Last Update: 22 Feb 2019 1:15 GMT+0
The Italy 10Y Government Bond has a 2.857% yield.
10 Years vs 2 Years bond spread is 237 bp. Normal Convexity in Long-Term vs Short-Term Maturities
Central Bank Rate is 0.00%.
The Italy rating is BBB, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 223.10 and implied probability of default is 3.72%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 27.1 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 131 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 237 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB
|
negative |
| Moody's Investors Service |
Baa3
|
- |
| Fitch Ratings |
BBB
|
negative |
| DBRS |
BBB (high)
|
- |
| Italy Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 223.10 | +1.59 % | +9.15 % | +117.87 % | 3.72 % |
Italy 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 | -0.235% | +5.5 bp | +10.6 bp | ||||||
| 3 months | -0.160% | +8.5 bp | -3.2 bp | ||||||
| 6 months | 0.045% | +8.1 bp | -7.8 bp | ||||||
| 9 months | 0.106% | +7.1 bp | -30.9 bp | ||||||
| 1 year | 0.216% | +10.7 bp | -38.9 bp | 99.78 | -0.11 % | +0.38 % | |||
| 2 years | 0.487% | +15.7 bp | -65.0 bp | 99.03 | -0.31 % | +1.30 % | |||
| 3 years | 1.012% | +21.8 bp | -62.5 bp | 97.02 | -0.66 % | +1.86 % | |||
| 4 years | 1.537% | +20.5 bp | -45.2 bp | 94.08 | -0.80 % | +1.80 % | |||
| 5 years | 1.797% | +18.2 bp | -49.9 bp | 91.48 | -0.89 % | +2.48 % | |||
| 6 years | 2.082% | +14.4 bp | -49.9 bp | 88.37 | -0.84 % | +2.97 % | |||
| 7 years | 2.356% | +13.9 bp | -39.5 bp | 84.96 | -0.94 % | +2.73 % | |||
| 8 years | 2.408% | +10.7 bp | -41.6 bp | 82.67 | -0.83 % | +3.30 % | |||
| 9 years | 2.647% | +8.7 bp | -35.7 bp | 79.05 | -0.75 % | +3.18 % | |||
| 10 years | 2.857% | +7.7 bp | -20.6 bp | 75.45 | -0.75 % | +2.01 % | |||
| 15 years | 3.177% | +7.2 bp | -17.5 bp | 62.55 | -1.04 % | +2.57 % | |||
| 20 years | 3.494% | +8.5 bp | -6.1 bp | 50.31 | -1.64 % | +1.17 % | |||
| 30 years | 3.672% | +5.6 bp | -0.3 bp | 33.90 | -1.60 % | +0.09 % | |||
| 50 years | 3.635% | +8.7 bp | +2.6 bp | 16.78 | -4.11 % | -1.24 % | |||
10Y Bond Yield Spread - Italy vs Main Countries
The Italy 10Y Government Bond has a 2.857% 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.
| Italy 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Japan 10Y | 289.4 bp | +11.8 | -7.5 | ||
| Germany 10Y | 273.3 bp | +18.1 | +1.0 | ||
| France 10Y | 231.2 bp | +17.1 | -6.3 | ||
| United Kingdom 10Y | 165.5 bp | +19.5 | -14.1 | ||
| Spain 10Y | 163.4 bp | +21.2 | -2.7 | ||
| Canada 10Y | 93.3 bp | +12.2 | +12.7 | ||
| Australia 10Y | 75.5 bp | +25.6 | +23.2 | ||
| United States 10Y | 16.9 bp | +13.5 | -7.5 | ||
| China 10Y | -30.5 bp | +4.5 | +27.8 | ||
| India 10Y | -468.7 bp | +6.6 | +7.7 | ||
| Russia 10Y | -558.3 bp | -8.3 | -2.6 | ||
| Brazil 10Y | -614.3 bp | +13.7 | +295.4 |
Italy 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% | |||
| 50 years | 3.635% | 16.78 | 39.67 | 85.46 | 131.25 | 177.04 | 222.83 | |
| 30 years | 3.672% | 33.90 | 51.90 | 87.90 | 123.91 | 159.91 | 195.91 | |
| 20 years | 3.494% | 50.31 | 64.54 | 92.98 | 121.42 | 149.86 | 178.30 | |
| 15 years | 3.177% | 62.55 | 74.34 | 97.91 | 121.49 | 145.06 | 168.63 | |
| 10 years | 2.857% | 75.45 | 84.04 | 101.23 | 118.41 | 135.60 | 152.79 | |
| 9 years | 2.647% | 79.05 | 86.96 | 102.79 | 118.63 | 134.46 | 150.29 | |
| 8 years | 2.408% | 82.67 | 89.86 | 104.26 | 118.66 | 133.05 | 147.45 | |
| 7 years | 2.356% | 84.96 | 91.34 | 104.11 | 116.88 | 129.65 | 142.42 | |
| 6 years | 2.082% | 88.37 | 93.96 | 105.13 | 116.30 | 127.47 | 138.64 | |
| 5 years | 1.797% | 91.48 | 96.22 | 105.70 | 115.19 | 124.67 | 134.15 | |
| 4 years | 1.537% | 94.08 | 97.93 | 105.63 | 113.34 | 121.04 | 128.74 | |
| 3 years | 1.012% | 97.02 | 99.96 | 105.85 | 111.73 | 117.61 | 123.49 | |
| 2 years | 0.487% | 99.03 | 101.02 | 104.99 | 108.96 | 112.93 | 116.90 | |
| 1 year | 0.216% | 99.78 | 100.78 | 102.78 | 104.77 | 106.77 | 108.77 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||