Last Update: 19 Jan 2022 18:15 GMT+0
The Italy 10Y Government Bond has a 1.406% yield.
10 Years vs 2 Years bond spread is 150.2 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 89.70 and implied probability of default is 1.50%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 36.6 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 61.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 150.2 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB
|
positive |
| Moody's Investors Service |
Baa3
|
- |
| Fitch Ratings |
BBB
|
- |
| 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 | 89.70 | -0.44 % | +2.05 % | -12.14 % | 1.50 % |
Italy 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 | -0.558% | +35.6 bp | +0.1 bp | ||||||
| 3 months | -0.559% | +14.2 bp | +1.2 bp | ||||||
| 6 months | -0.546% | +4.7 bp | -2.3 bp | ||||||
| 9 months | -0.525% | +8.1 bp | +0.5 bp | ||||||
| 1 year | -0.462% | +2.3 bp | +2.4 bp | 100.46 | -0.03 % | -0.03 % | |||
| 2 years | -0.096% | +21.4 bp | +32.0 bp | 100.19 | -0.43 % | -0.64 % | |||
| 3 years | 0.173% | +25.9 bp | +41.8 bp | 99.48 | -0.78 % | -1.25 % | |||
| 4 years | 0.305% | +31.7 bp | +40.1 bp | 98.79 | -1.26 % | -1.58 % | |||
| 5 years | 0.515% | +33.7 bp | +49.9 bp | 97.46 | -1.66 % | -2.46 % | |||
| 6 years | 0.803% | +48.6 bp | +57.9 bp | 95.31 | -2.86 % | -3.41 % | |||
| 7 years | 0.970% | +56.9 bp | +67.3 bp | 93.47 | -3.88 % | -4.57 % | |||
| 8 years | 1.214% | +66.2 bp | +76.4 bp | 90.80 | -5.11 % | -5.88 % | |||
| 9 years | 1.342% | +57.6 bp | +72.2 bp | 88.69 | -5.00 % | -6.24 % | |||
| 10 years | 1.406% | +50.6 bp | +70.3 bp | 86.97 | -4.88 % | -6.71 % | |||
| 15 years | 1.693% | +42.5 bp | +52.9 bp | 77.74 | -6.09 % | -7.52 % | |||
| 20 years | 1.898% | +41.4 bp | +49.6 bp | 68.66 | -7.81 % | -9.30 % | |||
| 30 years | 2.131% | +40.6 bp | +43.3 bp | 53.12 | -11.26 % | -11.97 % | |||
| 50 years | 2.514% | +37.6 bp | +45.4 bp | 28.90 | -16.76 % | -19.90 % | |||
Italy 10Y Bond Yield Spread
The Italy 10Y Government Bond has a 1.406% 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. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
| Italy 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
|---|---|---|---|---|---|
| Germany 10Y | 141.6 bp | +13.4 bp | +31.9 bp | Compare | |
| Japan 10Y | 127.2 bp | +41.4 bp | +58.4 bp | Compare | |
| France 10Y | 102.8 bp | +9.9 bp | +27.9 bp | Compare | |
| Spain 10Y | 72.7 bp | +16.3 bp | +36.4 bp | Compare | |
| United Kingdom 10Y | 14.4 bp | +0.8 bp | -1.3 bp | Compare | |
| United States 10Y | -42.6 bp | +8.1 bp | +6.3 bp | Compare | |
| Canada 10Y | -45.9 bp | -3.8 bp | -1.7 bp | Compare | |
| Australia 10Y | -55.0 bp | +14.0 bp | -7.5 bp | Compare | |
| China 10Y | -133.9 bp | +63.2 bp | +92.4 bp | Compare | |
| India 10Y | -519.2 bp | +31.9 bp | +23.2 bp | Compare | |
| Russia 10Y | -786.4 bp | -34.9 bp | -134.2 bp | Compare | |
| Brazil 10Y | -1014.5 bp | -28.1 bp | -205.9 bp | Compare |
Italy Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
For each maturity, the current market yield is shown.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 50 years | 2.514% | 28.90 | 57.18 | 113.75 | 170.31 | 226.88 | 283.44 | |
| 30 years | 2.131% | 53.12 | 75.12 | 119.12 | 163.11 | 207.11 | 251.11 | |
| 20 years | 1.898% | 68.66 | 85.17 | 118.20 | 151.22 | 184.25 | 217.28 | |
| 15 years | 1.693% | 77.74 | 90.89 | 117.19 | 143.48 | 169.78 | 196.08 | |
| 10 years | 1.406% | 86.97 | 96.24 | 114.77 | 133.31 | 151.85 | 170.38 | |
| 9 years | 1.342% | 88.69 | 97.12 | 113.97 | 130.82 | 147.67 | 164.52 | |
| 8 years | 1.214% | 90.80 | 98.38 | 113.54 | 128.70 | 143.86 | 159.02 | |
| 7 years | 0.970% | 93.47 | 100.20 | 113.67 | 127.15 | 140.62 | 154.09 | |
| 6 years | 0.803% | 95.31 | 101.15 | 112.82 | 124.49 | 136.16 | 147.83 | |
| 5 years | 0.515% | 97.46 | 102.39 | 112.24 | 122.08 | 131.93 | 141.78 | |
| 4 years | 0.305% | 98.79 | 102.76 | 110.70 | 118.64 | 126.58 | 134.52 | |
| 3 years | 0.173% | 99.48 | 102.47 | 108.45 | 114.43 | 120.41 | 126.39 | |
| 2 years | -0.096% | 100.19 | 102.20 | 106.20 | 110.21 | 114.21 | 118.22 | |
| 1 year | -0.462% | 100.46 | 101.47 | 103.48 | 105.49 | 107.50 | 109.51 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||