Last Update: 4 Jul 2020 22:15 GMT+0
The Norway 10Y Government Bond has a 0.650% yield.
10 Years vs 2 Years bond spread is 53.5 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 13.50 and implied probability of default is 0.23%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 7.9 bp | Yield Curve is flat in Short-Term Maturities | ||
| 5Y vs 2Y | 21.5 bp | Normal Convexity in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 53.5 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 | 0.00% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 13.50 | -2.17 % | -6.90 % | +18.42 % | 0.23 % |
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 | 0.036% | +5.3 bp | -94.7 bp | ||||||
| 6 months | 0.031% | +2.5 bp | -109.4 bp | ||||||
| 9 months | 0.026% | +1.0 bp | -119.6 bp | ||||||
| 1 year | 0.036% | +1.5 bp | -123.8 bp | 99.96 | -0.02 % | +1.24 % | |||
| 2 years | 0.115% | -3.8 bp | -117.7 bp | 99.77 | +0.08 % | +2.36 % | |||
| 5 years | 0.330% | -1.8 bp | -97.2 bp | 98.37 | +0.09 % | +4.94 % | |||
| 10 years | 0.650% | -3.5 bp | -72.0 bp | 93.73 | +0.35 % | +7.39 % | |||
10Y Bond Yield Spread - Norway vs Main Countries
The Norway 10Y Government Bond has a 0.650% 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 | 108.6 bp | +8.2 | -57.4 | ||
| France 10Y | 76.6 bp | +7.0 | -58.1 | ||
| Japan 10Y | 61.7 bp | -3.3 | -76.5 | ||
| United Kingdom 10Y | 46.3 bp | +8.9 | -17.0 | ||
| Spain 10Y | 20.9 bp | +7.5 | -77.7 | ||
| Canada 10Y | 9.3 bp | +8.6 | +26.2 | ||
| United States 10Y | -1.9 bp | +12.1 | +40.4 | ||
| Australia 10Y | -25.6 bp | +13.9 | -40.4 | ||
| Italy 10Y | -67.1 bp | +5.4 | -69.9 | ||
| China 10Y | -227.9 bp | -11.2 | -45.5 | ||
| India 10Y | -519.5 bp | -8.4 | -5.5 | ||
| Russia 10Y | -539.0 bp | -45.5 | -52.5 | ||
| Brazil 10Y | -581.7 bp | +22.3 | -46.1 |
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 | 0.650% | 93.73 | 103.38 | 122.68 | 141.98 | 161.29 | 180.59 | |
| 5 years | 0.330% | 98.37 | 103.32 | 113.22 | 123.12 | 133.02 | 142.92 | |
| 2 years | 0.115% | 99.77 | 101.77 | 105.76 | 109.75 | 113.75 | 117.74 | |
| 1 year | 0.036% | 99.96 | 100.96 | 102.96 | 104.96 | 106.96 | 108.96 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||