COUNTRY •
NORWAY
Last Update: 28 Jun 2022 11:15 GMT+0
The Norway 10Y Government Bond has a 3.299% yield.
Central Bank Rate is 1.25% (last modification in June 2022).
The Norway credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 12.80 and implied probability of default is 0.21%.
If data are not all visible, swipe table left
Residual Maturity |
Yield | ZC Price | Last Change |
||||||
---|---|---|---|---|---|---|---|---|---|
Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
3 months | 1.485% | +31.0 bp | +126.4 bp | 28 Jun | |||||
6 months | 1.847% | +75.4 bp | +134.8 bp | 28 Jun | |||||
9 months | 2.120% | +86.4 bp | +136.5 bp | 28 Jun | |||||
1 year | 2.453% | +106.6 bp | +153.2 bp | 97.61 | -1.03 % | -1.49 % | 28 Jun | ||
3 years | 3.185% | +70.8 bp | +169.7 bp | 91.02 | -2.04 % | -4.86 % | 28 Jun | ||
5 years | 3.270% | +68.2 bp | +167.1 bp | 85.14 | -3.26 % | -7.83 % | 28 Jun | ||
10 years | 3.299% | +60.8 bp | +164.4 bp | 72.28 | -5.74 % | -14.82 % | 28 Jun |
Last Update: 28 Jun 2022 11:15 GMT+0
Norway Yield Curve Analysis
Normally, longer-duration interest rates are higher than short-duration. So, the yield curve normally slopes upward as duration increases.
For this reason, the spread (i.e. the yield difference) between a longer and a shorter bond should be positive.
If not, the yield curve can be flat or inverted.
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
The curve convexity is measured considering some key bond durations (usually 2 years and 10 years, but also other maturities).
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Residual Maturity |
Yield | Spread vs Bond | Spread vs Central Bank Rate (1.25%) |
|||
---|---|---|---|---|---|---|
3 months | 1 year | 5 years | ||||
10 years | 3.299% | 204.9 bp | ||||
5 years | 3.270% | 202.0 bp | ||||
1 year | 2.453% | 120.3 bp | ||||
3 months | 1.485% | 23.5 bp |
Readings that may interest you
Norway Credit Ratings
A credit rating is an assessment of the creditworthiness of a borrower (in general terms or with respect to a particular debt or financial obligation).
For a deeper analysis of credit ratings, click here
Norway Credit Ratings History
Rating Agency | Rating | Outlook |
---|---|---|
Standard & Poor's |
AAA
|
- |
Moody's Investors Service |
Aaa
|
- |
Fitch Ratings |
AAA
|
- |
DBRS |
AAA
|
- |
Norway Interest Rates
A bank rate is the interest rate at which a nation's central bank lends money to domestic banks, often in the form of very short-term loans.
Interest Rates | Value | |
---|---|---|
Central Bank Rate | 1.25% |
Norway Credit Default Swaps
The term credit default swap (CDS) refers to a financial derivative that allows an investor to swap or offset their credit risk with that of another investor. To swap the risk of default, the lender buys a CDS from another investor who agrees to reimburse the lender in the case the borrower defaults.
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Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD(*) | |
---|---|---|---|---|---|---|
5 Years CDS | 12.80 | +7.56 % | +5.79 % | +24.27 % | 0.21 % |
(*) Implied probability of default, calculated on the hypothesis of a 40% recovery rate.
Norway 10Y Bond Yield Spread
The Norway 10Y Government Bond has a 3.299% yield. Click on Spread value for the historical serie.
A positive spread, marked by
, means that the 10Y Bond Yield is higher than the corresponding foreign bond. Instead, a negative spread is marked by a green circle.
Click on the values in "Current Spread" column, for the historical series of the spread.
Click on the "Compare" button, for a report with the full comparison between the two countries, with all the available data.
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Norway 10Y vs | Current Spread | Chg 1M | Chg 6M | ||
---|---|---|---|---|---|
Japan 10Y | 306.9 bp | +60.1 bp | +147.3 bp | Compare | |
Germany 10Y | 164.4 bp | -7.1 bp | -24.7 bp | Compare | |
France 10Y | 110.8 bp | -8.9 bp | -41.6 bp | Compare | |
United Kingdom 10Y | 81.2 bp | +4.5 bp | +8.0 bp | Compare | |
Spain 10Y | 55.7 bp | -4.6 bp | -58.8 bp | Compare | |
China 10Y | 44.2 bp | +50.1 bp | +160.7 bp | Compare | |
United States 10Y | 5.0 bp | +10.2 bp | -12.1 bp | Compare | |
Canada 10Y | -15.9 bp | -6.0 bp | -33.8 bp | Compare | |
Italy 10Y | -38.5 bp | -18.0 bp | -94.5 bp | Compare | |
Australia 10Y | -52.0 bp | +3.8 bp | -58.8 bp | Compare | |
India 10Y | -415.8 bp | +50.1 bp | +66.5 bp | Compare | |
Russia 10Y | -532.1 bp | +149.8 bp | +143.9 bp | Compare | |
Brazil 10Y | -948.3 bp | +25.9 bp | -43.1 bp | Compare |
Norway Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The highlighted column refers to the zero coupon bond.
Click on
for a forecast of the yield.
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Residual Maturity |
Yield | Bond Price - with different Coupon Rates | Fx | ||||||
---|---|---|---|---|---|---|---|---|---|
0% | 1% | 3% | 5% | 7% | 9% | ||||
10 years | 3.299% | 72.28 | 80.68 | 97.49 | 114.29 | 131.09 | 147.90 | ||
5 years | 3.270% | 85.14 | 89.68 | 98.77 | 107.86 | 116.95 | 126.04 | ||
3 years | 3.185% | 91.02 | 93.84 | 99.48 | 105.12 | 110.75 | 116.39 | ||
1 year | 2.453% | 97.61 | 98.58 | 100.53 | 102.49 | 104.44 | 106.39 | ||
Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 |