Last Update: 29 Mar 2020 1:15 GMT+0
The Italy 10Y Government Bond has a 1.311% yield.
10 Years vs 2 Years bond spread is 109.5 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 155.30 and implied probability of default is 2.59%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 21.2 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 45.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 109.5 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 | 155.30 | -15.74 % | +3.12 % | -24.98 % | 2.59 % |
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 | -0.136% | +19.8 bp | +18.0 bp | ||||||
| 3 months | -0.136% | +21.3 bp | +17.7 bp | ||||||
| 6 months | 0.081% | +40.2 bp | +30.9 bp | ||||||
| 9 months | 0.021% | +26.7 bp | +26.5 bp | ||||||
| 1 year | 0.004% | +22.5 bp | +21.8 bp | 100.00 | -0.22 % | -0.21 % | |||
| 2 years | 0.216% | +26.7 bp | +46.2 bp | 99.57 | -0.53 % | -0.92 % | |||
| 3 years | 0.279% | +26.7 bp | +41.9 bp | 99.17 | -0.79 % | -1.24 % | |||
| 4 years | 0.472% | +18.7 bp | +44.8 bp | 98.13 | -0.75 % | -1.77 % | |||
| 5 years | 0.669% | +26.6 bp | +44.6 bp | 96.72 | -1.32 % | -2.19 % | |||
| 6 years | 0.853% | +24.4 bp | +49.6 bp | 95.03 | -1.44 % | -2.91 % | |||
| 7 years | 0.963% | +23.2 bp | +52.5 bp | 93.51 | -1.60 % | -3.59 % | |||
| 8 years | 1.050% | +22.5 bp | +46.3 bp | 91.98 | -1.77 % | -3.62 % | |||
| 9 years | 1.200% | +22.3 bp | +56.3 bp | 89.82 | -1.96 % | -4.90 % | |||
| 10 years | 1.311% | +22.5 bp | +48.4 bp | 87.79 | -2.19 % | -4.67 % | |||
| 15 years | 1.750% | +24.0 bp | +37.6 bp | 77.09 | -3.48 % | -5.40 % | |||
| 20 years | 1.973% | +26.0 bp | +40.9 bp | 67.65 | -4.99 % | -7.73 % | |||
| 30 years | 2.279% | +21.3 bp | +37.6 bp | 50.86 | -6.08 % | -10.47 % | |||
| 50 years | 2.464% | +16.8 bp | +30.1 bp | 29.61 | -7.87 % | -13.67 % | |||
10Y Bond Yield Spread - Italy vs Main Countries
The Italy 10Y Government Bond has a 1.311% 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 | 178.8 bp | +9.3 | +38.8 | ||
| France 10Y | 137.4 bp | -0.5 | +26.7 | ||
| Japan 10Y | 130.0 bp | +6.5 | +24.9 | ||
| United Kingdom 10Y | 95.0 bp | +31.2 | +60.7 | ||
| Spain 10Y | 79.4 bp | -1.0 | +12.1 | ||
| United States 10Y | 63.5 bp | +71.2 | +149.5 | ||
| Canada 10Y | 57.6 bp | +62.0 | +110.7 | ||
| Australia 10Y | 45.4 bp | +5.1 | +57.9 | ||
| China 10Y | -137.1 bp | +33.8 | +96.5 | ||
| India 10Y | -483.3 bp | +45.2 | +106.9 | ||
| Russia 10Y | -571.9 bp | -33.5 | +47.4 | ||
| Brazil 10Y | -650.6 bp | -84.1 | -28.3 |
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 | 2.464% | 29.61 | 58.18 | 115.31 | 172.45 | 229.58 | 286.72 | |
| 30 years | 2.279% | 50.86 | 72.42 | 115.55 | 158.67 | 201.79 | 244.91 | |
| 20 years | 1.973% | 67.65 | 84.05 | 116.84 | 149.62 | 182.41 | 215.20 | |
| 15 years | 1.750% | 77.09 | 90.18 | 116.37 | 142.55 | 168.74 | 194.92 | |
| 10 years | 1.311% | 87.79 | 97.10 | 115.73 | 134.36 | 152.99 | 171.62 | |
| 9 years | 1.200% | 89.82 | 98.30 | 115.27 | 132.24 | 149.20 | 166.17 | |
| 8 years | 1.050% | 91.98 | 99.62 | 114.89 | 130.16 | 145.43 | 160.70 | |
| 7 years | 0.963% | 93.51 | 100.25 | 113.73 | 127.20 | 140.68 | 154.15 | |
| 6 years | 0.853% | 95.03 | 100.86 | 112.51 | 124.16 | 135.81 | 147.46 | |
| 5 years | 0.669% | 96.72 | 101.62 | 111.42 | 121.23 | 131.03 | 140.83 | |
| 4 years | 0.472% | 98.13 | 102.09 | 109.99 | 117.90 | 125.81 | 133.71 | |
| 3 years | 0.279% | 99.17 | 102.15 | 108.12 | 114.08 | 120.05 | 126.02 | |
| 2 years | 0.216% | 99.57 | 101.56 | 105.55 | 109.54 | 113.52 | 117.51 | |
| 1 year | 0.004% | 100.00 | 101.00 | 103.00 | 105.00 | 107.00 | 109.00 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||