Last Update: 3 Apr 2020 16:15 GMT+0
The Israel 10Y Government Bond has a 1.084% yield.
10 Years vs 2 Years bond spread is 75.7 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 84.29 and implied probability of default is 1.40%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 12.9 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 19.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 75.7 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 | 84.29 | +13.05 % | +64.92 % | +27.65 % | 1.40 % |
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 | 0.177% | +2.0 bp | -5.8 bp | ||||||
| 3 months | 0.214% | +5.3 bp | -1.9 bp | ||||||
| 6 months | 0.232% | +8.1 bp | +5.4 bp | ||||||
| 9 months | 0.235% | +6.7 bp | +6.3 bp | ||||||
| 1 year | 0.198% | +5.6 bp | -2.2 bp | 99.80 | -0.06 % | +0.02 % | |||
| 2 years | 0.327% | +21.0 bp | +8.6 bp | 99.35 | -0.42 % | -0.17 % | |||
| 3 years | 0.426% | +25.9 bp | +15.2 bp | 98.73 | -0.77 % | -0.45 % | |||
| 5 years | 0.518% | +37.9 bp | +16.0 bp | 97.45 | -1.87 % | -0.79 % | |||
| 10 years | 1.084% | +55.6 bp | +24.9 bp | 89.78 | -5.37 % | -2.43 % | |||
| 30 years | 2.131% | +79.9 bp | +12.1 bp | 53.12 | -21.00 % | -3.49 % | |||
10Y Bond Yield Spread - Israel vs Main Countries
The Israel 10Y Government Bond has a 1.084% 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 | 152.8 bp | +35.8 | +10.3 | ||
| Japan 10Y | 108.8 bp | +45.4 | +5.9 | ||
| France 10Y | 101.9 bp | +16.4 | -10.7 | ||
| United Kingdom 10Y | 77.4 bp | +63.3 | +40.8 | ||
| United States 10Y | 50.6 bp | +97.7 | +120.7 | ||
| Canada 10Y | 39.0 bp | +82.7 | +80.1 | ||
| Spain 10Y | 35.4 bp | +1.8 | -33.0 | ||
| Australia 10Y | 33.2 bp | +52.9 | +40.7 | ||
| Italy 10Y | -45.4 bp | +1.2 | -45.7 | ||
| China 10Y | -152.6 bp | +74.5 | +79.4 | ||
| India 10Y | -522.2 bp | +59.2 | +54.9 | ||
| Russia 10Y | -573.1 bp | -9.4 | +45.4 | ||
| Brazil 10Y | -679.8 bp | -73.6 | -64.3 |
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 | 2.131% | 53.12 | 75.12 | 119.12 | 163.11 | 207.11 | 251.11 | |
| 10 years | 1.084% | 89.78 | 99.21 | 118.07 | 136.92 | 155.78 | 174.64 | |
| 5 years | 0.518% | 97.45 | 102.37 | 112.22 | 122.07 | 131.91 | 141.76 | |
| 3 years | 0.426% | 98.73 | 101.71 | 107.66 | 113.61 | 119.56 | 125.50 | |
| 2 years | 0.327% | 99.35 | 101.34 | 105.32 | 109.30 | 113.28 | 117.26 | |
| 1 year | 0.198% | 99.80 | 100.80 | 102.80 | 104.79 | 106.79 | 108.78 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||