Last Update: 24 Jan 2020 21:15 GMT+0
The New Zealand 10Y Government Bond has a 1.459% yield.
Central Bank Rate is 1.00% (last modification in August 2019).
The New Zealand credit rating is AA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 17.70 and implied probability of default is 0.30%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA
|
positive |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AA
|
positive |
| DBRS |
-
|
- |
| New Zealand Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 17.70 | -0.56 % | +8.59 % | -20.27 % | 0.30 % |
New Zealand 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 | 1.230% | +2.0 bp | -32.0 bp | ||||||
| 2 months | 1.270% | +2.0 bp | -26.0 bp | ||||||
| 3 months | 1.310% | +2.0 bp | -21.0 bp | ||||||
| 4 months | 1.300% | 0.0 bp | -20.0 bp | ||||||
| 5 months | 1.290% | -1.0 bp | -20.0 bp | ||||||
| 6 months | 1.280% | -3.0 bp | -19.0 bp | ||||||
| 1 year | 1.034% | -9.1 bp | -18.1 bp | 98.98 | +0.09 % | +0.18 % | |||
| 5 years | 1.209% | -14.6 bp | -3.6 bp | 94.17 | +0.73 % | +0.18 % | |||
| 7 years | 1.350% | -15.6 bp | -6.5 bp | 91.04 | +1.08 % | +0.45 % | |||
| 10 years | 1.459% | -17.6 bp | -12.6 bp | 86.52 | +1.75 % | +1.25 % | |||
| 15 years | 1.675% | -19.9 bp | -12.0 bp | 77.94 | +2.97 % | +1.78 % | |||
| 20 years | 1.852% | -21.4 bp | -12.3 bp | 69.28 | +4.29 % | +2.44 % | |||
10Y Bond Yield Spread - New Zealand vs Main Countries
The New Zealand 10Y Government Bond has a 1.459% 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.
| New Zealand 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 179.8 bp | -8.2 | -16.2 | ||
| France 10Y | 154.0 bp | -3.6 | -15.8 | ||
| Japan 10Y | 146.9 bp | -16.4 | -26.5 | ||
| Spain 10Y | 111.6 bp | -9.7 | -11.2 | ||
| United Kingdom 10Y | 89.2 bp | +2.7 | -1.6 | ||
| Australia 10Y | 40.2 bp | +7.3 | +10.0 | ||
| Italy 10Y | 23.4 bp | +10.5 | +14.8 | ||
| Canada 10Y | 9.2 bp | +7.4 | -4.4 | ||
| United States 10Y | -23.0 bp | +3.8 | +23.3 | ||
| China 10Y | -157.5 bp | -0.8 | +1.8 | ||
| Russia 10Y | -474.6 bp | -4.6 | +93.9 | ||
| India 10Y | -511.9 bp | -18.3 | -26.6 | ||
| Brazil 10Y | -523.8 bp | +6.4 | +36.7 |
New Zealand 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% | |||
| 20 years | 1.852% | 69.28 | 85.87 | 119.04 | 152.22 | 185.39 | 218.57 | |
| 15 years | 1.675% | 77.94 | 91.11 | 117.45 | 143.78 | 170.12 | 196.45 | |
| 10 years | 1.459% | 86.52 | 95.76 | 114.24 | 132.73 | 151.21 | 169.70 | |
| 7 years | 1.350% | 91.04 | 97.68 | 110.95 | 124.22 | 137.50 | 150.77 | |
| 5 years | 1.209% | 94.17 | 98.99 | 108.64 | 118.29 | 127.93 | 137.58 | |
| 1 year | 1.034% | 98.98 | 99.97 | 101.95 | 103.93 | 105.90 | 107.88 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||