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%.
| 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 | 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.
| 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.
| 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.
| 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 | ||