Last Update: 22 Sep 2021 20:15 GMT+0
The Israel 10Y Government Bond has a 1.074% yield.
10 Years vs 2 Years bond spread is 99 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 | 7.8 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 34.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 99 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
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 | 0.089% | +0.6 bp | +21.0 bp | ||||||
| 3 months | -0.018% | +3.3 bp | +0.8 bp | ||||||
| 6 months | 0.037% | +4.7 bp | +1.5 bp | ||||||
| 9 months | 0.014% | +0.6 bp | +2.1 bp | ||||||
| 1 year | 0.006% | -1.5 bp | +1.7 bp | 99.99 | +0.01 % | -0.02 % | |||
| 2 years | 0.084% | +1.7 bp | -2.7 bp | 99.83 | -0.04 % | +0.05 % | |||
| 3 years | 0.096% | -0.1 bp | -10.0 bp | 99.71 | 0.00 % | +0.30 % | |||
| 5 years | 0.425% | +11.2 bp | -0.5 bp | 97.90 | -0.56 % | +0.02 % | |||
| 10 years | 1.074% | +11.7 bp | -5.9 bp | 89.87 | -1.15 % | +0.58 % | |||
| 30 years | 2.253% | +8.5 bp | +1.7 bp | 51.25 | -2.47 % | -0.50 % | |||
Israel 10Y Bond Yield Spread
The Israel 10Y Government Bond has a 1.074% 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. 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.
| Israel 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 140.1 bp | -5.1 bp | -4.1 bp | Compare | |
| France 10Y | 106.7 bp | -3.8 bp | -12.3 bp | Compare | |
| Japan 10Y | 104.2 bp | +9.1 bp | -1.4 bp | Compare | |
| Spain 10Y | 76.2 bp | +1.7 bp | -3.4 bp | Compare | |
| Italy 10Y | 41.0 bp | +0.0 bp | -7.8 bp | Compare | |
| United Kingdom 10Y | 27.5 bp | -15.6 bp | -4.1 bp | Compare | |
| Canada 10Y | -14.2 bp | +4.4 bp | +28.6 bp | Compare | |
| Australia 10Y | -17.2 bp | -6.0 bp | +45.4 bp | Compare | |
| United States 10Y | -23.3 bp | +6.5 bp | +32.9 bp | Compare | |
| China 10Y | -180.8 bp | +10.3 bp | +31.5 bp | Compare | |
| India 10Y | -506.4 bp | +21.3 bp | -1.7 bp | Compare | |
| Russia 10Y | -608.6 bp | -9.3 bp | -10.4 bp | Compare | |
| Brazil 10Y | -969.7 bp | -7.2 bp | -215.5 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.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 30 years | 2.253% | 51.25 | 72.89 | 116.16 | 159.44 | 202.71 | 245.98 | |
| 10 years | 1.074% | 89.87 | 99.30 | 118.17 | 137.04 | 155.90 | 174.77 | |
| 5 years | 0.425% | 97.90 | 102.84 | 112.71 | 122.59 | 132.46 | 142.33 | |
| 3 years | 0.096% | 99.71 | 102.71 | 108.70 | 114.68 | 120.67 | 126.66 | |
| 2 years | 0.084% | 99.83 | 101.83 | 105.82 | 109.82 | 113.81 | 117.81 | |
| 1 year | 0.006% | 99.99 | 100.99 | 102.99 | 104.99 | 106.99 | 108.99 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||