Last Update: 13 Dec 2018 5:15 GMT+0
The New Zealand 10Y Government Bond has a 2.535% yield.
10 Years vs 2 Years bond spread is 71.5 bp.
Central Bank Rate is 1.75%.
The New Zealand rating is AA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 22.40 and implied probability of default is 0.37%.
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AA
|
- |
| DBRS |
-
|
- |
| New Zealand Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 1.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 22.40 | +10.34 % | +23.76 % | +32.54 % | 0.37 % |
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 | 1.930% | 0.0 bp | 0.0 bp | ||||||
| 2 months | 1.970% | -1.0 bp | -1.0 bp | ||||||
| 3 months | 2.010% | -2.0 bp | -2.0 bp | ||||||
| 4 months | 2.040% | 0.0 bp | -1.0 bp | ||||||
| 5 months | 2.060% | +1.0 bp | -1.0 bp | ||||||
| 6 months | 2.090% | +3.0 bp | 0.0 bp | ||||||
| 1 year | 1.805% | -6.5 bp | +0.5 bp | 98.23 | +0.07 % | 0.00 % | |||
| 2 years | 1.820% | -14.0 bp | -10.5 bp | 96.46 | +0.28 % | +0.21 % | |||
| 5 years | 1.990% | -21.5 bp | -37.0 bp | 90.62 | +1.06 % | +1.83 % | |||
| 7 years | 2.200% | -25.0 bp | -45.5 bp | 85.87 | +1.73 % | +3.16 % | |||
| 10 years | 2.535% | -27.0 bp | -49.0 bp | 77.85 | +2.66 % | +4.88 % | |||
| 15 years | 2.713% | -26.2 bp | -50.2 bp | 66.93 | +3.90 % | +7.59 % | |||
| 20 years | 2.878% | -23.2 bp | -47.7 bp | 56.70 | +4.61 % | +9.69 % | |||
10Y Bond Yield Spread - New Zealand vs Main Countries
The New Zealand 10Y Government Bond has a 2.535% 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 |
|
|---|---|---|---|---|---|
| Japan 10Y | 247.8 bp | -21.3 | -49.8 | ||
| Germany 10Y | 224.7 bp | -15.7 | -29.9 | ||
| France 10Y | 179.3 bp | -23.3 | -38.6 | ||
| United Kingdom 10Y | 125.5 bp | -5.3 | -39.8 | ||
| Spain 10Y | 110.0 bp | -8.1 | -50.8 | ||
| Canada 10Y | 40.1 bp | +5.5 | -30.2 | ||
| Australia 10Y | 6.1 bp | -2.9 | -18.8 | ||
| United States 10Y | -37.6 bp | -3.8 | -42.5 | ||
| Italy 10Y | -46.4 bp | +18.5 | -67.4 | ||
| China 10Y | -79.8 bp | -10.1 | -11.1 | ||
| India 10Y | -485.9 bp | +9.8 | +4.6 | ||
| Russia 10Y | -614.5 bp | +8.0 | -159.0 | ||
| Brazil 10Y | -750.5 bp | +24.0 | +110.0 |
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 | 2.878% | 56.70 | 71.74 | 101.84 | 131.93 | 162.02 | 192.12 | |
| 15 years | 2.713% | 66.93 | 79.12 | 103.50 | 127.88 | 152.26 | 176.64 | |
| 10 years | 2.535% | 77.85 | 86.59 | 104.06 | 121.53 | 139.01 | 156.48 | |
| 7 years | 2.200% | 85.87 | 92.29 | 105.14 | 117.98 | 130.83 | 143.67 | |
| 5 years | 1.990% | 90.62 | 95.33 | 104.76 | 114.19 | 123.62 | 133.05 | |
| 2 years | 1.820% | 96.46 | 98.40 | 102.30 | 106.19 | 110.08 | 113.98 | |
| 1 year | 1.805% | 98.23 | 99.21 | 101.17 | 103.14 | 105.10 | 107.07 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||