Last Update: 10 Dec 2019 1:15 GMT+0
The Norway 10Y Government Bond has a 1.424% yield.
10 Years vs 2 Years bond spread is 13.5 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 11.00 and implied probability of default is 0.18%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | 8.8 bp | Normal Convexity in Short-Term Maturities | ||
| 5Y vs 2Y | -2 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | 13.5 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 | 11.00 | 0.00 % | 0.00 % | -6.78 % | 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 | 1.471% | +6.6 bp | +36.5 bp | ||||||
| 6 months | 1.173% | -1.1 bp | +1.0 bp | ||||||
| 9 months | 1.186% | -0.8 bp | -2.6 bp | ||||||
| 1 year | 1.201% | +0.2 bp | +1.3 bp | 98.81 | -0.01 % | -0.02 % | |||
| 2 years | 1.289% | +2.3 bp | n.a. | 97.47 | -0.05 % | n.a. | |||
| 5 years | 1.269% | -7.5 bp | +5.4 bp | 93.89 | +0.37 % | -0.27 % | |||
| 10 years | 1.424% | -15.1 bp | -7.0 bp | 86.81 | +1.50 % | +0.68 % | |||
10Y Bond Yield Spread - Norway vs Main Countries
The Norway 10Y Government Bond has a 1.424% 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 | 172.9 bp | -11.4 | +1.8 | ||
| Japan 10Y | 142.5 bp | -21.0 | -18.9 | ||
| France 10Y | 141.6 bp | -13.1 | +5.6 | ||
| Spain 10Y | 97.7 bp | -21.0 | +9.0 | ||
| United Kingdom 10Y | 66.0 bp | -12.5 | +0.1 | ||
| Australia 10Y | 30.0 bp | +4.5 | +28.8 | ||
| Italy 10Y | 5.0 bp | -24.8 | +92.4 | ||
| Canada 10Y | -16.5 bp | -15.5 | -14.2 | ||
| United States 10Y | -39.7 bp | -2.7 | +25.4 | ||
| China 10Y | -180.1 bp | -8.1 | -2.2 | ||
| Russia 10Y | -496.6 bp | -13.1 | +123.0 | ||
| India 10Y | -523.5 bp | -25.6 | +34.8 | ||
| Brazil 10Y | -532.7 bp | -25.8 | +127.9 |
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 | 1.424% | 86.81 | 96.07 | 114.59 | 133.11 | 151.63 | 170.15 | |
| 5 years | 1.269% | 93.89 | 98.70 | 108.34 | 117.97 | 127.60 | 137.23 | |
| 2 years | 1.289% | 97.47 | 99.43 | 103.36 | 107.28 | 111.20 | 115.13 | |
| 1 year | 1.201% | 98.81 | 99.80 | 101.78 | 103.75 | 105.73 | 107.71 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||