Last Update: 22 Oct 2019 20:15 GMT+0
The Italy 10Y Government Bond has a 1.020% yield.
10 Years vs 2 Years bond spread is 116.7 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 110.30 and implied probability of default is 1.84%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 8.1 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | 42.6 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 116.7 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 | 110.30 | -9.29 % | -17.44 % | -60.25 % | 1.84 % |
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 | -0.330% | -2.9 bp | -6.4 bp | ||||||
| 3 months | -0.351% | -2.7 bp | -20.1 bp | ||||||
| 6 months | -0.266% | -0.6 bp | -18.3 bp | ||||||
| 9 months | -0.240% | +0.2 bp | -28.0 bp | ||||||
| 1 year | -0.228% | -2.7 bp | -30.2 bp | 100.23 | +0.03 % | +0.30 % | |||
| 2 years | -0.147% | +4.8 bp | -69.2 bp | 100.29 | -0.10 % | +1.38 % | |||
| 3 years | -0.098% | -7.1 bp | -109.7 bp | 100.29 | +0.21 % | +3.33 % | |||
| 4 years | 0.164% | -10.5 bp | -114.0 bp | 99.35 | +0.42 % | +4.63 % | |||
| 5 years | 0.279% | -19.8 bp | -138.0 bp | 98.62 | +0.99 % | +7.08 % | |||
| 6 years | 0.487% | +0.6 bp | -142.6 bp | 97.13 | -0.03 % | +8.83 % | |||
| 7 years | 0.581% | +1.6 bp | -144.2 bp | 96.03 | -0.10 % | +10.48 % | |||
| 8 years | 0.702% | -0.1 bp | -152.6 bp | 94.56 | +0.01 % | +12.79 % | |||
| 9 years | 0.826% | +9.4 bp | -146.0 bp | 92.86 | -0.84 % | +13.81 % | |||
| 10 years | 1.020% | +8.9 bp | -157.7 bp | 90.35 | -0.88 % | +16.76 % | |||
| 15 years | 1.499% | +6.8 bp | -140.4 bp | 80.00 | -1.00 % | +22.89 % | |||
| 20 years | 1.682% | +3.2 bp | -156.9 bp | 71.63 | -0.64 % | +35.82 % | |||
| 30 years | 2.062% | +5.9 bp | -141.5 bp | 54.21 | -1.72 % | +51.13 % | |||
| 50 years | 2.308% | +9.0 bp | -120.9 bp | 31.95 | -4.31 % | +79.90 % | |||
10Y Bond Yield Spread - Italy vs Main Countries
The Italy 10Y Government Bond has a 1.020% 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 | 138.6 bp | -7.0 | -118.7 | ||
| Japan 10Y | 114.6 bp | -0.0 | -148.0 | ||
| France 10Y | 108.8 bp | -6.4 | -113.9 | ||
| Spain 10Y | 76.0 bp | +8.1 | -77.4 | ||
| United Kingdom 10Y | 30.8 bp | +0.1 | -109.8 | ||
| Australia 10Y | -13.0 bp | -4.3 | -77.7 | ||
| Canada 10Y | -50.6 bp | -5.0 | -131.5 | ||
| United States 10Y | -75.0 bp | +4.1 | -76.2 | ||
| China 10Y | -222.9 bp | -4.2 | -140.7 | ||
| Russia 10Y | -546.0 bp | +61.9 | +19.3 | ||
| Brazil 10Y | -554.5 bp | +60.4 | +79.8 | ||
| India 10Y | -579.5 bp | +5.6 | -91.8 |
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 | 2.308% | 31.95 | 61.44 | 120.40 | 179.37 | 238.33 | 297.30 | |
| 30 years | 2.062% | 54.21 | 76.42 | 120.83 | 165.24 | 209.66 | 254.07 | |
| 20 years | 1.682% | 71.63 | 88.50 | 122.23 | 155.96 | 189.69 | 223.41 | |
| 15 years | 1.499% | 80.00 | 93.34 | 120.03 | 146.72 | 173.41 | 200.10 | |
| 10 years | 1.020% | 90.35 | 99.81 | 118.73 | 137.66 | 156.58 | 175.50 | |
| 9 years | 0.826% | 92.86 | 101.50 | 118.78 | 136.06 | 153.34 | 170.62 | |
| 8 years | 0.702% | 94.56 | 102.31 | 117.82 | 133.32 | 148.83 | 164.34 | |
| 7 years | 0.581% | 96.03 | 102.87 | 116.55 | 130.23 | 143.91 | 157.59 | |
| 6 years | 0.487% | 97.13 | 103.03 | 114.82 | 126.62 | 138.42 | 150.22 | |
| 5 years | 0.279% | 98.62 | 103.58 | 113.49 | 123.41 | 133.33 | 143.24 | |
| 4 years | 0.164% | 99.35 | 103.33 | 111.30 | 119.26 | 127.23 | 135.20 | |
| 3 years | -0.098% | 100.29 | 103.30 | 109.31 | 115.32 | 121.34 | 127.35 | |
| 2 years | -0.147% | 100.29 | 102.30 | 106.31 | 110.32 | 114.33 | 118.33 | |
| 1 year | -0.228% | 100.23 | 101.23 | 103.24 | 105.24 | 107.24 | 109.25 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||