Last Update: 20 Aug 2019 0:15 GMT+0
The Israel 10Y Government Bond has a 0.860% yield.
10 Years vs 2 Years bond spread is 62.7 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 0.25%.
The Israel rating is AA-, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 60.90 and implied probability of default is 1.02%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 2.5 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 16.9 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 62.7 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 | 60.90 | +1.35 % | -4.47 % | -13.19 % | 1.02 % |
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 | 0.243% | -18.7 bp | -11.3 bp | ||||||
| 3 months | 0.234% | -6.2 bp | -1.2 bp | ||||||
| 6 months | 0.216% | -10.5 bp | -8.4 bp | ||||||
| 9 months | 0.211% | -11.0 bp | -10.1 bp | ||||||
| 1 year | 0.208% | -9.3 bp | -9.6 bp | 99.79 | +0.09 % | +0.09 % | |||
| 2 years | 0.233% | -5.4 bp | -7.1 bp | 99.54 | +0.11 % | +0.15 % | |||
| 3 years | 0.262% | -23.8 bp | -47.8 bp | 99.22 | +0.72 % | +1.44 % | |||
| 5 years | 0.402% | -32.8 bp | -76.6 bp | 98.01 | +1.64 % | +3.87 % | |||
| 10 years | 0.860% | -57.2 bp | -112.2 bp | 91.79 | +5.81 % | +11.69 % | |||
| 30 years | 2.069% | -66.9 bp | -112.1 bp | 54.10 | +21.66 % | +38.79 % | |||
10Y Bond Yield Spread - Israel vs Main Countries
The Israel 10Y Government Bond has a 0.860% 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 | 150.6 bp | -25.0 | -37.6 | ||
| France 10Y | 122.2 bp | -28.1 | -22.8 | ||
| Japan 10Y | 108.4 bp | -47.3 | -93.4 | ||
| Spain 10Y | 71.3 bp | -33.2 | -6.7 | ||
| United Kingdom 10Y | 37.6 bp | -31.9 | -42.8 | ||
| Australia 10Y | -8.3 bp | -15.9 | +3.5 | ||
| Canada 10Y | -32.8 bp | -25.1 | -41.4 | ||
| Italy 10Y | -62.1 bp | -44.5 | +29.2 | ||
| United States 10Y | -73.4 bp | -10.9 | -7.5 | ||
| China 10Y | -218.1 bp | -44.0 | -101.8 | ||
| India 10Y | -572.1 bp | -79.2 | -15.8 | ||
| Brazil 10Y | -642.0 bp | -52.7 | +48.8 | ||
| Russia 10Y | -649.0 bp | -57.2 | -15.2 |
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 | 2.069% | 54.10 | 76.28 | 120.65 | 165.03 | 209.40 | 253.77 | |
| 10 years | 0.860% | 91.79 | 101.34 | 120.42 | 139.51 | 158.59 | 177.68 | |
| 5 years | 0.402% | 98.01 | 102.95 | 112.83 | 122.72 | 132.60 | 142.48 | |
| 3 years | 0.262% | 99.22 | 102.20 | 108.17 | 114.14 | 120.11 | 126.08 | |
| 2 years | 0.233% | 99.54 | 101.53 | 105.51 | 109.50 | 113.49 | 117.47 | |
| 1 year | 0.208% | 99.79 | 100.79 | 102.79 | 104.78 | 106.78 | 108.77 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||