Last Update: 18 Jan 2021 21:15 GMT+0
The Italy 10Y Government Bond has a 0.600% yield.
10 Years vs 2 Years bond spread is 97.6 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 100.40 and implied probability of default is 1.67%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 4.5 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 36.7 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 97.6 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 | 100.40 | +8.31 % | +2.55 % | -16.96 % | 1.67 % |
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 | -0.531% | +22.1 bp | -21.7 bp | ||||||
| 3 months | -0.545% | +3.0 bp | -26.3 bp | ||||||
| 6 months | -0.475% | +3.9 bp | -15.1 bp | ||||||
| 9 months | -0.447% | +4.9 bp | -19.7 bp | ||||||
| 1 year | -0.421% | +8.1 bp | -25.0 bp | 100.42 | -0.08 % | +0.25 % | |||
| 2 years | -0.376% | +10.5 bp | -42.9 bp | 100.76 | -0.21 % | +0.87 % | |||
| 3 years | -0.310% | +12.1 bp | -52.5 bp | 100.94 | -0.36 % | +1.59 % | |||
| 4 years | -0.133% | +10.4 bp | -62.9 bp | 100.53 | -0.42 % | +2.54 % | |||
| 5 years | -0.009% | +10.0 bp | -68.3 bp | 100.05 | -0.50 % | +3.46 % | |||
| 6 years | 0.117% | +8.5 bp | -67.5 bp | 99.30 | -0.51 % | +4.11 % | |||
| 7 years | 0.189% | +7.3 bp | -64.4 bp | 98.69 | -0.50 % | +4.59 % | |||
| 8 years | 0.396% | +6.7 bp | -65.7 bp | 96.89 | -0.53 % | +5.36 % | |||
| 9 years | 0.467% | +6.8 bp | -61.2 bp | 95.89 | -0.61 % | +5.62 % | |||
| 10 years | 0.600% | +6.9 bp | -63.1 bp | 94.19 | -0.69 % | +6.45 % | |||
| 15 years | 0.935% | +6.7 bp | -63.3 bp | 86.97 | -0.99 % | +9.82 % | |||
| 20 years | 1.123% | +6.0 bp | -63.7 bp | 79.98 | -1.19 % | +13.38 % | |||
| 30 years | 1.488% | +6.4 bp | -61.8 bp | 64.20 | -1.88 % | +19.98 % | |||
| 50 years | 1.791% | +6.0 bp | -51.9 bp | 41.17 | -2.90 % | +28.98 % | |||
10Y Bond Yield Spread - Italy vs Main Countries
The Italy 10Y Government Bond has a 0.600% 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 | 112.6 bp | +1.9 | -55.7 | ||
| France 10Y | 90.2 bp | +3.6 | -47.1 | ||
| Japan 10Y | 55.5 bp | +3.3 | -65.7 | ||
| Spain 10Y | 51.9 bp | +3.0 | -30.9 | ||
| United Kingdom 10Y | 31.1 bp | +2.1 | -75.3 | ||
| Canada 10Y | -20.6 bp | +1.7 | -91.3 | ||
| Australia 10Y | -42.5 bp | +5.1 | -77.3 | ||
| United States 10Y | -48.7 bp | -7.3 | -109.5 | ||
| China 10Y | -258.6 bp | +20.2 | -77.1 | ||
| India 10Y | -535.7 bp | +7.1 | -78.3 | ||
| Russia 10Y | -555.5 bp | -24.1 | -96.1 | ||
| Brazil 10Y | -687.6 bp | -9.7 | -176.0 |
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 | 1.791% | 41.17 | 74.02 | 139.72 | 205.42 | 271.12 | 336.82 | |
| 30 years | 1.488% | 64.20 | 88.26 | 136.37 | 184.49 | 232.60 | 280.71 | |
| 20 years | 1.123% | 79.98 | 97.81 | 133.46 | 169.10 | 204.75 | 240.40 | |
| 15 years | 0.935% | 86.97 | 100.91 | 128.78 | 156.65 | 184.52 | 212.39 | |
| 10 years | 0.600% | 94.19 | 103.87 | 123.23 | 142.58 | 161.94 | 181.29 | |
| 9 years | 0.467% | 95.89 | 104.69 | 122.27 | 139.86 | 157.45 | 175.03 | |
| 8 years | 0.396% | 96.89 | 104.75 | 120.47 | 136.18 | 151.90 | 167.62 | |
| 7 years | 0.189% | 98.69 | 105.63 | 119.53 | 133.42 | 147.32 | 161.21 | |
| 6 years | 0.117% | 99.30 | 105.28 | 117.23 | 129.18 | 141.13 | 153.08 | |
| 5 years | -0.009% | 100.05 | 105.05 | 115.05 | 125.05 | 135.05 | 145.06 | |
| 4 years | -0.133% | 100.53 | 104.55 | 112.57 | 120.60 | 128.63 | 136.65 | |
| 3 years | -0.310% | 100.94 | 103.95 | 109.99 | 116.03 | 122.07 | 128.10 | |
| 2 years | -0.376% | 100.76 | 102.77 | 106.79 | 110.81 | 114.84 | 118.86 | |
| 1 year | -0.421% | 100.42 | 101.43 | 103.44 | 105.44 | 107.45 | 109.46 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||