The New Zealand 10Y Government Bond has a 2.955% yield.

10Y-2Y bond spread is now +92.5 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 13.10.

Last Update: 23 Jan 2018 21:15 GMT+2

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Rating Agency Rating Outlook
Standard & Poor's
AA
-
Moody's Investors Service
Aaa
-
Fitch Ratings
AA
-
Interest Rates
Central Bank Rate 1.75%
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Credit Default Swap CDS Value Var % 1W Var % 1M
5 Years CDS 13.10 -15.27 % -21.37 %
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Residual Maturity Yield Yield 1M (Var vs Last) Yield 6M (Var vs Last)
1 month 1.810% 1.810% ( +0.0 bp ) 1.840% ( +3.0 bp )
2 months 1.860% 1.860% ( +0.0 bp ) 1.900% ( +4.0 bp )
3 months 1.910% 1.900% ( -1.0 bp ) 1.970% ( +6.0 bp )
4 months 1.920% 1.920% ( +0.0 bp ) 1.980% ( +6.0 bp )
5 months 1.940% 1.940% ( +0.0 bp ) 2.000% ( +6.0 bp )
6 months 1.960% 1.970% ( +1.0 bp ) 2.020% ( +6.0 bp )
1 year 1.835% 1.815% ( -2.0 bp ) n.a.
2 years 2.030% 1.915% ( -11.5 bp ) 1.965% ( -6.5 bp )
5 years 2.490% 2.300% ( -19.0 bp ) 2.600% ( +11.0 bp )
7 years 2.750% 2.610% ( -14.0 bp ) 2.825% ( +7.5 bp )
10 years 2.955% 2.770% ( -18.5 bp ) 2.945% ( -1.0 bp )
15 years 3.275% 3.125% ( -15.0 bp ) n.a.
20 years 3.425% 3.310% ( -11.5 bp ) n.a.

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