Last Update: 20 Sep 2021 5:15 GMT+0
The Italy 10Y Government Bond has a 0.718% yield.
10 Years vs 2 Years bond spread is 120.5 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 68.80 and implied probability of default is 1.15%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 1.9 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 48.1 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 120.5 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
BBB
|
- |
| Moody's Investors Service |
Baa3
|
- |
| Fitch Ratings |
BBB-
|
- |
| DBRS |
BBB (high)
|
negative |
| 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 | 68.80 | -3.51 % | -5.75 % | -47.64 % | 1.15 % |
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 | -0.564% | +0.3 bp | -4.9 bp | ||||||
| 3 months | -0.562% | +0.4 bp | -4.3 bp | ||||||
| 6 months | -0.557% | +0.2 bp | -8.2 bp | ||||||
| 9 months | -0.560% | -0.5 bp | -9.2 bp | ||||||
| 1 year | -0.506% | +2.0 bp | -4.8 bp | 100.51 | -0.02 % | +0.05 % | |||
| 2 years | -0.487% | +2.5 bp | -9.3 bp | 100.98 | -0.05 % | +0.19 % | |||
| 3 years | -0.301% | +5.1 bp | -2.6 bp | 100.91 | -0.15 % | +0.08 % | |||
| 4 years | -0.133% | +8.7 bp | -6.5 bp | 100.53 | -0.35 % | +0.26 % | |||
| 5 years | -0.006% | +10.8 bp | -1.8 bp | 100.03 | -0.54 % | +0.09 % | |||
| 6 years | 0.202% | +13.5 bp | -4.6 bp | 98.80 | -0.80 % | +0.28 % | |||
| 7 years | 0.283% | +14.6 bp | -4.6 bp | 98.04 | -1.02 % | +0.32 % | |||
| 8 years | 0.440% | +16.0 bp | -4.6 bp | 96.55 | -1.27 % | +0.36 % | |||
| 9 years | 0.635% | +17.6 bp | +0.1 bp | 94.46 | -1.56 % | -0.01 % | |||
| 10 years | 0.718% | +17.1 bp | +5.1 bp | 93.10 | -1.68 % | -0.50 % | |||
| 15 years | 1.186% | +15.6 bp | +3.4 bp | 83.79 | -2.29 % | -0.50 % | |||
| 20 years | 1.428% | +16.3 bp | +19.3 bp | 75.31 | -3.16 % | -3.73 % | |||
| 30 years | 1.717% | +15.9 bp | +3.9 bp | 60.01 | -4.58 % | -1.14 % | |||
| 50 years | 2.132% | +17.3 bp | +14.7 bp | 34.83 | -8.12 % | -6.95 % | |||
Italy 10Y Bond Yield Spread
The Italy 10Y Government Bond has a 0.718% 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 | 100.0 bp | -4.2 bp | +4.5 bp | Compare | |
| Japan 10Y | 67.3 bp | +13.2 bp | +11.5 bp | Compare | |
| France 10Y | 67.1 bp | -2.4 bp | -3.7 bp | Compare | |
| Spain 10Y | 36.3 bp | +2.8 bp | +4.1 bp | Compare | |
| United Kingdom 10Y | -13.0 bp | -15.0 bp | +4.9 bp | Compare | |
| Canada 10Y | -56.5 bp | +3.1 bp | +36.0 bp | Compare | |
| Australia 10Y | -60.9 bp | -8.3 bp | +57.3 bp | Compare | |
| United States 10Y | -64.5 bp | +6.3 bp | +41.8 bp | Compare | |
| China 10Y | -217.3 bp | +14.8 bp | +42.8 bp | Compare | |
| India 10Y | -544.2 bp | +24.5 bp | +8.4 bp | Compare | |
| Russia 10Y | -636.7 bp | +3.6 bp | +0.1 bp | Compare | |
| Brazil 10Y | -1037.2 bp | -27.2 bp | -239.8 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 | 2.132% | 34.83 | 65.40 | 126.53 | 187.67 | 248.81 | 309.95 | |
| 30 years | 1.717% | 60.01 | 83.30 | 129.88 | 176.47 | 223.06 | 269.64 | |
| 20 years | 1.428% | 75.31 | 92.60 | 127.18 | 161.76 | 196.35 | 230.93 | |
| 15 years | 1.186% | 83.79 | 97.46 | 124.79 | 152.13 | 179.46 | 206.80 | |
| 10 years | 0.718% | 93.10 | 102.71 | 121.94 | 141.18 | 160.41 | 179.64 | |
| 9 years | 0.635% | 94.46 | 103.18 | 120.62 | 138.07 | 155.51 | 172.95 | |
| 8 years | 0.440% | 96.55 | 104.39 | 120.08 | 135.77 | 151.46 | 167.14 | |
| 7 years | 0.283% | 98.04 | 104.96 | 118.81 | 132.65 | 146.49 | 160.33 | |
| 6 years | 0.202% | 98.80 | 104.75 | 116.67 | 128.59 | 140.50 | 152.42 | |
| 5 years | -0.006% | 100.03 | 105.03 | 115.03 | 125.03 | 135.04 | 145.04 | |
| 4 years | -0.133% | 100.53 | 104.55 | 112.57 | 120.60 | 128.63 | 136.65 | |
| 3 years | -0.301% | 100.91 | 103.93 | 109.96 | 116.00 | 122.04 | 128.07 | |
| 2 years | -0.487% | 100.98 | 103.00 | 107.03 | 111.05 | 115.08 | 119.11 | |
| 1 year | -0.506% | 100.51 | 101.51 | 103.52 | 105.53 | 107.54 | 109.55 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||