Last Update: 6 Dec 2019 13:15 GMT+0
The Israel 10Y Government Bond has a 0.844% yield.
10 Years vs 2 Years bond spread is 66.8 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 51.85 and implied probability of default is 0.86%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 4.9 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 16 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 66.8 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 | 51.85 | +1.11 % | -7.87 % | -26.60 % | 0.86 % |
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% | -2.6 bp | -14.0 bp | ||||||
| 3 months | 0.147% | +0.5 bp | -15.0 bp | ||||||
| 6 months | 0.144% | +1.2 bp | -16.6 bp | ||||||
| 9 months | 0.143% | +2.3 bp | -15.7 bp | ||||||
| 1 year | 0.127% | -1.2 bp | -19.9 bp | 99.87 | +0.01 % | +0.19 % | |||
| 2 years | 0.176% | +2.1 bp | -12.0 bp | 99.65 | -0.04 % | +0.24 % | |||
| 3 years | 0.208% | -4.3 bp | -33.9 bp | 99.38 | +0.13 % | +1.02 % | |||
| 5 years | 0.336% | -5.3 bp | -49.1 bp | 98.34 | +0.27 % | +2.47 % | |||
| 10 years | 0.844% | -5.2 bp | -73.0 bp | 91.94 | +0.51 % | +7.48 % | |||
| 30 years | 1.988% | -6.5 bp | -87.1 bp | 55.40 | +1.93 % | +29.05 % | |||
10Y Bond Yield Spread - Israel vs Main Countries
The Israel 10Y Government Bond has a 0.844% 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 | 115.2 bp | -8.7 | -65.4 | ||
| Japan 10Y | 86.4 bp | -11.6 | -83.1 | ||
| France 10Y | 82.5 bp | -11.9 | -62.6 | ||
| Spain 10Y | 36.7 bp | -23.0 | -59.5 | ||
| United Kingdom 10Y | 9.6 bp | -9.3 | -65.2 | ||
| Australia 10Y | -28.6 bp | +6.0 | -37.7 | ||
| Italy 10Y | -58.6 bp | -39.2 | +33.4 | ||
| Canada 10Y | -75.5 bp | -10.7 | -86.6 | ||
| United States 10Y | -95.3 bp | -1.9 | -39.9 | ||
| China 10Y | -238.6 bp | -0.8 | -69.7 | ||
| Russia 10Y | -553.1 bp | -6.7 | +65.5 | ||
| India 10Y | -581.8 bp | -22.8 | -46.1 | ||
| Brazil 10Y | -593.9 bp | -35.7 | +71.7 |
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 | 1.988% | 55.40 | 77.84 | 122.70 | 167.57 | 212.44 | 257.30 | |
| 10 years | 0.844% | 91.94 | 101.49 | 120.59 | 139.69 | 158.80 | 177.90 | |
| 5 years | 0.336% | 98.34 | 103.29 | 113.19 | 123.09 | 132.99 | 142.89 | |
| 3 years | 0.208% | 99.38 | 102.37 | 108.34 | 114.32 | 120.29 | 126.27 | |
| 2 years | 0.176% | 99.65 | 101.64 | 105.63 | 109.62 | 113.61 | 117.60 | |
| 1 year | 0.127% | 99.87 | 100.87 | 102.87 | 104.87 | 106.86 | 108.86 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||