Last Update: 17 Apr 2021 10:15 GMT+0
The Italy 10Y Government Bond has a 0.746% yield.
10 Years vs 2 Years bond spread is 110.9 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 82.50 and implied probability of default is 1.38%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 5.6 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 42.9 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 110.9 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 | 82.50 | +5.77 % | +17.19 % | -65.61 % | 1.38 % |
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 | -0.573% | -5.6 bp | -8.5 bp | ||||||
| 3 months | -0.509% | +0.7 bp | +10.5 bp | ||||||
| 6 months | -0.492% | -2.0 bp | +0.6 bp | ||||||
| 9 months | -0.456% | -0.2 bp | +4.1 bp | ||||||
| 1 year | -0.419% | +1.4 bp | -0.7 bp | 100.42 | -0.01 % | +0.01 % | |||
| 2 years | -0.363% | +0.1 bp | +0.2 bp | 100.73 | 0.00 % | 0.00 % | |||
| 3 years | -0.220% | +0.8 bp | +4.3 bp | 100.66 | -0.03 % | -0.13 % | |||
| 4 years | -0.008% | +1.9 bp | +8.7 bp | 100.03 | -0.08 % | -0.35 % | |||
| 5 years | 0.066% | +1.2 bp | +1.3 bp | 99.67 | -0.06 % | -0.07 % | |||
| 6 years | 0.316% | +3.1 bp | +12.9 bp | 98.12 | -0.19 % | -0.78 % | |||
| 7 years | 0.395% | +3.5 bp | +13.7 bp | 97.28 | -0.25 % | -0.95 % | |||
| 8 years | 0.559% | +4.2 bp | +11.1 bp | 95.64 | -0.33 % | -0.88 % | |||
| 9 years | 0.711% | +5.0 bp | +20.3 bp | 93.82 | -0.45 % | -1.80 % | |||
| 10 years | 0.746% | +5.0 bp | +9.4 bp | 92.84 | -0.49 % | -0.93 % | |||
| 15 years | 1.248% | +8.1 bp | +27.0 bp | 83.02 | -1.20 % | -3.93 % | |||
| 20 years | 1.332% | +8.8 bp | +17.1 bp | 76.75 | -1.72 % | -3.31 % | |||
| 30 years | 1.782% | +10.2 bp | +27.3 bp | 58.87 | -2.95 % | -7.74 % | |||
| 50 years | 2.106% | +12.8 bp | +34.8 bp | 35.27 | -6.10 % | -15.70 % | |||
10Y Bond Yield Spread - Italy vs Main Countries
The Italy 10Y Government Bond has a 0.746% 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 | 100.5 bp | +0.8 | -27.3 | ||
| France 10Y | 75.1 bp | +0.5 | -25.2 | ||
| Japan 10Y | 66.2 bp | +5.5 | +2.7 | ||
| Spain 10Y | 34.9 bp | +2.8 | -18.6 | ||
| United Kingdom 10Y | -1.9 bp | +11.6 | -49.0 | ||
| Canada 10Y | -79.9 bp | +10.2 | -87.6 | ||
| United States 10Y | -84.4 bp | +10.6 | -74.7 | ||
| Australia 10Y | -94.6 bp | +12.1 | -86.7 | ||
| China 10Y | -244.0 bp | +14.7 | +15.6 | ||
| India 10Y | -534.2 bp | +14.7 | -5.9 | ||
| Russia 10Y | -632.9 bp | -14.0 | -94.1 | ||
| Brazil 10Y | -833.3 bp | -44.8 | -134.8 |
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 | 2.106% | 35.27 | 66.01 | 127.48 | 188.95 | 250.42 | 311.89 | |
| 30 years | 1.782% | 58.87 | 81.95 | 128.11 | 174.28 | 220.44 | 266.61 | |
| 20 years | 1.332% | 76.75 | 94.20 | 129.12 | 164.03 | 198.94 | 233.86 | |
| 15 years | 1.248% | 83.02 | 96.63 | 123.83 | 151.04 | 178.24 | 205.45 | |
| 10 years | 0.746% | 92.84 | 102.44 | 121.64 | 140.85 | 160.05 | 179.25 | |
| 9 years | 0.711% | 93.82 | 102.51 | 119.89 | 137.26 | 154.64 | 172.02 | |
| 8 years | 0.559% | 95.64 | 103.44 | 119.05 | 134.65 | 150.26 | 165.86 | |
| 7 years | 0.395% | 97.28 | 104.17 | 117.95 | 131.73 | 145.51 | 159.29 | |
| 6 years | 0.316% | 98.12 | 104.06 | 115.93 | 127.80 | 139.66 | 151.53 | |
| 5 years | 0.066% | 99.67 | 104.66 | 114.64 | 124.62 | 134.60 | 144.58 | |
| 4 years | -0.008% | 100.03 | 104.03 | 112.03 | 120.04 | 128.04 | 136.04 | |
| 3 years | -0.220% | 100.66 | 103.68 | 109.70 | 115.73 | 121.76 | 127.78 | |
| 2 years | -0.363% | 100.73 | 102.74 | 106.76 | 110.78 | 114.81 | 118.83 | |
| 1 year | -0.419% | 100.42 | 101.42 | 103.43 | 105.44 | 107.45 | 109.46 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||