Last Update: 23 Oct 2018 8:15 GMT+0
The Italy 10Y Government Bond has a 3.454% yield.
10 Years vs 2 Years bond spread is 201.5 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 277.50 and implied probability of default is 4.63%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB
|
- |
| 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 | 277.50 | +2.89 % | +28.18 % | +107.40 % | 4.63 % |
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 | -0.325% | +2.2 bp | +24.0 bp | ||||||
| 3 months | -0.287% | +28.8 bp | +18.6 bp | ||||||
| 6 months | 0.161% | +1.1 bp | +57.8 bp | ||||||
| 9 months | 0.381% | +12.0 bp | +78.4 bp | ||||||
| 1 year | 0.730% | +36.0 bp | +112.1 bp | 99.28 | -0.35 % | -1.11 % | |||
| 2 years | 1.439% | +57.7 bp | +157.0 bp | 97.18 | -1.14 % | -3.07 % | |||
| 3 years | 1.931% | +63.1 bp | +192.8 bp | 94.42 | -1.85 % | -5.57 % | |||
| 4 years | 2.581% | +104.8 bp | +225.8 bp | 90.31 | -4.03 % | -8.52 % | |||
| 5 years | 2.764% | +91.9 bp | +209.2 bp | 87.26 | -4.38 % | -9.77 % | |||
| 6 years | 2.945% | +79.1 bp | +200.6 bp | 84.02 | -4.52 % | -11.14 % | |||
| 7 years | 3.149% | +79.6 bp | +186.9 bp | 80.49 | -5.28 % | -12.01 % | |||
| 8 years | 3.053% | +61.1 bp | +165.4 bp | 78.62 | -4.65 % | -12.14 % | |||
| 9 years | 3.271% | +63.9 bp | +159.7 bp | 74.85 | -5.43 % | -13.09 % | |||
| 10 years | 3.454% | +61.5 bp | +166.2 bp | 71.21 | -5.78 % | -14.95 % | |||
| 15 years | 3.626% | +59.5 bp | +133.4 bp | 58.61 | -8.28 % | -17.66 % | |||
| 20 years | 3.850% | +55.5 bp | +123.7 bp | 46.98 | -10.15 % | -21.31 % | |||
| 30 years | 3.969% | +50.6 bp | +109.4 bp | 31.11 | -13.61 % | -27.19 % | |||
| 50 years | 3.769% | +30.4 bp | +71.4 bp | 15.73 | -13.62 % | -29.18 % | |||
10Y Bond Yield Spread - Italy vs Main Countries
The Italy 10Y Government Bond has a 3.454% 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 | 330.5 bp | +59.5 | +157.4 | ||
| Germany 10Y | 302.3 bp | +64.5 | +186.6 | ||
| France 10Y | 265.2 bp | +59.2 | +170.3 | ||
| United Kingdom 10Y | 195.6 bp | +67.4 | +170.1 | ||
| Spain 10Y | 176.5 bp | +43.9 | +128.2 | ||
| Canada 10Y | 96.9 bp | +56.0 | +153.2 | ||
| Australia 10Y | 77.5 bp | +63.5 | +185.3 | ||
| United States 10Y | 29.8 bp | +52.6 | +148.3 | ||
| China 10Y | -15.0 bp | +72.4 | +166.1 | ||
| India 10Y | -444.7 bp | +79.0 | +150.1 | ||
| Russia 10Y | -509.6 bp | +75.5 | +45.2 | ||
| Brazil 10Y | -675.6 bp | +210.5 | +114.7 |
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 | 3.769% | 15.73 | 38.09 | 82.81 | 127.52 | 172.24 | 216.96 | |
| 30 years | 3.969% | 31.11 | 48.47 | 83.18 | 117.90 | 152.61 | 187.32 | |
| 20 years | 3.850% | 46.98 | 60.75 | 88.29 | 115.84 | 143.38 | 170.93 | |
| 15 years | 3.626% | 58.61 | 70.02 | 92.85 | 115.68 | 138.51 | 161.34 | |
| 10 years | 3.454% | 71.21 | 79.54 | 96.22 | 112.89 | 129.56 | 146.23 | |
| 9 years | 3.271% | 74.85 | 82.54 | 97.92 | 113.29 | 128.67 | 144.05 | |
| 8 years | 3.053% | 78.62 | 85.62 | 99.63 | 113.64 | 127.64 | 141.65 | |
| 7 years | 3.149% | 80.49 | 86.69 | 99.08 | 111.47 | 123.86 | 136.25 | |
| 6 years | 2.945% | 84.02 | 89.44 | 100.30 | 111.15 | 122.01 | 132.86 | |
| 5 years | 2.764% | 87.26 | 91.87 | 101.09 | 110.31 | 119.53 | 128.75 | |
| 4 years | 2.581% | 90.31 | 94.06 | 101.57 | 109.08 | 116.59 | 124.10 | |
| 3 years | 1.931% | 94.42 | 97.31 | 103.09 | 108.86 | 114.64 | 120.41 | |
| 2 years | 1.439% | 97.18 | 99.14 | 103.06 | 106.97 | 110.89 | 114.80 | |
| 1 year | 0.730% | 99.28 | 100.27 | 102.25 | 104.24 | 106.22 | 108.21 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||