The Israel 10Y Government Bond has a 4.770% yield.
10 Years vs 2 Years bond spread is 43.2 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 4.50% (last modification in January 2024).
The Israel credit rating is A+, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 131.76 and implied probability of default is 2.20%.
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Israel Yield Curve
| Residual Maturity |
Yield | ZC Price | Last Change |
||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 4.528% | +19.8 bp | -91.1 bp | 25 Apr | |||||
| 3 months | 4.402% | +9.2 bp | -19.2 bp | 25 Apr | |||||
| 6 months | 4.350% | +9.1 bp | -22.3 bp | 25 Apr | |||||
| 9 months | 4.318% | +7.8 bp | -17.2 bp | 25 Apr | |||||
| 1 year | 4.289% | +18.9 bp | -4.6 bp | 95.89 | -0.18 % | +0.04 % | 25 Apr | ||
| 2 years | 4.338% | +33.7 bp | +21.9 bp | 91.86 | -0.64 % | -0.41 % | 25 Apr | ||
| 3 years | 4.399% | +37.3 bp | +19.1 bp | 87.88 | -1.07 % | -0.55 % | 25 Apr | ||
| 5 years | 4.478% | +38.0 bp | +19.6 bp | 80.33 | -1.81 % | -0.94 % | 25 Apr | ||
| 10 years | 4.770% | +44.2 bp | +15.6 bp | 62.75 | -4.14 % | -1.48 % | 25 Apr | ||
| 20 years | 4.960% | +34.7 bp | -7.1 bp | 37.98 | -6.41 % | +1.36 % | 25 Apr | ||
| 30 years | 5.214% | +34.5 bp | -12.3 bp | 21.77 | -9.37 % | +3.57 % | 25 Apr | ||
| Last Update: 27 Apr 2024 2:15 GMT+0 | |||||||||
Israel 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).
| Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (4.50%) |
|||||
|---|---|---|---|---|---|---|---|---|
| 3 months | 1 year | 2 years | 5 years | 10 years | ||||
| 30 years | 5.214% | 71.4 bp | ||||||
| 10 years | 4.770% | 27.0 bp | ||||||
| 5 years | 4.478% | -2.2 bp | ||||||
| 2 years | 4.338% | -16.2 bp | ||||||
| 1 year | 4.289% | -21.1 bp | ||||||
| 3 months | 4.402% | -9.8 bp | ||||||
Focusing on 2 years Government Bond:
| 2Y vs 1Y | 4.9 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 14 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 43.2 bp | Normal Convexity in Long-Term vs Short-Term Maturities |
Israel 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 Israel Credit Ratings History
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's | A+ | negative |
| Moody's Investors Service | A2 | negative |
| Fitch Ratings | A+ | negative |
| DBRS | - | - |
Israel 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 | 4.50% |
Israel 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 | 131.76 | -7.63 % | +13.72 % | +106.97 % | 2.20 % | |
| (*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate. |
Israel 10Y Bond Yield Spread
The Israel 10Y Government Bond has a 4.770% yield.
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 | Compare Countries |
|
|---|---|---|---|---|---|
| vs Japan 10Y | 388.8 bp | +27.1 bp | +14.8 bp | ||
| vs China 10Y | 256.5 bp | +54.9 bp | +68.6 bp | ||
| vs Germany 10Y | 219.2 bp | +15.4 bp | +39.2 bp | ||
| vs France 10Y | 170.1 bp | +16.2 bp | +52.7 bp | ||
| vs Spain 10Y | 139.9 bp | +20.3 bp | +69.4 bp | ||
| vs Canada 10Y | 91.9 bp | +5.9 bp | +32.0 bp | ||
| vs Italy 10Y | 88.0 bp | +16.7 bp | +110.5 bp | ||
| vs United Kingdom 10Y | 44.2 bp | +4.6 bp | +39.0 bp | ||
| vs Australia 10Y | 23.0 bp | -10.6 bp | +42.9 bp | ||
| vs United States 10Y | 10.7 bp | -3.3 bp | +33.1 bp | ||
| vs India 10Y | -242.9 bp | +31.5 bp | +30.8 bp | ||
| vs Brazil 10Y | -681.7 bp | -22.3 bp | +5.7 bp | ||
| vs Russia 10Y | -968.0 bp | -24.8 bp | -180.4 bp |
Israel Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates.
Click on for a forecast of the yield.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | ||||
| 30 years | 5.214% | 21.77 | 36.77 | 66.78 | 96.79 | 126.80 | 156.81 | ||
| 20 years | 4.960% | 37.98 | 50.48 | 75.49 | 100.50 | 125.51 | 150.52 | ||
| 10 years | 4.770% | 62.75 | 70.56 | 86.18 | 101.80 | 117.41 | 133.03 | ||
| 5 years | 4.478% | 80.33 | 84.72 | 93.51 | 102.29 | 111.08 | 119.86 | ||
| 3 years | 4.399% | 87.88 | 90.64 | 96.15 | 101.66 | 107.16 | 112.67 | ||
| 2 years | 4.338% | 91.86 | 93.73 | 97.49 | 101.24 | 105.00 | 108.75 | ||
| 1 year | 4.289% | 95.89 | 96.85 | 98.76 | 100.68 | 102.60 | 104.52 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||
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