Last Update: 20 Sep 2020 20:15 GMT+0
The Israel 10Y Government Bond has a 0.675% yield.
10 Years vs 2 Years bond spread is 62.3 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 53.64 and implied probability of default is 0.89%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 0.4 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 25.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 62.3 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 | 53.64 | -3.21 % | -4.30 % | +3.41 % | 0.89 % |
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 | 0.159% | -20.6 bp | -16.4 bp | ||||||
| 3 months | 0.051% | +0.1 bp | -20.0 bp | ||||||
| 6 months | 0.045% | +2.3 bp | -19.0 bp | ||||||
| 9 months | 0.051% | +2.2 bp | -21.4 bp | ||||||
| 1 year | 0.048% | 0.0 bp | -21.1 bp | 99.95 | 0.00 % | +0.21 % | |||
| 2 years | 0.052% | -0.3 bp | -30.3 bp | 99.90 | +0.01 % | +0.61 % | |||
| 3 years | 0.093% | -0.7 bp | -33.7 bp | 99.72 | +0.02 % | +1.01 % | |||
| 5 years | 0.306% | -1.1 bp | -32.6 bp | 98.48 | +0.05 % | +1.63 % | |||
| 10 years | 0.675% | +1.5 bp | -61.3 bp | 93.49 | -0.15 % | +6.25 % | |||
| 30 years | 1.629% | +4.1 bp | -46.2 bp | 61.58 | -1.20 % | +14.57 % | |||
10Y Bond Yield Spread - Israel vs Main Countries
The Israel 10Y Government Bond has a 0.675% 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 | 116.2 bp | +0.7 | -46.6 | ||
| France 10Y | 89.8 bp | +3.6 | -28.8 | ||
| Japan 10Y | 65.5 bp | +1.9 | -52.8 | ||
| United Kingdom 10Y | 49.2 bp | +5.6 | -24.1 | ||
| Spain 10Y | 39.3 bp | +2.2 | -16.4 | ||
| Canada 10Y | 9.6 bp | -0.3 | -32.9 | ||
| United States 10Y | -2.2 bp | -2.9 | -42.5 | ||
| Australia 10Y | -25.4 bp | -6.3 | -47.3 | ||
| Italy 10Y | -28.5 bp | +2.9 | +5.7 | ||
| China 10Y | -247.4 bp | -11.8 | -100.5 | ||
| India 10Y | -533.9 bp | +0.1 | -36.8 | ||
| Russia 10Y | -549.5 bp | +2.0 | +95.2 | ||
| Brazil 10Y | -656.4 bp | -26.4 | +117.6 |
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 | 1.629% | 61.58 | 85.17 | 132.33 | 179.50 | 226.66 | 273.83 | |
| 10 years | 0.675% | 93.49 | 103.13 | 122.41 | 141.69 | 160.96 | 180.24 | |
| 5 years | 0.306% | 98.48 | 103.44 | 113.35 | 123.26 | 133.16 | 143.07 | |
| 3 years | 0.093% | 99.72 | 102.72 | 108.70 | 114.69 | 120.68 | 126.67 | |
| 2 years | 0.052% | 99.90 | 101.89 | 105.89 | 109.89 | 113.89 | 117.88 | |
| 1 year | 0.048% | 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 | ||