COUNTRY • ISRAEL
Last Update: 27 Nov 2022 12:15 GMT+0

The Israel 10Y Government Bond has a 3.225% yield.

10 Years vs 2 Years bond spread is -12.1 bp.
Yield Curve is inverted in Long-Term vs Short-Term Maturities.

Central Bank Rate is 3.25% (last modification in November 2022).

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%.

If data are not all visible, swipe table left
Residual
Maturity
Yield ZC Price Last
Change
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 month 2.500% +31.3 bp +240.4 bp 27 Nov
3 months 2.906% +26.0 bp +274.3 bp 27 Nov
6 months 3.070% -1.9 bp +249.7 bp 27 Nov
9 months 3.178% +13.6 bp +235.6 bp 27 Nov
1 year 3.286% +6.0 bp +228.6 bp 96.82 -0.05 % -2.21 % 27 Nov
2 years 3.346% +12.2 bp +164.8 bp 93.63 -0.23 % -3.16 % 27 Nov
3 years 3.373% +14.5 bp +143.2 bp 90.53 -0.42 % -4.10 % 27 Nov
5 years 3.270% +6.5 bp +111.6 bp 85.14 -0.32 % -5.28 % 27 Nov
10 years 3.225% -1.4 bp +68.2 bp 72.80 +0.14 % -6.41 % 27 Nov
30 years 3.629% -13.5 bp +37.2 bp 34.32 +3.97 % -10.23 % 27 Nov
Last Update: 27 Nov 2022 12:15 GMT+0

Israel Yield Curve Analysis

Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases. For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive. If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
If data are not all visible, swipe table left
Residual
Maturity
Yield Spread vs Bond Spread vs
Central Bank
Rate (3.25%)
3 months 1 year 2 years 5 years 10 years
30 years 3.629% 37.9 bp
10 years 3.225%
-2.5 bp
5 years 3.270%
2.0 bp
2 years 3.346%
9.6 bp
1 year 3.286%
3.6 bp
3 months 2.906%
-34.4 bp
Focusing on 2 years Government Bond:
If data are not all visible, swipe table left
2Y vs 1Y 6 bp Yield Curve is flat in Short-Term Maturities
5Y vs 2Y -7.6 bp Yield Curve is inverted in Mid-Term vs Short-Term Maturities
10Y vs 2Y -12.1 bp Yield Curve is inverted in Long-Term vs Short-Term Maturities

Israel Credit Ratings

A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation). For a deeper analysis of credit ratings, click here Israel Credit Ratings History
Rating Agency Rating Outlook
Standard & Poor's
AA-
-
Moody's Investors Service
A1
positive
Fitch Ratings
A+
-
DBRS
-
-

Israel Interest Rates

A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
Interest Rates Value
Central Bank Rate 3.25%

Israel Credit Default Swaps

The term credit default swap (CDS) refers to a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who agrees to reimburse the lender in the case the borrower defaults.
If data are not all visible, swipe table left
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 %
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.

Israel 10Y Bond Yield Spread

The Israel 10Y Government Bond has a 3.225% yield. Click on Spread value for the historical serie.

A positive spread, marked by , 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.
If data are not all visible, swipe table left
Israel 10Y vs Current Spread Chg 1M Chg 6M
Japan 10Y 297.0 bp -2.4 bp +65.0 bp Compare
Germany 10Y 125.5 bp -2.1 bp -31.2 bp Compare
France 10Y 79.1 bp +2.4 bp -25.8 bp Compare
China 10Y 38.4 bp -15.4 bp +59.1 bp Compare
Canada 10Y 28.7 bp +24.7 bp +53.4 bp Compare
Spain 10Y 27.0 bp +3.9 bp -18.5 bp Compare
United Kingdom 10Y 11.4 bp +32.4 bp -50.5 bp Compare
Australia 10Y -36.7 bp +16.4 bp +33.9 bp Compare
United States 10Y -46.6 bp +22.4 bp -26.6 bp Compare
Italy 10Y -62.4 bp +11.5 bp -27.1 bp Compare
India 10Y -407.6 bp +9.7 bp +73.1 bp Compare
Russia 10Y -684.5 bp -25.4 bp +12.2 bp Compare
Brazil 10Y -1043.1 bp -154.7 bp -54.1 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.
Click on for a forecast of the yield.
If data are not all visible, swipe table left
Residual
Maturity
Yield Bond Price - with different Coupon Rates Fx
0% 1% 3% 5% 7% 9%
30 years 3.629% 34.32 52.42 88.62 124.81 161.01 197.21
10 years 3.225% 72.80 81.24 98.10 114.97 131.83 148.70
5 years 3.270% 85.14 89.68 98.77 107.86 116.95 126.04
3 years 3.373% 90.53 93.34 98.95 104.57 110.19 115.80
2 years 3.346% 93.63 95.53 99.34 103.15 106.96 110.76
1 year 3.286% 96.82 97.79 99.72 101.66 103.60 105.53
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

Back to Home Page - World Government Bonds

Share this page

Related Topics