129.23 | 175.66 | 222.09 | 268.52 | |
| 10 years | 0.878% | 91.63 | 101.16 | 120.23 | 139.30 | 158.36 | 177.43 | |
| 5 years | 0.346% | 98.29 | 103.24 | 113.13 | 123.03 | 132.93 | 142.82 | |
| 3 years | 0.215% | 99.36 | 102.34 | 108.32 | 114.29 | 120.27 | 126.24 | |
| 2 years | 0.175% | 99.65 | 101.65 | 105.64 | 109.62 | 113.61 | 117.60 | |
| 1 year | 0.138% | 99.86 | 100.86 | 102.86 | 104.86 | 106.85 | 108.85 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||