Last Update: 26 Nov 2020 17:15 GMT+0
The Israel 10Y Government Bond has a 0.806% yield.
10 Years vs 2 Years bond spread is 67.1 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.10% (last modification in April 2020).
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%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 8.6 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 19.8 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 67.1 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA-
|
- |
| Moody's Investors Service |
A1
|
- |
| Fitch Ratings |
A+
|
- |
| DBRS |
-
|
- |
| Israel Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.10% |
| 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 % |
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 | 0.096% | -0.5 bp | +0.9 bp | ||||||
| 3 months | 0.020% | -1.7 bp | -3.6 bp | ||||||
| 6 months | 0.040% | +3.0 bp | -0.9 bp | ||||||
| 9 months | 0.022% | -2.1 bp | -2.9 bp | ||||||
| 1 year | 0.049% | +2.2 bp | +0.1 bp | 99.95 | -0.02 % | 0.00 % | |||
| 2 years | 0.135% | +3.6 bp | +7.1 bp | 99.73 | -0.07 % | -0.14 % | |||
| 3 years | 0.208% | +4.1 bp | +8.3 bp | 99.38 | -0.12 % | -0.25 % | |||
| 5 years | 0.333% | +3.2 bp | -4.4 bp | 98.35 | -0.16 % | +0.21 % | |||
| 10 years | 0.806% | +4.9 bp | +7.4 bp | 92.29 | -0.49 % | -0.73 % | |||
| 30 years | 1.827% | +9.0 bp | +14.2 bp | 58.09 | -2.62 % | -4.09 % | |||
10Y Bond Yield Spread - Israel vs Main Countries
The Israel 10Y Government Bond has a 0.806% 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 | 139.6 bp | +5.9 | +22.6 | ||
| France 10Y | 115.8 bp | +9.9 | +43.2 | ||
| Japan 10Y | 78.7 bp | +5.7 | +5.6 | ||
| Spain 10Y | 75.9 bp | +18.0 | +71.7 | ||
| United Kingdom 10Y | 52.5 bp | +4.6 | +1.1 | ||
| Italy 10Y | 24.4 bp | +21.8 | +105.6 | ||
| Canada 10Y | 11.4 bp | -1.6 | -6.8 | ||
| United States 10Y | -7.7 bp | -3.1 | -11.4 | ||
| Australia 10Y | -10.1 bp | -5.3 | +6.6 | ||
| China 10Y | -252.2 bp | -5.8 | -55.0 | ||
| Russia 10Y | -502.9 bp | +20.4 | -24.1 | ||
| India 10Y | -506.6 bp | +1.1 | +17.7 | ||
| Brazil 10Y | -686.0 bp | -11.5 | -65.4 |
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 | 1.827% | 58.09 | 81.03 | 126.91 | 172.78 | 218.66 | 264.54 | |
| 10 years | 0.806% | 92.29 | 101.86 | 121.00 | 140.14 | 159.28 | 178.42 | |
| 5 years | 0.333% | 98.35 | 103.30 | 113.20 | 123.10 | 133.00 | 142.91 | |
| 3 years | 0.208% | 99.38 | 102.37 | 108.34 | 114.32 | 120.29 | 126.27 | |
| 2 years | 0.135% | 99.73 | 101.73 | 105.72 | 109.71 | 113.70 | 117.69 | |
| 1 year | 0.049% | 99.95 | 100.95 | 102.95 | 104.95 | 106.95 | 108.95 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||