Last Update: 23 Oct 2018 8:15 GMT+0

The New Zealand 10Y Government Bond has a 2.675% yield.

10 Years vs 2 Years bond spread is 84 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 18.00 and implied probability of default is 0.30%.

Swipe left to see all data
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%
Swipe left to see all data
Credit Default Swap CDS Value Var % 1W Var % 1M Var % 1Y Implied PD
5 Years CDS 18.00 -2.17 % +3.45 % -13.04 % 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.

Swipe left to see all data
Residual
Maturity
Yield ZC Price Fx
Last Chg 1M Chg 6M Last Chg 1M Chg 6M
1 month 1.860% +1.0 bp -4.0 bp
2 months 1.890% 0.0 bp -10.0 bp
3 months 1.920% -2.0 bp -16.0 bp
4 months 1.930% -2.0 bp -18.0 bp
5 months 1.950% -1.0 bp -18.0 bp
6 months 1.960% -1.0 bp -20.0 bp
1 year 1.775% +2.0 bp -5.5 bp 98.26 -0.02 % +0.06 %
2 years 1.835% +9.0 bp -13.0 bp 96.43 -0.18 % +0.26 %
5 years 2.030% +0.2 bp -43.5 bp 90.44 -0.01 % +2.15 %
7 years 2.290% +0.5 bp -45.0 bp 85.34 -0.04 % +3.12 %
10 years 2.675% -2.0 bp -26.5 bp 76.80 +0.20 % +2.62 %
15 years 2.845% -2.8 bp -48.5 bp 65.65 +0.40 % +7.31 %
20 years 2.980% -3.0 bp -53.0 bp 55.58 +0.58 % +10.81 %

10Y Bond Yield Spread - New Zealand vs Main Countries

The New Zealand 10Y Government Bond has a 2.675% 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.

Swipe left to see all data
New Zealand 10Y vs Current Spread Chg 1M Chg 6M Country Full
Comparison
Japan 10Y 252.6 bp -4.0 -35.3
Germany 10Y 224.4 bp +1.0 -6.1
France 10Y 187.3 bp -4.3 -22.4
United Kingdom 10Y 117.7 bp +3.9 -22.6
Spain 10Y 98.6 bp -19.6 -64.5
Canada 10Y 19.0 bp -7.5 -39.5
Australia 10Y -0.4 bp 0.0 -7.4
United States 10Y -48.1 bp -10.9 -44.4
Italy 10Y -77.9 bp -63.5 -192.7
China 10Y -92.9 bp +8.9 -26.6
India 10Y -522.6 bp +15.5 -42.6
Russia 10Y -587.5 bp +12.0 -147.5
Brazil 10Y -753.5 bp +147.0 -78.0

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.

Swipe left to see all data
Residual
Maturity
Yield Bond Price - with different Coupon Rates
0% 1% 3% 5% 7% 9%
20 years 2.980% 55.58 70.49 100.30 130.11 159.92 189.73
15 years 2.845% 65.65 77.73 101.87 126.02 150.16 174.31
10 years 2.675% 76.80 85.47 102.82 120.17 137.51 154.86
7 years 2.290% 85.34 91.74 104.54 117.35 130.15 142.95
5 years 2.030% 90.44 95.15 104.57 113.99 123.41 132.82
2 years 1.835% 96.43 98.37 102.27 106.16 110.05 113.95
1 year 1.775% 98.26 99.24 101.20 103.17 105.13 107.10
Maturity Date 100.00 100.00 100.00 100.00 100.00 100.00

Back to Home Page - World Government Bonds

Share this page

Related Topics