COUNTRY •
ISRAEL
Last Update: 27 Nov 2022 12:15 GMT+0
The Israel 10Y Government Bond has a 3.225% yield.
10 Years vs 2 Years bond spread is -12.1 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities.
Central Bank Rate is 3.25% (last modification in November 2022).
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%.
If data are not all visible, swipe table left
| Residual Maturity |
Yield | ZC Price | Last Change |
||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 1 month | 2.500% | +31.3 bp | +240.4 bp | 27 Nov | |||||
| 3 months | 2.906% | +26.0 bp | +274.3 bp | 27 Nov | |||||
| 6 months | 3.070% | -1.9 bp | +249.7 bp | 27 Nov | |||||
| 9 months | 3.178% | +13.6 bp | +235.6 bp | 27 Nov | |||||
| 1 year | 3.286% | +6.0 bp | +228.6 bp | 96.82 | -0.05 % | -2.21 % | 27 Nov | ||
| 2 years | 3.346% | +12.2 bp | +164.8 bp | 93.63 | -0.23 % | -3.16 % | 27 Nov | ||
| 3 years | 3.373% | +14.5 bp | +143.2 bp | 90.53 | -0.42 % | -4.10 % | 27 Nov | ||
| 5 years | 3.270% | +6.5 bp | +111.6 bp | 85.14 | -0.32 % | -5.28 % | 27 Nov | ||
| 10 years | 3.225% | -1.4 bp | +68.2 bp | 72.80 | +0.14 % | -6.41 % | 27 Nov | ||
| 30 years | 3.629% | -13.5 bp | +37.2 bp | 34.32 | +3.97 % | -10.23 % | 27 Nov | ||
Last Update: 27 Nov 2022 12:15 GMT+0
Israel 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).
If data are not all visible, swipe table left
| Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (3.25%) |
|||||
|---|---|---|---|---|---|---|---|---|
| 3 months | 1 year | 2 years | 5 years | 10 years | ||||
| 30 years | 3.629% | 37.9 bp | ||||||
| 10 years | 3.225% | -2.5 bp | ||||||
| 5 years | 3.270% | 2.0 bp | ||||||
| 2 years | 3.346% | 9.6 bp | ||||||
| 1 year | 3.286% | 3.6 bp | ||||||
| 3 months | 2.906% | -34.4 bp | ||||||
Focusing on 2 years Government Bond:
If data are not all visible, swipe table left
| 2Y vs 1Y | 6 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | -7.6 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -12.1 bp | Yield Curve is inverted in Long-Term vs Short-Term Maturities |
Readings that may interest you
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 |
AA-
|
- |
| Moody's Investors Service |
A1
|
positive |
| Fitch Ratings |
A+
|
- |
| 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 | 3.25% |
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.
If data are not all visible, swipe table left
| 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 % |
(*) 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 3.225% yield. Click on Spread value for the historical serie.
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.
If data are not all visible, swipe table left
| Israel 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Japan 10Y | 297.0 bp | -2.4 bp | +65.0 bp | Compare | |
| Germany 10Y | 125.5 bp | -2.1 bp | -31.2 bp | Compare | |
| France 10Y | 79.1 bp | +2.4 bp | -25.8 bp | Compare | |
| China 10Y | 38.4 bp | -15.4 bp | +59.1 bp | Compare | |
| Canada 10Y | 28.7 bp | +24.7 bp | +53.4 bp | Compare | |
| Spain 10Y | 27.0 bp | +3.9 bp | -18.5 bp | Compare | |
| United Kingdom 10Y | 11.4 bp | +32.4 bp | -50.5 bp | Compare | |
| Australia 10Y | -36.7 bp | +16.4 bp | +33.9 bp | Compare | |
| United States 10Y | -46.6 bp | +22.4 bp | -26.6 bp | Compare | |
| Italy 10Y | -62.4 bp | +11.5 bp | -27.1 bp | Compare | |
| India 10Y | -407.6 bp | +9.7 bp | +73.1 bp | Compare | |
| Russia 10Y | -684.5 bp | -25.4 bp | +12.2 bp | Compare | |
| Brazil 10Y | -1043.1 bp | -154.7 bp | -54.1 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.
Click on
for a forecast of the yield.
If data are not all visible, swipe table left
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | ||||
| 30 years | 3.629% | 34.32 | 52.42 | 88.62 | 124.81 | 161.01 | 197.21 | ||
| 10 years | 3.225% | 72.80 | 81.24 | 98.10 | 114.97 | 131.83 | 148.70 | ||
| 5 years | 3.270% | 85.14 | 89.68 | 98.77 | 107.86 | 116.95 | 126.04 | ||
| 3 years | 3.373% | 90.53 | 93.34 | 98.95 | 104.57 | 110.19 | 115.80 | ||
| 2 years | 3.346% | 93.63 | 95.53 | 99.34 | 103.15 | 106.96 | 110.76 | ||
| 1 year | 3.286% | 96.82 | 97.79 | 99.72 | 101.66 | 103.60 | 105.53 | ||
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | |||