Last Update: 4 Aug 2020 12:15 GMT+0
The Italy 10Y Government Bond has a 1.013% yield.
10 Years vs 2 Years bond spread is 109.4 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.00% (last modification in March 2016).
The Italy credit rating is BBB, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 150.90 and implied probability of default is 2.52%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 15.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 53.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 109.4 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-
|
- |
| DBRS |
BBB (high)
|
negative |
| 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 | 150.90 | -0.85 % | -7.20 % | -12.01 % | 2.52 % |
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 | -0.420% | +1.5 bp | -1.2 bp | ||||||
| 3 months | -0.368% | -8.7 bp | +0.6 bp | ||||||
| 6 months | -0.330% | -4.9 bp | +2.4 bp | ||||||
| 9 months | -0.310% | -7.1 bp | +5.8 bp | ||||||
| 1 year | -0.236% | +1.9 bp | +9.1 bp | 100.24 | -0.02 % | -0.09 % | |||
| 2 years | -0.081% | -18.1 bp | +12.9 bp | 100.16 | +0.36 % | -0.26 % | |||
| 3 years | 0.028% | -23.0 bp | +17.8 bp | 99.92 | +0.70 % | -0.53 % | |||
| 4 years | 0.268% | -27.1 bp | +15.1 bp | 98.94 | +1.09 % | -0.59 % | |||
| 5 years | 0.453% | -28.4 bp | +22.0 bp | 97.77 | +1.42 % | -1.08 % | |||
| 6 years | 0.573% | -29.6 bp | +14.3 bp | 96.63 | +1.78 % | -0.85 % | |||
| 7 years | 0.626% | -29.0 bp | +9.4 bp | 95.73 | +2.04 % | -0.64 % | |||
| 8 years | 0.801% | -32.8 bp | +16.2 bp | 93.82 | +2.64 % | -1.27 % | |||
| 9 years | 0.855% | -31.2 bp | +6.4 bp | 92.62 | +2.82 % | -0.57 % | |||
| 10 years | 1.013% | -30.8 bp | +7.5 bp | 90.41 | +3.09 % | -0.75 % | |||
| 15 years | 1.360% | -30.3 bp | -6.2 bp | 81.66 | +4.59 % | +0.93 % | |||
| 20 years | 1.557% | -28.7 bp | -7.0 bp | 73.42 | +5.81 % | +1.39 % | |||
| 30 years | 1.906% | -30.8 bp | -8.7 bp | 56.76 | +9.49 % | +2.60 % | |||
| 50 years | 2.133% | -27.4 bp | -10.1 bp | 34.81 | +14.32 % | +5.07 % | |||
10Y Bond Yield Spread - Italy vs Main Countries
The Italy 10Y Government Bond has a 1.013% 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 |
|
|---|---|---|---|---|---|
| Germany 10Y | 155.5 bp | -20.2 | +21.4 | ||
| France 10Y | 124.5 bp | -19.2 | +16.6 | ||
| Japan 10Y | 100.4 bp | -28.4 | +1.9 | ||
| United Kingdom 10Y | 92.9 bp | -20.5 | +55.1 | ||
| Spain 10Y | 72.5 bp | -15.5 | +5.8 | ||
| Canada 10Y | 56.2 bp | -20.2 | +95.9 | ||
| United States 10Y | 47.2 bp | -18.0 | +113.7 | ||
| Australia 10Y | 17.8 bp | -23.7 | +24.4 | ||
| China 10Y | -195.5 bp | -34.7 | -1.9 | ||
| India 10Y | -482.0 bp | -29.6 | +74.6 | ||
| Russia 10Y | -486.7 bp | -14.8 | +45.0 | ||
| Brazil 10Y | -524.5 bp | -9.9 | +37.4 |
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 | 2.133% | 34.81 | 65.37 | 126.50 | 187.62 | 248.75 | 309.88 | |
| 30 years | 1.906% | 56.76 | 79.44 | 124.82 | 170.20 | 215.58 | 260.95 | |
| 20 years | 1.557% | 73.42 | 90.49 | 124.64 | 158.78 | 192.93 | 227.07 | |
| 15 years | 1.360% | 81.66 | 95.14 | 122.12 | 149.09 | 176.06 | 203.04 | |
| 10 years | 1.013% | 90.41 | 99.88 | 118.81 | 137.74 | 156.67 | 175.59 | |
| 9 years | 0.855% | 92.62 | 101.25 | 118.50 | 135.76 | 153.01 | 170.27 | |
| 8 years | 0.801% | 93.82 | 101.54 | 116.97 | 132.41 | 147.85 | 163.29 | |
| 7 years | 0.626% | 95.73 | 102.55 | 116.21 | 129.87 | 143.52 | 157.18 | |
| 6 years | 0.573% | 96.63 | 102.51 | 114.27 | 126.04 | 137.80 | 149.56 | |
| 5 years | 0.453% | 97.77 | 102.70 | 112.56 | 122.43 | 132.29 | 142.16 | |
| 4 years | 0.268% | 98.94 | 102.91 | 110.86 | 118.80 | 126.75 | 134.70 | |
| 3 years | 0.028% | 99.92 | 102.91 | 108.91 | 114.91 | 120.90 | 126.90 | |
| 2 years | -0.081% | 100.16 | 102.16 | 106.17 | 110.17 | 114.18 | 118.18 | |
| 1 year | -0.236% | 100.24 | 101.24 | 103.24 | 105.25 | 107.25 | 109.26 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||