Last Update: 3 Apr 2020 14:15 GMT+0
The Norway 10Y Government Bond has a 0.634% yield.
10 Years vs 2 Years bond spread is 38.5 bp. Normal Convexity in Long-Term vs Short-Term Maturities.
Central Bank Rate is 0.25% (last modification in March 2020).
The Norway credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 16.10 and implied probability of default is 0.27%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 3.9 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 7.4 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 38.5 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 | 0.25% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 16.10 | +2.55 % | +53.33 % | +46.36 % | 0.27 % |
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 | 0.117% | -135.4 bp | -129.4 bp | ||||||
| 6 months | 0.132% | -114.9 bp | -123.7 bp | ||||||
| 9 months | 0.193% | -102.5 bp | -116.2 bp | ||||||
| 1 year | 0.210% | -95.6 bp | -114.4 bp | 99.79 | +0.95 % | +1.15 % | |||
| 2 years | 0.249% | -90.0 bp | -92.3 bp | 99.50 | +1.80 % | +1.84 % | |||
| 5 years | 0.323% | -66.1 bp | -90.1 bp | 98.40 | +3.34 % | +4.57 % | |||
| 10 years | 0.634% | -48.2 bp | -57.5 bp | 93.88 | +4.89 % | +5.86 % | |||
10Y Bond Yield Spread - Norway vs Main Countries
The Norway 10Y Government Bond has a 0.634% 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 | 108.8 bp | -67.0 | -71.1 | ||
| Japan 10Y | 63.8 bp | -58.4 | -76.5 | ||
| France 10Y | 59.6 bp | -84.7 | -90.4 | ||
| United Kingdom 10Y | 32.7 bp | -40.2 | -41.3 | ||
| United States 10Y | 5.3 bp | -6.4 | +38.0 | ||
| Canada 10Y | -4.8 bp | -19.9 | -1.1 | ||
| Spain 10Y | -6.9 bp | -99.3 | -112.7 | ||
| Australia 10Y | -13.3 bp | -52.4 | -43.2 | ||
| Italy 10Y | -85.8 bp | -98.0 | -123.5 | ||
| China 10Y | -197.6 bp | -29.3 | -3.0 | ||
| India 10Y | -567.2 bp | -44.6 | -27.5 | ||
| Russia 10Y | -613.1 bp | -108.2 | -32.0 | ||
| Brazil 10Y | -724.3 bp | -176.9 | -146.2 |
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 | 0.634% | 93.88 | 103.54 | 122.86 | 142.18 | 161.50 | 180.82 | |
| 5 years | 0.323% | 98.40 | 103.35 | 113.26 | 123.16 | 133.06 | 142.97 | |
| 2 years | 0.249% | 99.50 | 101.50 | 105.48 | 109.47 | 113.45 | 117.44 | |
| 1 year | 0.210% | 99.79 | 100.79 | 102.78 | 104.78 | 106.78 | 108.77 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||