Last Update: 24 Jan 2020 21:15 GMT+0
The Italy 10Y Government Bond has a 1.225% yield.
10 Years vs 2 Years bond spread is 130 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 122.70 and implied probability of default is 2.05%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 19.8 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 54.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 130 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 | 122.70 | -0.41 % | -1.45 % | -41.15 % | 2.05 % |
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 | -0.400% | +28.2 bp | -12.7 bp | ||||||
| 3 months | -0.324% | +6.5 bp | -8.0 bp | ||||||
| 6 months | -0.312% | -28.7 bp | -14.7 bp | ||||||
| 9 months | -0.269% | -25.9 bp | -8.3 bp | ||||||
| 1 year | -0.273% | -8.6 bp | -10.2 bp | 100.27 | +0.08 % | +0.10 % | |||
| 2 years | -0.075% | -5.9 bp | -1.2 bp | 100.15 | +0.12 % | +0.02 % | |||
| 3 years | 0.017% | -9.2 bp | -22.5 bp | 99.95 | +0.28 % | +0.67 % | |||
| 4 years | 0.320% | -10.0 bp | -16.5 bp | 98.73 | +0.40 % | +0.66 % | |||
| 5 years | 0.470% | -13.3 bp | -31.6 bp | 97.68 | +0.66 % | +1.58 % | |||
| 6 years | 0.717% | -14.2 bp | -20.6 bp | 95.80 | +0.84 % | +1.23 % | |||
| 7 years | 0.817% | -12.7 bp | -22.1 bp | 94.46 | +0.89 % | +1.54 % | |||
| 8 years | 0.942% | -17.0 bp | -25.6 bp | 92.77 | +1.35 % | +2.05 % | |||
| 9 years | 1.072% | -17.8 bp | -17.1 bp | 90.85 | +1.60 % | +1.53 % | |||
| 10 years | 1.225% | -28.1 bp | -27.4 bp | 88.54 | +2.81 % | +2.74 % | |||
| 15 years | 1.708% | -18.6 bp | -35.4 bp | 77.57 | +2.78 % | +5.35 % | |||
| 20 years | 1.908% | -20.1 bp | -33.7 bp | 68.52 | +4.02 % | +6.83 % | |||
| 30 years | 2.293% | -17.9 bp | -34.4 bp | 50.66 | +5.39 % | +10.61 % | |||
| 50 years | 2.505% | -15.6 bp | -27.1 bp | 29.02 | +7.88 % | +14.12 % | |||
10Y Bond Yield Spread - Italy vs Main Countries
The Italy 10Y Government Bond has a 1.225% 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 | 156.4 bp | -18.7 | -31.0 | ||
| France 10Y | 130.6 bp | -14.1 | -30.6 | ||
| Japan 10Y | 123.5 bp | -26.9 | -41.3 | ||
| Spain 10Y | 88.2 bp | -20.2 | -26.0 | ||
| United Kingdom 10Y | 65.8 bp | -7.8 | -16.4 | ||
| Australia 10Y | 16.8 bp | -3.2 | -4.8 | ||
| Canada 10Y | -14.2 bp | -3.1 | -19.2 | ||
| United States 10Y | -46.4 bp | -6.7 | +8.5 | ||
| China 10Y | -180.9 bp | -11.3 | -13.0 | ||
| Russia 10Y | -498.0 bp | -15.1 | +79.1 | ||
| India 10Y | -535.3 bp | -28.8 | -41.4 | ||
| Brazil 10Y | -547.2 bp | -4.1 | +21.9 |
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 | 2.505% | 29.02 | 57.36 | 114.03 | 170.69 | 227.36 | 284.03 | |
| 30 years | 2.293% | 50.66 | 72.17 | 115.21 | 158.25 | 201.29 | 244.33 | |
| 20 years | 1.908% | 68.52 | 85.02 | 118.02 | 151.01 | 184.01 | 217.00 | |
| 15 years | 1.708% | 77.57 | 90.70 | 116.97 | 143.24 | 169.51 | 195.78 | |
| 10 years | 1.225% | 88.54 | 97.89 | 116.61 | 135.33 | 154.04 | 172.76 | |
| 9 years | 1.072% | 90.85 | 99.39 | 116.46 | 133.53 | 150.60 | 167.67 | |
| 8 years | 0.942% | 92.77 | 100.44 | 115.79 | 131.13 | 146.47 | 161.82 | |
| 7 years | 0.817% | 94.46 | 101.24 | 114.79 | 128.35 | 141.90 | 155.45 | |
| 6 years | 0.717% | 95.80 | 101.66 | 113.36 | 125.07 | 136.77 | 148.47 | |
| 5 years | 0.470% | 97.68 | 102.61 | 112.47 | 122.33 | 132.19 | 142.06 | |
| 4 years | 0.320% | 98.73 | 102.70 | 110.63 | 118.57 | 126.51 | 134.44 | |
| 3 years | 0.017% | 99.95 | 102.95 | 108.95 | 114.94 | 120.94 | 126.94 | |
| 2 years | -0.075% | 100.15 | 102.15 | 106.16 | 110.16 | 114.17 | 118.17 | |
| 1 year | -0.273% | 100.27 | 101.28 | 103.28 | 105.29 | 107.29 | 109.30 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||