Last Update: 27 Oct 2020 5:15 GMT+0
The Italy 10Y Government Bond has a 0.731% yield.
10 Years vs 2 Years bond spread is 109.8 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 122.00 and implied probability of default is 2.03%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 6.8 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 46.7 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 109.8 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB
|
- |
| 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 | 122.00 | -4.31 % | -10.69 % | +10.21 % | 2.03 % |
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 | -0.494% | +7.7 bp | -31.7 bp | ||||||
| 3 months | -0.675% | -21.4 bp | -77.0 bp | ||||||
| 6 months | -0.497% | -11.9 bp | -74.6 bp | ||||||
| 9 months | -0.480% | -7.9 bp | -76.9 bp | ||||||
| 1 year | -0.435% | -12.9 bp | -81.7 bp | 100.44 | +0.13 % | +0.82 % | |||
| 2 years | -0.367% | -14.9 bp | -104.8 bp | 100.74 | +0.30 % | +2.12 % | |||
| 3 years | -0.255% | -14.7 bp | -101.1 bp | 100.77 | +0.45 % | +3.07 % | |||
| 4 years | -0.073% | -16.9 bp | -106.0 bp | 100.29 | +0.67 % | +4.31 % | |||
| 5 years | 0.100% | -17.5 bp | -106.9 bp | 99.50 | +0.87 % | +5.46 % | |||
| 6 years | 0.242% | -17.7 bp | -113.1 bp | 98.56 | +1.07 % | +6.97 % | |||
| 7 years | 0.317% | -17.0 bp | -111.8 bp | 97.81 | +1.19 % | +8.07 % | |||
| 8 years | 0.523% | -16.9 bp | -103.3 bp | 95.91 | +1.35 % | +8.52 % | |||
| 9 years | 0.593% | -14.8 bp | -109.2 bp | 94.82 | +1.34 % | +10.20 % | |||
| 10 years | 0.731% | -16.0 bp | -102.5 bp | 92.98 | +1.61 % | +10.66 % | |||
| 15 years | 1.066% | -14.1 bp | -105.2 bp | 85.30 | +2.12 % | +16.82 % | |||
| 20 years | 1.255% | -14.7 bp | -103.5 bp | 77.92 | +2.93 % | +22.55 % | |||
| 30 years | 1.640% | -13.0 bp | -95.2 bp | 61.38 | +3.89 % | +32.26 % | |||
| 50 years | 1.891% | -12.4 bp | -80.0 bp | 39.19 | +6.26 % | +47.83 % | |||
10Y Bond Yield Spread - Italy vs Main Countries
The Italy 10Y Government Bond has a 0.731% 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 | 131.1 bp | -10.6 | -89.1 | ||
| France 10Y | 103.3 bp | -11.0 | -70.5 | ||
| Japan 10Y | 70.6 bp | -18.0 | -108.1 | ||
| Spain 10Y | 55.3 bp | -9.1 | -31.6 | ||
| United Kingdom 10Y | 45.3 bp | -25.0 | -99.7 | ||
| Canada 10Y | 10.4 bp | -24.5 | -102.9 | ||
| United States 10Y | -6.8 bp | -30.3 | -116.0 | ||
| Australia 10Y | -7.9 bp | -13.7 | -86.9 | ||
| China 10Y | -248.0 bp | -21.5 | -171.2 | ||
| India 10Y | -510.3 bp | +4.4 | -70.6 | ||
| Russia 10Y | -525.9 bp | +13.0 | -89.5 | ||
| Brazil 10Y | -680.6 bp | -62.3 | -5.3 |
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 | 1.891% | 39.19 | 71.35 | 135.66 | 199.97 | 264.28 | 328.60 | |
| 30 years | 1.640% | 61.38 | 84.93 | 132.02 | 179.11 | 226.21 | 273.30 | |
| 20 years | 1.255% | 77.92 | 95.51 | 130.70 | 165.88 | 201.06 | 236.24 | |
| 15 years | 1.066% | 85.30 | 99.09 | 126.68 | 154.27 | 181.86 | 209.45 | |
| 10 years | 0.731% | 92.98 | 102.58 | 121.80 | 141.02 | 160.24 | 179.46 | |
| 9 years | 0.593% | 94.82 | 103.56 | 121.03 | 138.51 | 155.99 | 173.47 | |
| 8 years | 0.523% | 95.91 | 103.73 | 119.36 | 134.99 | 150.62 | 166.25 | |
| 7 years | 0.317% | 97.81 | 104.72 | 118.55 | 132.37 | 146.19 | 160.02 | |
| 6 years | 0.242% | 98.56 | 104.51 | 116.41 | 128.31 | 140.21 | 152.11 | |
| 5 years | 0.100% | 99.50 | 104.49 | 114.46 | 124.43 | 134.40 | 144.37 | |
| 4 years | -0.073% | 100.29 | 104.30 | 112.31 | 120.33 | 128.34 | 136.36 | |
| 3 years | -0.255% | 100.77 | 103.78 | 109.82 | 115.85 | 121.88 | 127.91 | |
| 2 years | -0.367% | 100.74 | 102.75 | 106.77 | 110.79 | 114.82 | 118.84 | |
| 1 year | -0.435% | 100.44 | 101.44 | 103.45 | 105.46 | 107.47 | 109.48 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||