Last Update: 29 Nov 2020 5:15 GMT+0
The Norway 10Y Government Bond has a 0.824% yield.
10 Years vs 2 Years bond spread is 70.9 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.00% (last modification in May 2020).
The Norway credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 10.60 and implied probability of default is 0.18%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 8 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 32.9 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 70.9 bp | Normal Convexity in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
AAA
|
- |
| Moody's Investors Service |
Aaa
|
- |
| Fitch Ratings |
AAA
|
- |
| DBRS |
AAA
|
- |
| Norway Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 0.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 10.60 | -3.64 % | -5.36 % | -3.64 % | 0.18 % |
Norway 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 | ||||
| 3 months | 0.092% | +3.1 bp | +10.1 bp | ||||||
| 6 months | 0.011% | 0.0 bp | +1.2 bp | ||||||
| 9 months | 0.035% | +1.5 bp | +2.4 bp | ||||||
| 1 year | 0.035% | +1.6 bp | +1.9 bp | 99.97 | -0.01 % | -0.01 % | |||
| 2 years | 0.115% | 0.0 bp | -1.6 bp | 99.77 | 0.00 % | +0.03 % | |||
| 5 years | 0.444% | +10.8 bp | +19.9 bp | 97.81 | -0.54 % | -0.98 % | |||
| 10 years | 0.824% | +15.9 bp | +24.2 bp | 92.12 | -1.57 % | -2.37 % | |||
10Y Bond Yield Spread - Norway vs Main Countries
The Norway 10Y Government Bond has a 0.824% 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.
| Norway 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Germany 10Y | 141.8 bp | +12.1 | +39.0 | ||
| France 10Y | 117.2 bp | +15.8 | +51.9 | ||
| Japan 10Y | 79.9 bp | +15.8 | +21.8 | ||
| Spain 10Y | 77.1 bp | +24.8 | +75.3 | ||
| United Kingdom 10Y | 54.0 bp | +9.0 | +14.3 | ||
| Italy 10Y | 26.7 bp | +29.6 | +116.2 | ||
| Canada 10Y | 14.6 bp | +11.0 | +9.7 | ||
| United States 10Y | -1.8 bp | +14.8 | +5.3 | ||
| Australia 10Y | -8.2 bp | +8.2 | +22.8 | ||
| China 10Y | -251.2 bp | +2.7 | -38.8 | ||
| Russia 10Y | -500.6 bp | +43.4 | -2.8 | ||
| India 10Y | -508.7 bp | +12.9 | +34.4 | ||
| Brazil 10Y | -670.2 bp | +13.5 | -22.5 |
Norway 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% | |||
| 10 years | 0.824% | 92.12 | 101.68 | 120.81 | 139.93 | 159.05 | 178.17 | |
| 5 years | 0.444% | 97.81 | 102.74 | 112.61 | 122.48 | 132.35 | 142.22 | |
| 2 years | 0.115% | 99.77 | 101.77 | 105.76 | 109.75 | 113.75 | 117.74 | |
| 1 year | 0.035% | 99.97 | 100.96 | 102.96 | 104.96 | 106.96 | 108.96 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||