Last Update: 23 Aug 2019 4:15 GMT+0
The Italy 10Y Government Bond has a 1.305% yield.
10 Years vs 2 Years bond spread is 129.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities
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 194.10 and implied probability of default is 3.24%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 11.1 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 74.4 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 129.5 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 | 194.10 | -9.55 % | +19.59 % | -21.51 % | 3.24 % |
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 | -0.280% | -0.4 bp | -0.8 bp | ||||||
| 3 months | -0.307% | -3.7 bp | -15.7 bp | ||||||
| 6 months | -0.231% | -4.6 bp | -27.6 bp | ||||||
| 9 months | -0.100% | +3.0 bp | -20.4 bp | ||||||
| 1 year | -0.101% | +3.1 bp | -36.6 bp | 100.10 | -0.03 % | +0.36 % | |||
| 2 years | 0.010% | -0.2 bp | -53.0 bp | 99.98 | 0.00 % | +1.06 % | |||
| 3 years | 0.286% | -3.2 bp | -73.5 bp | 99.15 | +0.10 % | +2.22 % | |||
| 4 years | 0.507% | -4.3 bp | -107.3 bp | 98.00 | +0.17 % | +4.34 % | |||
| 5 years | 0.754% | -13.7 bp | -109.0 bp | 96.31 | +0.68 % | +5.52 % | |||
| 6 years | 0.829% | -19.5 bp | -129.1 bp | 95.17 | +1.17 % | +7.94 % | |||
| 7 years | 0.903% | -24.3 bp | -147.8 bp | 93.90 | +1.70 % | +10.72 % | |||
| 8 years | 1.036% | -27.6 bp | -138.6 bp | 92.09 | +2.21 % | +11.52 % | |||
| 9 years | 1.062% | -29.2 bp | -161.5 bp | 90.93 | +2.63 % | +15.33 % | |||
| 10 years | 1.305% | -29.8 bp | -157.0 bp | 87.84 | +2.98 % | +16.62 % | |||
| 15 years | 1.834% | -33.4 bp | -136.0 bp | 76.14 | +5.04 % | +22.02 % | |||
| 20 years | 2.014% | -31.8 bp | -150.7 bp | 67.11 | +6.42 % | +34.09 % | |||
| 30 years | 2.386% | -32.9 bp | -133.2 bp | 49.29 | +10.10 % | +47.35 % | |||
| 50 years | 2.625% | -19.4 bp | -101.8 bp | 27.37 | +9.88 % | +63.79 % | |||
10Y Bond Yield Spread - Italy vs Main Countries
The Italy 10Y Government Bond has a 1.305% 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 | 194.6 bp | -0.5 | -84.0 | ||
| France 10Y | 166.2 bp | -2.9 | -69.5 | ||
| Japan 10Y | 154.3 bp | -20.6 | -137.2 | ||
| Spain 10Y | 114.3 bp | -5.2 | -54.8 | ||
| United Kingdom 10Y | 78.6 bp | -12.9 | -92.9 | ||
| Australia 10Y | 32.7 bp | +4.4 | -46.7 | ||
| Canada 10Y | 1.5 bp | -9.7 | -96.9 | ||
| United States 10Y | -33.2 bp | +13.7 | -55.3 | ||
| China 10Y | -176.7 bp | -20.8 | -149.4 | ||
| India 10Y | -526.5 bp | -40.4 | -53.5 | ||
| Russia 10Y | -589.5 bp | -21.8 | -34.0 | ||
| Brazil 10Y | -591.0 bp | -28.3 | +14.5 |
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 | 2.625% | 27.37 | 55.04 | 110.38 | 165.71 | 221.04 | 276.38 | |
| 30 years | 2.386% | 49.29 | 70.54 | 113.05 | 155.55 | 198.06 | 240.56 | |
| 20 years | 2.014% | 67.11 | 83.44 | 116.10 | 148.76 | 181.42 | 214.08 | |
| 15 years | 1.834% | 76.14 | 89.15 | 115.17 | 141.19 | 167.21 | 193.23 | |
| 10 years | 1.305% | 87.84 | 97.16 | 115.79 | 134.43 | 153.07 | 171.70 | |
| 9 years | 1.062% | 90.93 | 99.47 | 116.55 | 133.63 | 150.71 | 167.79 | |
| 8 years | 1.036% | 92.09 | 99.72 | 115.00 | 130.28 | 145.56 | 160.84 | |
| 7 years | 0.903% | 93.90 | 100.66 | 114.16 | 127.67 | 141.18 | 154.69 | |
| 6 years | 0.829% | 95.17 | 101.00 | 112.66 | 124.32 | 135.98 | 147.63 | |
| 5 years | 0.754% | 96.31 | 101.20 | 110.98 | 120.76 | 130.54 | 140.31 | |
| 4 years | 0.507% | 98.00 | 101.95 | 109.85 | 117.75 | 125.65 | 133.55 | |
| 3 years | 0.286% | 99.15 | 102.13 | 108.10 | 114.06 | 120.03 | 125.99 | |
| 2 years | 0.010% | 99.98 | 101.98 | 105.98 | 109.98 | 113.98 | 117.98 | |
| 1 year | -0.101% | 100.10 | 101.10 | 103.10 | 105.11 | 107.11 | 109.11 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||