Last Update: 4 Jun 2020 2:15 GMT+0
The Italy 10Y Government Bond has a 1.545% yield.
10 Years vs 2 Years bond spread is 121.1 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 192.90 and implied probability of default is 3.22%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 32.1 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 70.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 121.1 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-
|
- |
| 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 | 192.90 | -1.18 % | -12.00 % | -15.02 % | 3.22 % |
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 | -0.355% | -12.7 bp | +6.8 bp | ||||||
| 3 months | -0.165% | -7.1 bp | +20.1 bp | ||||||
| 6 months | -0.032% | -9.7 bp | +20.4 bp | ||||||
| 9 months | 0.053% | -3.3 bp | +25.4 bp | ||||||
| 1 year | 0.013% | -13.8 bp | +22.4 bp | 99.99 | +0.14 % | -0.22 % | |||
| 2 years | 0.334% | -18.3 bp | +31.1 bp | 99.34 | +0.37 % | -0.61 % | |||
| 3 years | 0.520% | -9.7 bp | +43.0 bp | 98.46 | +0.30 % | -1.27 % | |||
| 4 years | 0.803% | -9.5 bp | +36.2 bp | 96.85 | +0.37 % | -1.43 % | |||
| 5 years | 1.035% | -5.3 bp | +44.8 bp | 94.98 | +0.26 % | -2.20 % | |||
| 6 years | 1.157% | -14.6 bp | +30.1 bp | 93.33 | +0.86 % | -1.77 % | |||
| 7 years | 1.221% | -20.0 bp | +27.2 bp | 91.86 | +1.39 % | -1.86 % | |||
| 8 years | 1.425% | -9.8 bp | +35.0 bp | 89.30 | +0.78 % | -2.72 % | |||
| 9 years | 1.484% | -18.1 bp | +27.3 bp | 87.58 | +1.61 % | -2.40 % | |||
| 10 years | 1.545% | -23.4 bp | +16.8 bp | 85.79 | +2.34 % | -1.64 % | |||
| 15 years | 1.980% | -17.5 bp | +11.3 bp | 74.52 | +2.60 % | -1.65 % | |||
| 20 years | 2.160% | -15.7 bp | +8.5 bp | 65.22 | +3.11 % | -1.66 % | |||
| 30 years | 2.460% | -17.6 bp | +3.5 bp | 48.24 | +5.28 % | -1.01 % | |||
| 50 years | 2.638% | -9.6 bp | +2.6 bp | 27.20 | +4.78 % | -1.27 % | |||
10Y Bond Yield Spread - Italy vs Main Countries
The Italy 10Y Government Bond has a 1.545% 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 | 190.0 bp | -44.7 | +19.9 | ||
| France 10Y | 154.3 bp | -30.0 | +15.1 | ||
| Japan 10Y | 152.3 bp | -27.1 | +10.6 | ||
| United Kingdom 10Y | 126.1 bp | -29.4 | +61.5 | ||
| Spain 10Y | 93.2 bp | -2.4 | -0.8 | ||
| Canada 10Y | 92.9 bp | -27.9 | +110.0 | ||
| United States 10Y | 80.1 bp | -34.7 | +120.2 | ||
| Australia 10Y | 54.3 bp | -39.7 | +25.6 | ||
| China 10Y | -126.9 bp | -52.3 | +56.8 | ||
| Russia 10Y | -400.0 bp | +33.1 | +101.8 | ||
| India 10Y | -427.0 bp | +3.5 | +81.5 | ||
| Brazil 10Y | -510.6 bp | +86.2 | +29.5 |
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 | 2.638% | 27.20 | 54.80 | 109.99 | 165.18 | 220.37 | 275.57 | |
| 30 years | 2.460% | 48.24 | 69.28 | 111.36 | 153.45 | 195.53 | 237.62 | |
| 20 years | 2.160% | 65.22 | 81.32 | 113.53 | 145.73 | 177.93 | 210.14 | |
| 15 years | 1.980% | 74.52 | 87.39 | 113.13 | 138.86 | 164.60 | 190.34 | |
| 10 years | 1.545% | 85.79 | 94.99 | 113.39 | 131.79 | 150.19 | 168.59 | |
| 9 years | 1.484% | 87.58 | 95.95 | 112.68 | 129.42 | 146.15 | 162.89 | |
| 8 years | 1.425% | 89.30 | 96.81 | 111.83 | 126.85 | 141.87 | 156.89 | |
| 7 years | 1.221% | 91.86 | 98.53 | 111.87 | 125.21 | 138.55 | 151.89 | |
| 6 years | 1.157% | 93.33 | 99.09 | 110.62 | 122.15 | 133.68 | 145.21 | |
| 5 years | 1.035% | 94.98 | 99.83 | 109.53 | 119.22 | 128.92 | 138.62 | |
| 4 years | 0.803% | 96.85 | 100.77 | 108.61 | 116.46 | 124.30 | 132.14 | |
| 3 years | 0.520% | 98.46 | 101.43 | 107.36 | 113.30 | 119.24 | 125.18 | |
| 2 years | 0.334% | 99.34 | 101.33 | 105.31 | 109.29 | 113.27 | 117.25 | |
| 1 year | 0.013% | 99.99 | 100.99 | 102.99 | 104.99 | 106.99 | 108.99 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||