Last Update: 13 Dec 2018 5:15 GMT+0
The Italy 10Y Government Bond has a 2.999% yield.
10 Years vs 2 Years bond spread is 244.8 bp.
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 232.80 and implied probability of default is 3.88%.
| 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 | 232.80 | -0.56 % | -13.23 % | +108.04 % | 3.88 % |
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 | -0.369% | +1.2 bp | -5.0 bp | ||||||
| 3 months | -0.150% | +22.0 bp | +23.5 bp | ||||||
| 6 months | 0.129% | -6.1 bp | +13.8 bp | ||||||
| 9 months | 0.220% | -21.0 bp | -8.5 bp | ||||||
| 1 year | 0.300% | -28.3 bp | -5.6 bp | 99.70 | +0.28 % | +0.05 % | |||
| 2 years | 0.551% | -75.2 bp | -38.7 bp | 98.91 | +1.51 % | +0.77 % | |||
| 3 years | 1.193% | -67.2 bp | -3.7 bp | 96.50 | +2.00 % | +0.10 % | |||
| 4 years | 1.803% | -69.0 bp | +17.5 bp | 93.10 | +2.74 % | -0.68 % | |||
| 5 years | 2.033% | -65.1 bp | +15.9 bp | 90.43 | +3.23 % | -0.77 % | |||
| 6 years | 2.344% | -57.6 bp | +15.3 bp | 87.02 | +3.42 % | -0.90 % | |||
| 7 years | 2.566% | -58.7 bp | +14.8 bp | 83.75 | +4.08 % | -1.00 % | |||
| 8 years | 2.567% | -52.4 bp | 0.0 bp | 81.65 | +4.16 % | 0.00 % | |||
| 9 years | 2.767% | -50.2 bp | +6.6 bp | 78.22 | +4.49 % | -0.57 % | |||
| 10 years | 2.999% | -45.5 bp | +18.4 bp | 74.42 | +4.51 % | -1.77 % | |||
| 15 years | 3.252% | -39.9 bp | +8.0 bp | 61.88 | +5.96 % | -1.15 % | |||
| 20 years | 3.448% | -46.2 bp | +9.3 bp | 50.76 | +9.30 % | -1.80 % | |||
| 30 years | 3.607% | -41.2 bp | +4.1 bp | 34.54 | +12.65 % | -1.17 % | |||
| 50 years | 3.543% | -24.7 bp | +3.2 bp | 17.54 | +12.65 % | -1.52 % | |||
10Y Bond Yield Spread - Italy vs Main Countries
The Italy 10Y Government Bond has a 2.999% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 294.2 bp | -39.8 | +17.6 | ||
| Germany 10Y | 271.1 bp | -34.2 | +37.5 | ||
| France 10Y | 225.7 bp | -41.8 | +28.8 | ||
| United Kingdom 10Y | 171.9 bp | -23.8 | +27.6 | ||
| Spain 10Y | 156.4 bp | -26.6 | +16.6 | ||
| Canada 10Y | 86.5 bp | -13.0 | +37.2 | ||
| Australia 10Y | 52.5 bp | -21.4 | +48.6 | ||
| United States 10Y | 8.8 bp | -22.3 | +24.9 | ||
| China 10Y | -33.4 bp | -28.6 | +56.3 | ||
| India 10Y | -439.5 bp | -8.7 | +72.0 | ||
| Russia 10Y | -568.1 bp | -10.5 | -91.6 | ||
| Brazil 10Y | -704.1 bp | +5.5 | +177.4 |
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 | 3.543% | 17.54 | 40.81 | 87.36 | 133.91 | 180.46 | 227.01 | |
| 30 years | 3.607% | 34.54 | 52.69 | 88.98 | 125.28 | 161.58 | 197.87 | |
| 20 years | 3.448% | 50.76 | 65.04 | 93.60 | 122.16 | 150.72 | 179.28 | |
| 15 years | 3.252% | 61.88 | 73.60 | 97.05 | 120.49 | 143.94 | 167.39 | |
| 10 years | 2.999% | 74.42 | 82.95 | 100.01 | 117.07 | 134.13 | 151.19 | |
| 9 years | 2.767% | 78.22 | 86.09 | 101.83 | 117.58 | 133.32 | 149.06 | |
| 8 years | 2.567% | 81.65 | 88.80 | 103.10 | 117.40 | 131.69 | 145.99 | |
| 7 years | 2.566% | 83.75 | 90.08 | 102.75 | 115.42 | 128.08 | 140.75 | |
| 6 years | 2.344% | 87.02 | 92.56 | 103.63 | 114.71 | 125.78 | 136.85 | |
| 5 years | 2.033% | 90.43 | 95.14 | 104.55 | 113.97 | 123.39 | 132.81 | |
| 4 years | 1.803% | 93.10 | 96.93 | 104.58 | 112.23 | 119.88 | 127.54 | |
| 3 years | 1.193% | 96.50 | 99.43 | 105.29 | 111.15 | 117.01 | 122.87 | |
| 2 years | 0.551% | 98.91 | 100.89 | 104.86 | 108.82 | 112.79 | 116.76 | |
| 1 year | 0.300% | 99.70 | 100.70 | 102.69 | 104.69 | 106.68 | 108.67 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||