Last Update: 18 Jun 2019 18:15 GMT+0
The Italy 10Y Government Bond has a 2.121% yield.
10 Years vs 2 Years bond spread is 188.1 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 210.30 and implied probability of default is 3.51%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 26.5 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 106.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 188.1 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 | 210.30 | -3.71 % | -0.14 % | +3.19 % | 3.51 % |
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 | -0.286% | -0.6 bp | +41.4 bp | ||||||
| 3 months | -0.258% | -3.6 bp | -23.1 bp | ||||||
| 6 months | -0.158% | -6.3 bp | -31.8 bp | ||||||
| 9 months | -0.059% | -6.6 bp | -33.8 bp | ||||||
| 1 year | -0.025% | -15.6 bp | -39.4 bp | 100.03 | +0.16 % | +0.40 % | |||
| 2 years | 0.240% | -36.7 bp | -31.2 bp | 99.52 | +0.73 % | +0.62 % | |||
| 3 years | 0.739% | -39.3 bp | -33.5 bp | 97.82 | +1.18 % | +1.00 % | |||
| 4 years | 1.064% | -39.8 bp | -64.6 bp | 95.85 | +1.58 % | +2.58 % | |||
| 5 years | 1.301% | -48.0 bp | -67.7 bp | 93.74 | +2.39 % | +3.39 % | |||
| 6 years | 1.517% | -48.9 bp | -74.6 bp | 91.36 | +2.92 % | +4.48 % | |||
| 7 years | 1.598% | -51.5 bp | -89.8 bp | 89.50 | +3.61 % | +6.36 % | |||
| 8 years | 1.768% | -54.0 bp | -74.5 bp | 86.92 | +4.32 % | +6.01 % | |||
| 9 years | 1.800% | -55.5 bp | -92.6 bp | 85.17 | +5.02 % | +8.50 % | |||
| 10 years | 2.121% | -55.9 bp | -80.6 bp | 81.07 | +5.61 % | +8.18 % | |||
| 15 years | 2.394% | -53.8 bp | -80.7 bp | 70.13 | +8.18 % | +12.50 % | |||
| 20 years | 2.778% | -47.8 bp | -66.2 bp | 57.81 | +9.72 % | +13.71 % | |||
| 30 years | 3.017% | -45.4 bp | -58.7 bp | 41.00 | +14.11 % | +18.60 % | |||
| 50 years | 3.150% | -32.1 bp | -36.6 bp | 21.21 | +16.80 % | +19.36 % | |||
10Y Bond Yield Spread - Italy vs Main Countries
The Italy 10Y Government Bond has a 2.121% 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 | 244.0 bp | -34.6 | -24.7 | ||
| Japan 10Y | 225.5 bp | -48.1 | -64.9 | ||
| France 10Y | 210.7 bp | -28.7 | -11.1 | ||
| Spain 10Y | 172.3 bp | -7.4 | +18.1 | ||
| United Kingdom 10Y | 131.3 bp | -32.9 | -33.4 | ||
| Australia 10Y | 76.4 bp | -27.7 | +23.4 | ||
| Canada 10Y | 69.5 bp | -29.6 | -21.7 | ||
| United States 10Y | 6.3 bp | -22.4 | -3.8 | ||
| China 10Y | -113.8 bp | -53.5 | -65.6 | ||
| India 10Y | -468.7 bp | -0.5 | -26.9 | ||
| Russia 10Y | -543.9 bp | -7.9 | +41.4 | ||
| Brazil 10Y | -576.9 bp | +65.1 | +102.4 |
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 | 3.150% | 21.21 | 46.22 | 96.25 | 146.27 | 196.30 | 246.32 | |
| 30 years | 3.017% | 41.00 | 60.55 | 99.67 | 138.78 | 177.90 | 217.01 | |
| 20 years | 2.778% | 57.81 | 73.00 | 103.37 | 133.75 | 164.12 | 194.50 | |
| 15 years | 2.394% | 70.13 | 82.61 | 107.56 | 132.52 | 157.48 | 182.43 | |
| 10 years | 2.121% | 81.07 | 89.99 | 107.85 | 125.70 | 143.55 | 161.40 | |
| 9 years | 1.800% | 85.17 | 93.41 | 109.89 | 126.37 | 142.85 | 159.33 | |
| 8 years | 1.768% | 86.92 | 94.32 | 109.12 | 123.91 | 138.71 | 153.51 | |
| 7 years | 1.598% | 89.50 | 96.07 | 109.22 | 122.36 | 135.51 | 148.65 | |
| 6 years | 1.517% | 91.36 | 97.06 | 108.44 | 119.83 | 131.22 | 142.61 | |
| 5 years | 1.301% | 93.74 | 98.55 | 108.17 | 117.79 | 127.42 | 137.04 | |
| 4 years | 1.064% | 95.85 | 99.75 | 107.54 | 115.33 | 123.13 | 130.92 | |
| 3 years | 0.739% | 97.82 | 100.77 | 106.68 | 112.60 | 118.51 | 124.42 | |
| 2 years | 0.240% | 99.52 | 101.51 | 105.50 | 109.49 | 113.47 | 117.46 | |
| 1 year | -0.025% | 100.03 | 101.03 | 103.03 | 105.03 | 107.03 | 109.03 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||