Last Update: 19 Apr 2019 8:15 GMT+0
The Italy 10Y Government Bond has a 2.612% yield.
10 Years vs 2 Years bond spread is 206.7 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 190.70 and implied probability of default is 3.18%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 47.1 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 112.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 206.7 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 | 190.70 | -1.04 % | +2.36 % | +88.63 % | 3.18 % |
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 | -0.266% | +8.4 bp | +3.7 bp | ||||||
| 3 months | -0.150% | +11.0 bp | +3.4 bp | ||||||
| 6 months | -0.083% | +5.9 bp | -26.3 bp | ||||||
| 9 months | 0.002% | +11.7 bp | -52.6 bp | ||||||
| 1 year | 0.074% | +7.9 bp | -71.1 bp | 99.93 | -0.08 % | +0.72 % | |||
| 2 years | 0.545% | +35.3 bp | -111.7 bp | 98.92 | -0.70 % | +2.23 % | |||
| 3 years | 1.006% | +34.2 bp | -112.1 bp | 97.04 | -1.01 % | +3.37 % | |||
| 4 years | 1.309% | +15.7 bp | -145.6 bp | 94.93 | -0.62 % | +5.88 % | |||
| 5 years | 1.666% | +22.8 bp | -123.0 bp | 92.07 | -1.12 % | +6.19 % | |||
| 6 years | 1.914% | +16.4 bp | -112.6 bp | 89.25 | -0.95 % | +6.82 % | |||
| 7 years | 2.043% | +2.6 bp | -121.6 bp | 86.80 | -0.17 % | +8.65 % | |||
| 8 years | 2.221% | +17.3 bp | -95.7 bp | 83.88 | -1.35 % | +7.73 % | |||
| 9 years | 2.277% | -2.8 bp | -111.4 bp | 81.66 | +0.25 % | +10.25 % | |||
| 10 years | 2.612% | +12.3 bp | -95.7 bp | 77.27 | -1.19 % | +9.73 % | |||
| 15 years | 2.903% | -4.9 bp | -79.1 bp | 65.10 | +0.71 % | +12.16 % | |||
| 20 years | 3.239% | -9.1 bp | -65.0 bp | 52.86 | +1.77 % | +13.38 % | |||
| 30 years | 3.468% | -10.6 bp | -56.5 bp | 35.96 | +3.13 % | +17.75 % | |||
| 50 years | 3.517% | -9.7 bp | -23.7 bp | 17.76 | +4.78 % | +12.12 % | |||
10Y Bond Yield Spread - Italy vs Main Countries
The Italy 10Y Government Bond has a 2.612% 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 | 263.9 bp | +10.6 | -78.1 | ||
| Germany 10Y | 258.9 bp | +20.5 | -52.7 | ||
| France 10Y | 224.2 bp | +23.0 | -49.2 | ||
| Spain 10Y | 155.1 bp | +24.8 | -25.8 | ||
| United Kingdom 10Y | 142.3 bp | +12.3 | -56.0 | ||
| Canada 10Y | 84.6 bp | +8.5 | -22.8 | ||
| Australia 10Y | 68.7 bp | +12.4 | -17.7 | ||
| United States 10Y | 5.2 bp | +18.1 | -32.1 | ||
| China 10Y | -77.8 bp | -10.9 | -76.4 | ||
| India 10Y | -480.8 bp | +23.9 | -45.6 | ||
| Russia 10Y | -562.8 bp | +16.3 | -60.7 | ||
| Brazil 10Y | -634.8 bp | -7.7 | +46.3 |
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 | 3.517% | 17.76 | 41.14 | 87.91 | 134.68 | 181.45 | 228.21 | |
| 30 years | 3.468% | 35.96 | 54.43 | 91.36 | 128.29 | 165.22 | 202.15 | |
| 20 years | 3.239% | 52.86 | 67.41 | 96.52 | 125.63 | 154.74 | 183.85 | |
| 15 years | 2.903% | 65.10 | 77.12 | 101.17 | 125.21 | 149.25 | 173.30 | |
| 10 years | 2.612% | 77.27 | 85.97 | 103.38 | 120.78 | 138.18 | 155.59 | |
| 9 years | 2.277% | 81.66 | 89.71 | 105.82 | 121.93 | 138.05 | 154.16 | |
| 8 years | 2.221% | 83.88 | 91.14 | 105.65 | 120.16 | 134.68 | 149.19 | |
| 7 years | 2.043% | 86.80 | 93.26 | 106.18 | 119.11 | 132.03 | 144.95 | |
| 6 years | 1.914% | 89.25 | 94.87 | 106.10 | 117.34 | 128.57 | 139.81 | |
| 5 years | 1.666% | 92.07 | 96.83 | 106.35 | 115.87 | 125.39 | 134.91 | |
| 4 years | 1.309% | 94.93 | 98.80 | 106.55 | 114.29 | 122.04 | 129.78 | |
| 3 years | 1.006% | 97.04 | 99.98 | 105.86 | 111.74 | 117.63 | 123.51 | |
| 2 years | 0.545% | 98.92 | 100.90 | 104.87 | 108.84 | 112.81 | 116.77 | |
| 1 year | 0.074% | 99.93 | 100.93 | 102.92 | 104.92 | 106.92 | 108.92 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||