Last Update: 22 Sep 2021 17:15 GMT+0

The New Zealand 10Y Government Bond has a 1.885% yield.

10 Years vs 2 Years bond spread is 83.7 bp.
Normal Convexity in Long-Term vs Short-Term Maturities.

Central Bank Rate is 0.25% (last modification in March 2020).

The New Zealand credit rating is AA+, according to Standard & Poor's agency.

Current 5-Years Credit Default Swap quotation is 16.60 and implied probability of default is 0.28%.

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Yield Comparison Spread Curve Convexity
5Y vs 2Y 49.4 bp Normal Convexity in Mid-Term vs Short-Term Maturities
10Y vs 2Y 83.7 bp Normal Convexity in Long-Term vs Short-Term Maturities
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Rating Agency Rating Outlook
Standard & Poor's
AA+
-
Moody's Investors Service
Aaa
-
Fitch Ratings
AA
positive
DBRS
-
-
New Zealand Credit Ratings History
Interest Rates
Central Bank Rate 0.25%
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Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 16.60 +7.79 % +5.73 % +1.22 % 0.28 %

New Zealand 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.

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Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 month 0.450% +14.0 bp +16.0 bp
2 months 0.550% +19.0 bp +22.0 bp
3 months 0.650% +22.0 bp +28.0 bp
4 months 0.710% +22.0 bp +34.0 bp
5 months 0.760% +20.0 bp +39.0 bp
6 months 0.830% +21.0 bp +46.0 bp
2 years 1.048% +21.1 bp +81.5 bp 97.94 -0.42 % -1.61 %
5 years 1.542% +27.9 bp +60.6 bp 92.63 -1.37 % -2.95 %
7 years 1.716% +27.0 bp +66.0 bp 88.77 -1.85 % -4.46 %
10 years 1.885% +28.3 bp +18.8 bp 82.97 -2.74 % -1.82 %
15 years 1.995% +19.7 bp +9.1 bp 74.36 -2.85 % -1.33 %
20 years 2.480% +13.8 bp -10.5 bp 61.27 -2.65 % +2.08 %

New Zealand 10Y Bond Yield Spread

The New Zealand 10Y Government Bond has a 1.885% 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.

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New Zealand 10Y vs Current Spread Chg 1M Chg 6M
Germany 10Y 221.1 bp +11.4 bp +20.5 bp Compare
France 10Y 187.7 bp +12.7 bp +12.3 bp Compare
Japan 10Y 185.4 bp +25.8 bp +23.4 bp Compare
Spain 10Y 157.5 bp +18.5 bp +21.5 bp Compare
Italy 10Y 122.1 bp +16.6 bp +16.9 bp Compare
United Kingdom 10Y 108.6 bp +1.0 bp +20.6 bp Compare
Canada 10Y 66.1 bp +20.2 bp +52.5 bp Compare
Australia 10Y 63.7 bp +10.4 bp +69.9 bp Compare
United States 10Y 57.4 bp +22.7 bp +57.2 bp Compare
China 10Y -99.7 bp +26.9 bp +56.2 bp Compare
India 10Y -425.3 bp +37.9 bp +23.0 bp Compare
Russia 10Y -527.5 bp +7.3 bp +14.3 bp Compare
Brazil 10Y -888.6 bp +9.4 bp -190.8 bp Compare

New Zealand 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.

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Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
20 years 2.480% 61.27 76.88 108.12 139.36 170.60 201.83
15 years 1.995% 74.36 87.21 112.92 138.63 164.33 190.04
10 years 1.885% 82.97 92.00 110.08 128.15 146.22 164.30
7 years 1.716% 88.77 95.32 108.40 121.49 134.57 147.66
5 years 1.542% 92.63 97.41 106.96 116.52 126.07 135.63
2 years 1.048% 97.94 99.91 103.84 107.78 111.72 115.66
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

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