Last Update: 10 Dec 2019 1:15 GMT+0
The New Zealand 10Y Government Bond has a 1.536% 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 18.60 and implied probability of default is 0.31%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA
|
positive |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AA
|
- |
| 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 | 18.60 | 0.00 % | +6.90 % | -11.43 % | 0.31 % |
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 | 1.210% | +4.0 bp | -47.0 bp | ||||||
| 2 months | 1.220% | +4.0 bp | -44.0 bp | ||||||
| 3 months | 1.220% | +4.0 bp | -42.0 bp | ||||||
| 4 months | 1.250% | +8.0 bp | -38.0 bp | ||||||
| 5 months | 1.270% | +10.0 bp | -35.0 bp | ||||||
| 6 months | 1.300% | +14.0 bp | -31.0 bp | ||||||
| 5 years | 1.282% | +20.6 bp | -12.3 bp | 93.83 | -1.01 % | +0.61 % | |||
| 7 years | 1.413% | +16.4 bp | -17.7 bp | 90.65 | -1.12 % | +1.23 % | |||
| 10 years | 1.536% | +14.8 bp | -22.9 bp | 85.86 | -1.45 % | +2.28 % | |||
| 15 years | 1.743% | +15.7 bp | -21.7 bp | 77.17 | -2.29 % | +3.25 % | |||
| 20 years | 1.914% | +17.1 bp | -20.1 bp | 68.44 | -3.31 % | +4.01 % | |||
10Y Bond Yield Spread - New Zealand vs Main Countries
The New Zealand 10Y Government Bond has a 1.536% 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 | 184.1 bp | +18.5 | -14.1 | ||
| Japan 10Y | 153.7 bp | +8.9 | -34.8 | ||
| France 10Y | 152.8 bp | +16.8 | -10.3 | ||
| Spain 10Y | 108.9 bp | +8.9 | -6.9 | ||
| United Kingdom 10Y | 77.2 bp | +17.4 | -15.8 | ||
| Australia 10Y | 41.2 bp | +34.4 | +12.9 | ||
| Italy 10Y | 16.2 bp | +5.1 | +76.5 | ||
| Canada 10Y | -5.3 bp | +14.4 | -30.1 | ||
| United States 10Y | -28.5 bp | +27.2 | +9.5 | ||
| China 10Y | -168.9 bp | +21.8 | -18.1 | ||
| Russia 10Y | -485.4 bp | +16.8 | +107.1 | ||
| India 10Y | -512.3 bp | +4.3 | +18.9 | ||
| Brazil 10Y | -521.5 bp | +4.1 | +112.0 |
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 | 1.914% | 68.44 | 84.93 | 117.91 | 150.88 | 183.86 | 216.83 | |
| 15 years | 1.743% | 77.17 | 90.27 | 116.47 | 142.67 | 168.87 | 195.07 | |
| 10 years | 1.536% | 85.86 | 95.07 | 113.48 | 131.88 | 150.29 | 168.70 | |
| 7 years | 1.413% | 90.65 | 97.27 | 110.51 | 123.75 | 136.99 | 150.23 | |
| 5 years | 1.282% | 93.83 | 98.64 | 108.27 | 117.90 | 127.52 | 137.15 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||