Last Update: 10 Dec 2019 1:15 GMT+0
The Italy 10Y Government Bond has a 1.374% yield.
10 Years vs 2 Years bond spread is 135.5 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 137.80 and implied probability of default is 2.30%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 21.2 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 55.3 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 135.5 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 | 137.80 | +1.70 % | +20.56 % | -41.68 % | 2.30 % |
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 | -0.422% | -9.4 bp | -10.7 bp | ||||||
| 3 months | -0.373% | -5.3 bp | -7.9 bp | ||||||
| 6 months | -0.230% | +1.0 bp | -9.1 bp | ||||||
| 9 months | -0.188% | -1.1 bp | -22.8 bp | ||||||
| 1 year | -0.193% | -3.3 bp | -21.3 bp | 100.19 | +0.03 % | +0.21 % | |||
| 2 years | 0.019% | +3.2 bp | -39.0 bp | 99.96 | -0.07 % | +0.78 % | |||
| 3 years | 0.097% | +5.1 bp | -81.9 bp | 99.71 | -0.15 % | +2.48 % | |||
| 4 years | 0.421% | +6.1 bp | -84.2 bp | 98.33 | -0.24 % | +3.40 % | |||
| 5 years | 0.572% | +6.2 bp | -97.8 bp | 97.19 | -0.31 % | +4.96 % | |||
| 6 years | 0.850% | +10.2 bp | -94.7 bp | 95.05 | -0.61 % | +5.78 % | |||
| 7 years | 0.942% | +9.5 bp | -93.0 bp | 93.65 | -0.66 % | +6.64 % | |||
| 8 years | 1.067% | +10.1 bp | -97.1 bp | 91.86 | -0.80 % | +7.94 % | |||
| 9 years | 1.191% | +9.4 bp | -87.3 bp | 89.89 | -0.84 % | +8.04 % | |||
| 10 years | 1.374% | +9.7 bp | -99.4 bp | 87.24 | -0.95 % | +10.25 % | |||
| 15 years | 1.849% | +10.6 bp | -78.1 bp | 75.97 | -1.56 % | +12.13 % | |||
| 20 years | 2.063% | +12.9 bp | -91.3 bp | 66.47 | -2.49 % | +19.49 % | |||
| 30 years | 2.420% | +14.0 bp | -79.0 bp | 48.80 | -4.03 % | +25.90 % | |||
| 50 years | 2.620% | +12.3 bp | -70.2 bp | 27.44 | -5.83 % | +40.65 % | |||
10Y Bond Yield Spread - Italy vs Main Countries
The Italy 10Y Government Bond has a 1.374% 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 | 167.9 bp | +13.4 | -90.6 | ||
| Japan 10Y | 137.5 bp | +3.8 | -111.3 | ||
| France 10Y | 136.6 bp | +11.7 | -86.8 | ||
| Spain 10Y | 92.7 bp | +3.8 | -83.4 | ||
| United Kingdom 10Y | 61.0 bp | +12.3 | -92.3 | ||
| Australia 10Y | 25.0 bp | +29.3 | -63.6 | ||
| Canada 10Y | -21.5 bp | +9.3 | -106.6 | ||
| United States 10Y | -44.7 bp | +22.1 | -67.0 | ||
| China 10Y | -185.1 bp | +16.7 | -94.6 | ||
| Russia 10Y | -501.6 bp | +11.7 | +30.6 | ||
| India 10Y | -528.5 bp | -0.8 | -57.6 | ||
| Brazil 10Y | -537.7 bp | -1.0 | +35.5 |
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 | 2.620% | 27.44 | 55.14 | 110.52 | 165.91 | 221.30 | 276.69 | |
| 30 years | 2.420% | 48.80 | 69.96 | 112.27 | 154.58 | 196.89 | 239.20 | |
| 20 years | 2.063% | 66.47 | 82.72 | 115.23 | 147.73 | 180.24 | 212.74 | |
| 15 years | 1.849% | 75.97 | 88.97 | 114.96 | 140.95 | 166.94 | 192.93 | |
| 10 years | 1.374% | 87.24 | 96.53 | 115.10 | 133.66 | 152.23 | 170.80 | |
| 9 years | 1.191% | 89.89 | 98.38 | 115.35 | 132.33 | 149.30 | 166.27 | |
| 8 years | 1.067% | 91.86 | 99.49 | 114.75 | 130.01 | 145.26 | 160.52 | |
| 7 years | 0.942% | 93.65 | 100.39 | 113.88 | 127.37 | 140.85 | 154.34 | |
| 6 years | 0.850% | 95.05 | 100.87 | 112.52 | 124.18 | 135.83 | 147.48 | |
| 5 years | 0.572% | 97.19 | 102.10 | 111.93 | 121.77 | 131.60 | 141.43 | |
| 4 years | 0.421% | 98.33 | 102.29 | 110.21 | 118.12 | 126.04 | 133.96 | |
| 3 years | 0.097% | 99.71 | 102.70 | 108.69 | 114.68 | 120.67 | 126.66 | |
| 2 years | 0.019% | 99.96 | 101.96 | 105.96 | 109.96 | 113.96 | 117.96 | |
| 1 year | -0.193% | 100.19 | 101.20 | 103.20 | 105.20 | 107.21 | 109.21 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||