Last Update: 18 Jun 2019 18:15 GMT+0
The Israel 10Y Government Bond has a 1.566% yield.
10 Years vs 2 Years bond spread is 128.9 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 67.27 and implied probability of default is 1.12%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -4.7 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 57.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 128.9 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 | 67.27 | -0.66 % | -3.35 % | -4.53 % | 1.12 % |
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 | 0.261% | -16.9 bp | -26.0 bp | ||||||
| 3 months | 0.332% | +1.2 bp | +4.7 bp | ||||||
| 6 months | 0.283% | -3.8 bp | -4.3 bp | ||||||
| 9 months | 0.297% | -3.8 bp | -14.1 bp | ||||||
| 1 year | 0.324% | -7.0 bp | -14.7 bp | 99.68 | +0.07 % | +0.15 % | |||
| 2 years | 0.277% | -4.8 bp | -19.2 bp | 99.45 | +0.10 % | +0.38 % | |||
| 3 years | 0.542% | -14.3 bp | -21.6 bp | 98.39 | +0.43 % | +0.64 % | |||
| 5 years | 0.848% | -21.3 bp | -44.5 bp | 95.87 | +1.06 % | +2.23 % | |||
| 10 years | 1.566% | -22.7 bp | -83.8 bp | 85.61 | +2.26 % | +8.56 % | |||
| 30 years | 2.851% | -15.5 bp | -65.3 bp | 43.03 | +4.62 % | +20.90 % | |||
10Y Bond Yield Spread - Israel vs Main Countries
The Israel 10Y Government Bond has a 1.566% 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 | 188.5 bp | -1.4 | -27.9 | ||
| Japan 10Y | 170.0 bp | -14.9 | -68.1 | ||
| France 10Y | 155.2 bp | +4.5 | -14.3 | ||
| Spain 10Y | 116.8 bp | +25.8 | +14.9 | ||
| United Kingdom 10Y | 75.8 bp | +0.3 | -36.6 | ||
| Australia 10Y | 20.9 bp | +5.5 | +20.2 | ||
| Canada 10Y | 14.0 bp | +3.6 | -24.9 | ||
| United States 10Y | -49.2 bp | +10.8 | -7.0 | ||
| Italy 10Y | -55.5 bp | +33.2 | -3.2 | ||
| China 10Y | -169.3 bp | -20.3 | -68.8 | ||
| India 10Y | -524.2 bp | +32.7 | -30.1 | ||
| Russia 10Y | -599.4 bp | +25.3 | +38.2 | ||
| Brazil 10Y | -632.4 bp | +98.3 | +99.2 |
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 | 2.851% | 43.03 | 63.01 | 102.98 | 142.94 | 182.91 | 222.88 | |
| 10 years | 1.566% | 85.61 | 94.80 | 113.18 | 131.56 | 149.94 | 168.32 | |
| 5 years | 0.848% | 95.87 | 100.74 | 110.49 | 120.24 | 129.99 | 139.74 | |
| 3 years | 0.542% | 98.39 | 101.36 | 107.29 | 113.23 | 119.17 | 125.10 | |
| 2 years | 0.277% | 99.45 | 101.44 | 105.42 | 109.41 | 113.39 | 117.37 | |
| 1 year | 0.324% | 99.68 | 100.67 | 102.67 | 104.66 | 106.65 | 108.65 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||