Last Update: 12 Jul 2020 22:15 GMT+0
The Israel 10Y Government Bond has a 0.627% yield.
10 Years vs 2 Years bond spread is 57.6 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 57.04 and implied probability of default is 0.95%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 2.8 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 22.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 57.6 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 | 57.04 | -2.38 % | -18.08 % | -8.82 % | 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 | 0.159% | +0.7 bp | -8.0 bp | ||||||
| 3 months | 0.059% | -1.0 bp | -9.0 bp | ||||||
| 6 months | 0.031% | -2.3 bp | -9.3 bp | ||||||
| 9 months | 0.016% | -1.9 bp | -13.1 bp | ||||||
| 1 year | 0.023% | -3.4 bp | -10.4 bp | 99.98 | +0.04 % | +0.11 % | |||
| 2 years | 0.051% | -1.2 bp | -11.8 bp | 99.90 | +0.03 % | +0.24 % | |||
| 3 years | 0.085% | -1.5 bp | -12.1 bp | 99.75 | +0.05 % | +0.37 % | |||
| 5 years | 0.274% | -7.0 bp | -7.7 bp | 98.64 | +0.35 % | +0.39 % | |||
| 10 years | 0.627% | -11.2 bp | -14.0 bp | 93.94 | +1.12 % | +1.40 % | |||
| 30 years | 1.560% | -14.5 bp | -21.2 bp | 62.85 | +4.37 % | +6.45 % | |||
10Y Bond Yield Spread - Israel vs Main Countries
The Israel 10Y Government Bond has a 0.627% 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 | 109.2 bp | -8.6 | +8.7 | ||
| France 10Y | 77.3 bp | -0.8 | +5.0 | ||
| Japan 10Y | 61.5 bp | -11.7 | -14.3 | ||
| United Kingdom 10Y | 48.0 bp | -5.3 | +48.7 | ||
| Spain 10Y | 21.6 bp | +7.1 | -11.3 | ||
| Canada 10Y | 7.9 bp | -12.8 | +90.4 | ||
| United States 10Y | -1.6 bp | -4.5 | +103.7 | ||
| Australia 10Y | -26.8 bp | -11.4 | +19.8 | ||
| Italy 10Y | -65.5 bp | +1.4 | -9.8 | ||
| China 10Y | -250.7 bp | -46.3 | -13.1 | ||
| India 10Y | -513.3 bp | -7.6 | +68.5 | ||
| Russia 10Y | -515.8 bp | -27.7 | +21.0 | ||
| Brazil 10Y | -570.6 bp | +12.1 | +26.9 |
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 | 1.560% | 62.85 | 86.66 | 134.29 | 181.92 | 229.54 | 277.17 | |
| 10 years | 0.627% | 93.94 | 103.60 | 122.93 | 142.26 | 161.59 | 180.91 | |
| 5 years | 0.274% | 98.64 | 103.60 | 113.52 | 123.44 | 133.36 | 143.27 | |
| 3 years | 0.085% | 99.75 | 102.74 | 108.73 | 114.72 | 120.71 | 126.70 | |
| 2 years | 0.051% | 99.90 | 101.90 | 105.89 | 109.89 | 113.89 | 117.88 | |
| 1 year | 0.023% | 99.98 | 100.98 | 102.98 | 104.98 | 106.98 | 108.97 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||