Last Update: 22 Oct 2019 20:15 GMT+0
The Norway 10Y Government Bond has a 1.310% yield.
10 Years vs 2 Years bond spread is 16.4 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 11.00 and implied probability of default is 0.18%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -8.1 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | 5.8 bp | Yield Curve is flat in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 16.4 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 | 11.00 | -0.90 % | -0.90 % | -8.33 % | 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 | 1.335% | -19.5 bp | +17.4 bp | ||||||
| 6 months | 1.203% | -17.4 bp | -2.1 bp | ||||||
| 9 months | 1.215% | -16.1 bp | -6.5 bp | ||||||
| 1 year | 1.227% | -17.3 bp | -3.2 bp | 98.79 | +0.17 % | +0.03 % | |||
| 2 years | 1.146% | -8.9 bp | n.a. | 97.75 | +0.17 % | n.a. | |||
| 5 years | 1.204% | -4.5 bp | -32.9 bp | 94.19 | +0.22 % | +1.63 % | |||
| 10 years | 1.310% | +2.5 bp | -51.3 bp | 87.80 | -0.24 % | +5.19 % | |||
10Y Bond Yield Spread - Norway vs Main Countries
The Norway 10Y Government Bond has a 1.310% 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 | 167.6 bp | -13.4 | -12.3 | ||
| Japan 10Y | 143.6 bp | -6.4 | -41.6 | ||
| France 10Y | 137.8 bp | -12.8 | -7.5 | ||
| Spain 10Y | 105.0 bp | +1.7 | +29.0 | ||
| United Kingdom 10Y | 59.8 bp | -6.3 | -3.4 | ||
| Italy 10Y | 29.0 bp | -6.4 | +106.4 | ||
| Australia 10Y | 16.0 bp | -10.7 | +28.7 | ||
| Canada 10Y | -21.6 bp | -11.4 | -25.1 | ||
| United States 10Y | -46.0 bp | -2.3 | +30.2 | ||
| China 10Y | -193.9 bp | -10.6 | -34.3 | ||
| Russia 10Y | -517.0 bp | +55.5 | +125.7 | ||
| Brazil 10Y | -525.5 bp | +54.0 | +186.2 | ||
| India 10Y | -550.5 bp | -0.8 | +14.6 |
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 | 1.310% | 87.80 | 97.11 | 115.74 | 134.37 | 153.01 | 171.64 | |
| 5 years | 1.204% | 94.19 | 99.02 | 108.66 | 118.31 | 127.96 | 137.61 | |
| 2 years | 1.146% | 97.75 | 99.71 | 103.65 | 107.58 | 111.51 | 115.44 | |
| 1 year | 1.227% | 98.79 | 99.78 | 101.75 | 103.73 | 105.70 | 107.68 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||