Last Update: 24 Jan 2020 21:15 GMT+0
The Norway 10Y Government Bond has a 1.346% yield.
10 Years vs 2 Years bond spread is 2.5 bp. Yield Curve is flat in Long-Term vs Short-Term Maturities.
Central Bank Rate is 1.50% (last modification in September 2019).
The Norway credit rating is AAA, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 10.30 and implied probability of default is 0.17%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -1 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -5.8 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 2.5 bp | Yield Curve is flat 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 | 1.50% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 10.30 | 0.00 % | -0.96 % | -10.43 % | 0.17 % |
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 | 1.324% | +48.0 bp | +6.2 bp | ||||||
| 6 months | 1.325% | +33.9 bp | -7.8 bp | ||||||
| 9 months | 1.325% | +19.6 bp | +2.0 bp | ||||||
| 1 year | 1.331% | +15.4 bp | -0.9 bp | 98.69 | -0.15 % | +0.01 % | |||
| 2 years | 1.321% | +3.6 bp | +5.0 bp | 97.41 | -0.07 % | -0.10 % | |||
| 5 years | 1.263% | -5.9 bp | -1.7 bp | 93.92 | +0.30 % | +0.09 % | |||
| 10 years | 1.346% | -13.9 bp | -9.3 bp | 87.49 | +1.39 % | +0.92 % | |||
10Y Bond Yield Spread - Norway vs Main Countries
The Norway 10Y Government Bond has a 1.346% 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 | 168.5 bp | -4.5 | -12.9 | ||
| France 10Y | 142.7 bp | +0.1 | -12.5 | ||
| Japan 10Y | 135.6 bp | -12.7 | -23.2 | ||
| Spain 10Y | 100.3 bp | -6.0 | -7.9 | ||
| United Kingdom 10Y | 77.9 bp | +6.4 | +1.7 | ||
| Australia 10Y | 28.9 bp | +11.0 | +13.3 | ||
| Italy 10Y | 12.1 bp | +14.2 | +18.1 | ||
| Canada 10Y | -2.1 bp | +11.1 | -1.1 | ||
| United States 10Y | -34.3 bp | +7.5 | +26.6 | ||
| China 10Y | -168.8 bp | +2.9 | +5.1 | ||
| Russia 10Y | -485.9 bp | -0.9 | +97.2 | ||
| India 10Y | -523.2 bp | -14.6 | -23.3 | ||
| Brazil 10Y | -535.1 bp | +10.1 | +40.0 |
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 | 1.346% | 87.49 | 96.78 | 115.38 | 133.97 | 152.57 | 171.17 | |
| 5 years | 1.263% | 93.92 | 98.73 | 108.37 | 118.00 | 127.63 | 137.26 | |
| 2 years | 1.321% | 97.41 | 99.37 | 103.29 | 107.21 | 111.14 | 115.06 | |
| 1 year | 1.331% | 98.69 | 99.67 | 101.65 | 103.62 | 105.59 | 107.57 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||